Applications of optimal transport have recently gained remarkable attention as a result of the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation to the Wasserstein distance is replaced by a regularized version that is less accurate but easy to differentiate. In this work we characterize the differential properties of the original Sinkhorn approximation, proving that it enjoys the same smoothness as its regularized version and we explicitly provide an efficient algorithm to compute its gradient. We show that this result benefits both theory and applications: on one hand, high order smoothness confers statistical guarantees to learning with Wasserstein approximations. On the other hand, the gradient formula allows to efficiently solve learning and optimization problems in practice. Promising preliminary experiments complement our analysis.

In this paper the authors advocate the use of the Sinkhorn distance over the "regularized" sinkhorn distance for computing divergence between discrete distributions. They show that the gradient of the former is better and leads to sharper results especially on barycenters. They also provide a close form expression for the gradient of the Sinkhorn distance using the implicit function theorem. Another contribution is a new generalization bound for structured prediction with Wasserstein distance. Numerical experiments are very short be show a better barycenter with the Sinkhorn distance and better reconstruction for images.

One of the main challenges in autonomous racing is to design algorithms for motion planning at high speed, and across complex racing courses. End-to-end trajectory synthesis has been previously proposed where the trajectory for the ego vehicle is computed based on camera images from the racecar. This is done in a supervised learning setting using behavioral cloning techniques. In this paper, we address the limitations of behavioral cloning methods for trajectory synthesis by introducing Differential Bayesian Filtering (DBF), which uses probabilistic B\'ezier curves as a basis for inferring optimal autonomous racing trajectories based on Bayesian inference. We introduce a trajectory sampling mechanism and combine it with a filtering process which is able to push the car to its physical driving limits. The performance of DBF is evaluated on the DeepRacing Formula One simulation environment and compared with several other trajectory synthesis approaches as well as human driving performance. DBF achieves the fastest lap time, and the fastest speed, by pushing the racecar closer to its limits of control while always remaining inside track bounds.

Applications of optimal transport have recently gained remarkable attention as a result of the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation to the Wasserstein distance is replaced by a regularized version that is less accurate but easy to differentiate. In this work we characterize the differential properties of the original Sinkhorn approximation, proving that it enjoys the same smoothness as its regularized version and we explicitly provide an efficient algorithm to compute its gradient. We show that this result benefits both theory and applications: on one hand, high order smoothness confers statistical guarantees to learning with Wasserstein approximations. On the other hand, the gradient formula allows to efficiently solve learning and optimization problems in practice.