Understand
Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multi-marginal problems, gradient flows and unbalanced transport.
- However, a standard implementation of the scaling algorithm has several numerical limitations: the scaling factors diverge and convergence becomes impractically slow as the entropy regularization approaches zero.
- Moreover, handling the dense kernel matrix becomes unfeasible for large problems.
- To address this, we combine several modifications: A log-domain stabilized formulation, the well-known epsilon-scaling heuristic, an adaptive truncation of the kernel and a coarse-to-fine scheme.
Reading the bibliography…