In this paper, we focus on computational aspects of the Wasserstein barycenter problem. We propose two algorithms to compute Wasserstein barycenters of $m$ discrete measures of size $n$ with accuracy $e$. The first algorithm, based on mirror prox with a specific norm, meets the complexity of celebrated accelerated iterative Bregman projections (IBP), namely $widetilde O(mn^2sqrt n/e)$, however, with no limitations in contrast to the (accelerated) IBP, which is numerically unstable under small regularization parameter. The second algorithm, based on area-convexity and dual extrapolation, improves the previously best-known convergence rates for the Wasserstein barycenter problem enjoying $widetilde O(mn^2/e)$ complexity.
Download