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On the complexity of the optimal transport problem with graph-structured cost
Jiaojiao Fan · Isabel Haasler · Johan Karlsson · Yongxin Chen
Event URL: https://arxiv.org/abs/2110.00627 »
Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for addressing new challenges in the field of machine learning. However, the usage of MOT has been largely impeded by its computational complexity which scales exponentially in the number of marginals. Fortunately, in many applications, such as barycenter or interpolation problems, the cost function adheres to structures, which has recently been exploited for developing efficient computational methods. In this work, we derive computational bounds for these methods. With $m$ marginal distributions supported on $n$ points, we provide a $ \mathcal{\tilde O}(d(G)m n^2\epsilon^{-2})$ bound for a $\epsilon$-accuracy when the problem is associated with a tree with diameter $d(G)$. For the special case of the Wasserstein barycenter problem, which corresponds to a star-shaped tree, our bound is in alignment with the existing complexity bound for it.

Author Information

Jiaojiao Fan (Georgia Institute of Technology)
Isabel Haasler (KTH Royal Institute of Technology, Stockholm, Sweden)
Johan Karlsson (KTH Royal Institute of Technology)
Yongxin Chen (Georgia Institute of Technology)

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