Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the required properties for Bregman divergences, provide a non-asymptotic error estimate for the regularized problem, and show that the error estimate becomes faster than exponentially.
翻译:香农熵的正则化使我们能够高效且近似地解决有限集上的最优传输问题。本文关注通过Bregman散度进行正则化的最优传输问题。我们引入了Bregman散度所需的性质,给出了正则化问题的非渐近误差估计,并表明该误差估计比指数级衰减更快。