A new paper which connects Sinkhorn Algorithm and Stochastc Mirror Descent

My new paper (for the first time I wrote a single authored work!) is now available online, see the publication section. It turned out the famous Sinkhorn algorithm is nothing but an instance of stochastic mirror descent. Very exciting to see the notion of relative smoothness appear as the only explanation of convergence from the mirror descent perspective.

Konstantin Mishchenko
Konstantin Mishchenko
Postdoctoral Researcher

I study optimization and its applications in machine learning.