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Poster

Bringing regularized optimal transport to lightspeed: a splitting method adapted for GPUs

Jacob Lindb├Ąck · Zesen Wang · Mikael Johansson

Great Hall & Hall B1+B2 (level 1) #1126
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Wed 13 Dec 3 p.m. PST — 5 p.m. PST

Abstract:

We present an efficient algorithm for regularized optimal transport. In contrast toprevious methods, we use the Douglas-Rachford splitting technique to developan efficient solver that can handle a broad class of regularizers. The algorithmhas strong global convergence guarantees, low per-iteration cost, and can exploitGPU parallelization, making it considerably faster than the state-of-the-art formany problems. We illustrate its competitiveness in several applications, includingdomain adaptation and learning of generative models.

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