The GenCol algorithm for high-dimensional optimal transport: general formulation and application to barycenters and Wasserstein splines
This work provides a computational tool for researchers in applied mathematics and machine learning dealing with optimal transport, though it appears incremental as an extension of an existing algorithm.
The authors tackled the problem of high-dimensional multi-marginal optimal transport by extending the GenCol algorithm from symmetric to general formulations, resulting in accurate mesh-free calculations of Wasserstein barycenters and cubic splines.
We extend the recently introduced genetic column generation algorithm for high-dimensional multi-marginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and cubic Wasserstein splines.