Sinkhorn算法用于解决最优传输问题(Optimal transport problem),也叫Sinkhorn iterations,它的核心思想是在目标函数上加入熵正则化项,把复杂边际的线性规划问题转化为平滑可行域上的求解过程。 双边际(bi-marginal)最优传输问题的Sinkhorn算法(Sinkhorn iterations for the bi-marginal optimal mass transport problem) 考虑...
每个仓库xi到工厂yj的运输距离为C(xi,yj)。由于同一个仓库允许运输往多个工厂，因此我们设M个工仓库i...
M = -M # 将M变号,从偏好转为代价 def compute_optimal_transport(M, r, c, lam, eplison=1e-8): """ Computes the optimal transport matrix and Slinkhorn distance using the Sinkhorn-Knopp algorithm Inputs: - M : cost matrix (n x m) - r : vector of marginals (n, ) - c : vector...
We show that the discrete Sinkhorn algorithm, as applied in the setting of Optimal Transport on a compact manifold, converges in the large scale limit, to the solution of a parabolic PDE of Monge-Amp\\`ere type. The latter equation has previously appeared in different contexts. This leads, ...
We show that the discrete Sinkhorn algorithm—as applied in the setting of Optimal Transport on a compact manifold—converges to the solution of
compute_time5253#方法2:54#Sinkhorn-Knopp算法55'''56https://michielstock.github.io/posts/2017/2017-11-5-OptimalTransport/57https://zhuanlan.zhihu.com/p/54237914458'''59#numpy60defcompute_optimal_transport(scores, eps = 5, n_iter = 3):61"""62Computes the optimal transport matrix and Sink...
Tensorflow implementation of optimal transport (OT) with Sinkhorn algorithm. tensorflowotoptimal-transportsinkhornsinkhorn-distance UpdatedNov 5, 2019 Python csyanbin/LSMI-Sinkhorn Star15 Code Issues Pull requests Code for ECML/PKDD paper: "LSMI-Sinkhorn: Semi-supervised Mutual Information Estimation with ...
Python toolbox to compute and differentiate Optimal Transport (OT) distances. It computes the cost using (generalization of) Sinkhorn's algorithm [1], which can in turn be applied: To optimize barycenters and their weights [2]. To perform shape registration [9]. ...
optimaltransportdistances(Villani(2009)§6),a.k.a.earthmover’s(EMD)incomputervision(Rubneretal.,1997)(de)neamorepowerfulgeometrytocompareprobabilities.Thispowercomes(however)withaheavycomputationalpricetag.Nomatterwhatthealgorithmemployed–networksimplexorinteriorpointmethods–thecostofcomputingoptimal...
Lightspeed Computation of Optimal Transport》，Sinkhorn Distances似乎只是用到了Sinkhorn–Knopp algorithm来...