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PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
On Efficient Optimal Transport: An Analysis of Greedy and...
Tianyi Lin, Nhat Ho, Michael I. Jordan · 2019-01-19 · via cs.DS updates on arXiv.org

We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn algorithm, known as the \emph{Greenkhorn algorithm}, can be improved to $\widetilde{\mathcal{O}}(n^2\varepsilon^{-2})$, improving on the best known complexity bound of $\widetilde{\mathcal{O}}(n^2\varepsilon^{-3})$. Notably, this matches the best known complexity bound for the Sinkhorn algorithm and helps explain why the Greenkhorn algorithm can outperform the Sinkhorn algorithm in practice. Our proof technique, which is based on a primal-dual formulation and a novel upper bound for the dual solution, also leads to a new class of algorithms that we refer to as \emph{adaptive primal-dual accelerated mirror descent} (APDAMD) algorithms. We prove that the complexity of these algorithms is $\widetilde{\mathcal{O}}(n^2\sqrtδ\varepsilon^{-1})$, where $δ> 0$ refers to the inverse of the strong convexity module of Bregman divergence with respect to $\|\cdot\|_\infty$. This implies that the APDAMD algorithm is faster than the Sinkhorn and Greenkhorn algorithms in terms of $\varepsilon$. Experimental results on synthetic and real datasets demonstrate the favorable performance of the Greenkhorn and APDAMD algorithms in practice.