flash-sinkhorn 0.3.3

Sinkhorn optimal transport kernels in PyTorch + Triton (squared Euclidean, no cost matrix materialization).

FlashSinkhorn

Streaming Entropic Optimal Transport in PyTorch + Triton

FlashSinkhorn computes Sinkhorn OT using FlashAttention-style streaming—never materializing the n×m cost matrix—enabling O(nd) memory instead of O(n²).

Features

• FlashSinkhorn kernels — shifted-potential formulation inspired by FlashAttention. On A100 GPUs, achieves up to 32× forward-pass and 161× end-to-end speedups over state-of-the-art online baselines on point-cloud OT
• Fused Triton kernels for forward, gradient, and HVP
• GeomLoss-compatible API (SamplesLoss)
• Analytic gradients (no backprop through Sinkhorn iterations)
• Hessian-vector products via streaming CG solver
• Half-cost support (half_cost=True) for exact GeomLoss parity
• Unbalanced/semi-unbalanced OT via reach parameter
• Large-D support (d > 1024) with tiled gradient kernel
• Early stopping with convergence threshold

Install

pip install flash-sinkhorn

# From source (development)
pip install -e ".[dev]"

Requirements: PyTorch ≥2.5, Triton ≥3.1, CUDA 12.x

Quick Start

Basic Usage

import torch
from flash_sinkhorn import SamplesLoss

x = torch.randn(4096, 64, device="cuda")
y = torch.randn(4096, 64, device="cuda")

loss = SamplesLoss(loss="sinkhorn", blur=0.1, debias=True)
cost = loss(x, y)

Gradient Flow

x = torch.randn(4096, 64, device="cuda", requires_grad=True)
y = torch.randn(4096, 64, device="cuda")

loss = SamplesLoss(loss="sinkhorn", blur=0.1, debias=True)
cost = loss(x, y)
grad_x = torch.autograd.grad(cost, x)[0]  # Analytic gradient

GeomLoss Parity

Use half_cost=True to match GeomLoss's cost convention:

# FlashSinkhorn with half_cost matches GeomLoss exactly
flash_loss = SamplesLoss(loss="sinkhorn", blur=0.1, half_cost=True, debias=True)

# Equivalent GeomLoss call
# geomloss_loss = geomloss.SamplesLoss(loss="sinkhorn", p=2, blur=0.1, debias="positive")

Unbalanced OT

For distributions with different total mass or outliers:

loss = SamplesLoss(
    loss="sinkhorn",
    blur=0.1,
    debias=True,
    reach=1.0,  # Unbalanced OT with KL penalty
)

Semi-Unbalanced OT

Different constraints for source vs target:

loss = SamplesLoss(
    loss="sinkhorn",
    blur=0.1,
    reach_x=1.0,   # Relax source marginal
    reach_y=None,  # Keep target marginal strict (balanced)
)

Early Stopping

loss = SamplesLoss(
    loss="sinkhorn",
    blur=0.1,
    n_iters=100,
    threshold=1e-3,       # Stop when potential change < threshold
    inner_iterations=10,  # Check every N iterations
)

Hessian-Vector Product

x = torch.randn(4096, 64, device="cuda", requires_grad=True)
y = torch.randn(4096, 64, device="cuda")
v = torch.randn_like(x)

loss = SamplesLoss(loss="sinkhorn", blur=0.1)
cost = loss(x, y)

# First-order gradient
grad_x = torch.autograd.grad(cost, x, create_graph=True)[0]

# HVP via double backward (uses streaming CG solver)
hvp = torch.autograd.grad((grad_x * v).sum(), x)[0]

FlashSinkhorn (v0.3.0)

FlashSinkhorn is a reformulated Sinkhorn kernel that uses shifted potentials inspired by FlashAttention. It reduces bias vector loads by 67% and elementwise operations by 78% per tile, and improves scalability on OT-based downstream tasks.

How It Works

Standard Sinkhorn loads 3 bias vectors per tile (g, log_b, y²). FlashSinkhorn precomputes a single fused bias u = (g_shifted + eps*log(b)) / eps and uses raw coordinates with an inline scale factor, matching FlashAttention's score interface exactly.

Performance (d=64, A100-80GB, 100 iterations)

Symmetric solver (vs v0.2.0 GeomLoss-style kernel):

n	v0.2.0	v0.3.0	Speedup
50,000	1730 ms	1450 ms	1.19x
10,000	88 ms	61 ms	1.43x
5,000	25 ms	24 ms	1.04x

Alternating solver (vs v0.2.0 OTT-style kernel, 10 iterations):

n	v0.2.0	v0.3.0	Speedup
50,000	137.9 ms	102.6 ms	1.34x
20,000	25.7 ms	21.7 ms	1.19x
10,000	8.9 ms	8.3 ms	1.07x

Low-Level API

Low-level FlashSinkhorn API:

from flash_sinkhorn.kernels import (
    sinkhorn_flashstyle_symmetric,     # Full symmetric solver
    sinkhorn_flashstyle_alternating,   # Full alternating solver
    flashsinkhorn_symmetric_step,      # Single fused iteration
    apply_plan_vec_flashstyle,         # Transport plan @ vector (shifted potentials)
    apply_plan_mat_flashstyle,         # Transport plan @ matrix (shifted potentials)
)

API Reference

SamplesLoss

SamplesLoss(
    loss="sinkhorn",
    p=2,                      # Only p=2 supported (squared Euclidean)
    blur=0.05,                # Regularization: eps = blur^2
    debias=True,              # Debiased Sinkhorn divergence
    half_cost=False,          # Use ||x-y||²/2 to match GeomLoss
    reach=None,               # Unbalanced OT (None = balanced)
    reach_x=None,             # Semi-unbalanced: source marginal
    reach_y=None,             # Semi-unbalanced: target marginal
    scaling=0.5,              # Epsilon annealing factor
    n_iters=None,             # Max iterations (None = use scaling)
    threshold=None,           # Early stopping threshold
    inner_iterations=10,      # Check convergence every N iters
)

Low-Level API

# FlashSinkhorn (recommended)
from flash_sinkhorn.kernels import (
    sinkhorn_flashstyle_symmetric,
    sinkhorn_flashstyle_alternating,
    apply_plan_vec_flashstyle,
    apply_plan_mat_flashstyle,
)

# Legacy kernels (still available)
from flash_sinkhorn.kernels.sinkhorn_triton_geomloss_sqeuclid import (
    sinkhorn_geomloss_online_potentials_sqeuclid,
)
from flash_sinkhorn.kernels.sinkhorn_triton_grad_sqeuclid import (
    sinkhorn_geomloss_online_grad_sqeuclid,
)
from flash_sinkhorn.hvp import hvp_x_sqeuclid_from_potentials

Key Concepts

Cost Convention

• FlashSinkhorn default: C(x,y) = ||x-y||²
• GeomLoss p=2 default: C(x,y) = ||x-y||²/2
• Use half_cost=True to match GeomLoss

Memory Efficiency

FlashSinkhorn streams tiles of (x,y) and computes costs on-the-fly:

• Forward: O(nd) memory (no n×m cost matrix)
• Gradient: O(nd) memory (streaming accumulation)
• HVP: O(nd) memory (CG solver with streaming matvec)

Numerical Stability

• Uses exp2/log2 for stable LSE computation
• Safe log/division guards against underflow
• TF32 enabled by default for ~2x speedup on A100/H100 (set allow_tf32=False for strict FP32)
• HVP (double backward) uses strict FP32 internally for numerical stability

Benchmarks

Compare FlashSinkhorn against GeomLoss (KeOps) and OTT-JAX.

Install benchmark dependencies:

pip install geomloss pykeops ott-jax jax[cuda12]

Run benchmarks:

# Forward pass benchmark
python -m flash_sinkhorn.bench.bench_forward --sizes 5000,10000,20000 --dims 64 --verify

# Backward pass benchmark
python -m flash_sinkhorn.bench.bench_backward --sizes 5000,10000,20000 --dims 64 --verify

# Quick test (small size)
python -m flash_sinkhorn.bench.bench_forward --sizes 5000 --dims 4 --verify

# Run only FlashSinkhorn (skip GeomLoss/OTT-JAX)
python -m flash_sinkhorn.bench.bench_forward --sizes 10000 --dims 64 --no-geomloss --no-ott

Results are saved to output/paper_benchmarks/forward/ and output/paper_benchmarks/backward/.

Citation

If you find FlashSinkhorn useful in your research, please cite our paper:

@article{ye2026flashsinkhorn,
  title={FlashSinkhorn: IO-Aware Entropic Optimal Transport},
  author={Ye, Felix X.-F. and Li, Xingjie and Yu, An and Chang, Ming-Ching and Chu, Linsong and Wertheimer, Davis},
  journal={arXiv preprint arXiv:2602.03067},
  year={2026},
  url={https://arxiv.org/abs/2602.03067}
}

License

MIT