SinkSLOT: Sinkhorn via Sparse Lifted Optimal Transport
Ian Hsieh, Soumya Snigdha Kundu, Tom Vercauteren, Reuben Dorent
Abstract
Entropic optimal transport (EOT) has been shown to offer a computationally tractable approximation to exact optimal transport. However, the standard Sinkhorn-Knopp algorithm has two main limitations. First, given discrete measures with $N$ points, each iteration requires $O(N^2)$ operations, which restricts its use on large-scale datasets (e.g. $N\geq10^4$). Second, it uses the independent coupling as a reference measure for regularisation. This assigns mass to high-cost transport edges at moderate regularisation strengths. We propose SinkSLOT, which addresses both limitations by putting forth the expected sliced lifted transport plan as a natural way to sparsify the Gibbs kernel with a non-independent prior coupling. We prove that: 1) SinkSLOT converges; 2) with $L$ slices, each resulting sparse Sinkhorn iteration costs $O(LN)$; and 3) the resulting objective is a divergence requiring no debiasing. Experiments on synthetic benchmarks show that SinkSLOT delivers substantial speedups over state-of-the-art dense and sparse EOT methods. We also demonstrate the applicability of the proposed divergence in a gradient flow experiment. The code is publicly available at https://github.com/cai4cai/SinkSLOT.