Differentiating through optimal transport
Speaker:
Marco Cuturi, Apple & CREST-ENSAE
Date and Time:
Friday, June 3, 2022 - 11:20am to 12:10pm
Location:
online
Abstract:
I will present in this talk a few scenarios where optimal transport computations appear in estimation pipelines, and when the output of these computations (notably couplings or Monge maps) need to be differentiated w.r.t. relevant parameters. After presenting such applications, I will detail two practical approaches, relying either on unrolling (using JKO as an example) or implicit differentiation (to compute entropy regularized optimal couplings).