Carlier, Guillaume; Dupuy, Arnaud; Galichon, Alfred; … - 2021
In this paper, we describe a novel iterative procedure called SISTA to learn the underlying cost in optimal transport … ("ISTA"). It alternates between a phase of exact minimization over the transport potentials and a phase of proximal gradient … descent over the parameters of the transport cost. We prove that this method converges linearly, and we illustrate on …