On the several ways to regularize optimal transport. - Cuturi - Workshop 3 - CEB T1 2019
Автор: Institut Henri Poincaré
Загружено: 2019-05-07
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Marco Cuturi (ENSAE and Google) / 02.04.2019
On the several ways to regularize optimal transport.
After briefly introducing the optimal transport problem, I will show in this talk how regularization, either explicitly carried out as a statistical procedure or implicitly carried out and presented as a computational trick, is fundamental for optimal transport to work in applications to data sciences. I will present two such regularizations, either by regularizing the transport plan by entropy, or by projecting measures on maximally informative subspaces. (presentations based on joint works with G. Peyré, A. Genevay, F. Bach and F.P. Paty)
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Langue : Anglais; Date : 02.04.2019; Conférencier : Cuturi, Marco; Évenement : Workshop 3 - CEB T1 2019; Lieu : IHP; Mots Clés :
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