Error estimate for regularized optimal transport problems via Bregman divergence

09/20/2023

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by   Keiichi Morikuni, et al.

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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.