Fast Sinkhorn Algorithm for Wasserstein-1 Distances

[tolgabirdal]

🚀 Feature

Could we please consider having a differentiable implementation of: Fast Sinkhorn I: an O(n) Algorithm for the Wasserstein-1 Metric Qichen Liao, Jing Chen, Zihao Wang, Bo Bai, Shi Jin, and Hao Wu https://arxiv.org/pdf/2202.10042.pdf

Motivation

W-1 is used a lot in a variety applications like point cloud comparison. This paper claims to provide an accurate and fast implementation. O(N) complexity is theoretically optimal.