A Combinatorial Algorithm for Approximating the Optimal Transport in the Parallel and MPC Settings

Neural Information Processing Systems 

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact and approximate combinatorial algorithms for computing the optimal transport distance are hard to parallelize. This has motivated the development of numerical solvers (e.g. Sinkhorn method) that can exploit GPU parallelism and produce approximate solutions. We introduce the first parallel combinatorial algorithm to find an additive \varepsilon -approximation of the OT distance.