arXiv Machine Learning By Joanna Marks, Gabriel Rioux, Riccardo Passeggeri

Averaged Mirror Descent and Dual Gradient Methods: Convergent Algorithms for Entropic Gromov-Wasserstein Problems

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The paper studies algorithms for computing the Entropic Gromov-Wasserstein (EGW) distance, a measure of discrepancy between metric measure spaces. It introduces Averaged Mirror Descent (AMD), which averages successive Mirror Descent steps and is proven to converge for any cost function, and shows that a dual gradient method with a fixed step size also converges for arbitrary costs, even when iterations are inexact. Empirical comparisons demonstrate that both AMD and the dual gradient method succeed on cases where classical Mirror Descent fails.

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