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Regularization for Optimal Transport and Dynamic Time Warping Distances - Marco Cuturi
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- 1 Intro
- 2 Dynamic Time Warping
- 3 Pairwise Distance Matrix
- 4 Alignment Path
- 5 Path Cost
- 6 Min Cost Alignment Matrix?
- 7 Best Alignment Matrix
- 8 Best Path: Bellman Recursion
- 9 Optimal Path
- 10 OT for Discrete Measures
- 11 Wasserstein on Discrete Measures
- 12 Dual Kantorovich Problem
- 13 Solving the OT Problem
- 14 In Summary
- 15 DTW as a Loss: Differentiability?
- 16 OT as a Loss: Differentiability?
- 17 Any way to fix this?
- 18 Example softmin of quadratic functions
- 19 Recursive Computation (Backward)
- 20 Computation Graph: Forward
- 21 Backward Recurrence
- 22 Generating Function for OT
- 23 Fast & Scalable Algorithm
- 24 Sinkhorn as a Dual Algorithm
- 25 Block Coordinate Ascent, a.k.a Sinkhorn
- 26 Differentiability of W
- 27 Algorithmic Formulation
- 28 Sinkhorn: A Programmer View
- 29 Interpolation Between 2 Time Series
