Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multimarginal problems, gradient flows, and unbalanced transport. However, a standard implementation of the scaling algorithm has several numerical limitations: the scaling factors diverge and convergence becomes impractically slow as the entropy regularization approaches zero. …