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authorHicham Janati <hicham.janati@inria.fr>2019-09-03 18:39:03 +0200
committerHicham Janati <hicham.janati@inria.fr>2019-09-03 18:39:03 +0200
commitb639e3eba2e88e20b5d2df417368200e4fc5157c (patch)
treedbf64a7d19236a31c9ff7037146d0d2070b292e7
parenta96caaed079b6e368df090c3e3290398e8b4a99e (diff)
update UOT text + add frogner ref
-rw-r--r--docs/source/quickstart.rst49
1 files changed, 41 insertions, 8 deletions
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst
index e4ab3a3..9729664 100644
--- a/docs/source/quickstart.rst
+++ b/docs/source/quickstart.rst
@@ -577,10 +577,10 @@ Unbalanced optimal transport
Unbalanced OT is a relaxation of the entropy regularized OT problem where the violation of
the constraint on the marginals is added to the objective of the optimization
-problem:
+problem. The unbalanced OT metric between two histograms a and b is defined as [25]_ [10]_:
.. math::
- \min_\gamma \quad \sum_{i,j}\gamma_{i,j}M_{i,j} + reg\cdot\Omega(\gamma) + \alpha KL(\gamma 1, a) + \alpha KL(\gamma^T 1, b)
+ W_u(a, b) = \min_\gamma \quad \sum_{i,j}\gamma_{i,j}M_{i,j} + reg\cdot\Omega(\gamma) + \alpha KL(\gamma 1, a) + \alpha KL(\gamma^T 1, b)
s.t. \quad \gamma\geq 0
@@ -596,26 +596,55 @@ that return respectively the OT matrix and the value of the
linear term. Note that the regularization parameter :math:`\alpha` in the
equation above is given to those functions with the parameter :code:`reg_m`.
-Similarly, Unbalanced OT barycenters can be computed using :any:`ot.barycenter_unbalanced`.
.. note::
- The main function to solve entropic regularized OT is :any:`ot.sinkhorn_unbalanced`.
+ The main function to solve entropic regularized UOT is :any:`ot.sinkhorn_unbalanced`.
This function is a wrapper and the parameter :code:`method` help you select
the actual algorithm used to solve the problem:
+ :code:`method='sinkhorn'` calls :any:`ot.unbalanced.sinkhorn_knopp_unbalanced`
- the generalized Sinkhorn algorithm [10]_.
+ the generalized Sinkhorn algorithm [25]_ [10]_.
+ :code:`method='sinkhorn_stabilized'` calls :any:`ot.unbalanced.sinkhorn_stabilized_unbalanced`
the log stabilized version of the algorithm [10]_.
.. hint::
- Examples of the use of :any:`ot.sinkhorn_unbalanced` and
- :any:`ot.barycenter_unbalanced` are available in :
+ Examples of the use of :any:`ot.sinkhorn_unbalanced` are available in :
- :any:`auto_examples/plot_UOT_1D`
- - :any:`auto_examples/plot_UOT_barycenter_1D`
+
+
+Unbalanced Barycenters
+^^^^^^^^^^^^^^^^^^^^^^
+
+As with balanced distributions, we can define a barycenter of a set of
+histograms with different masses as a Fréchet Mean:
+
+ .. math::
+ \min_{\mu} \quad \sum_{k} w_kW_u(\mu,\mu_k)
+
+Where :math:`W_u` is the unbalanced Wasserstein metric defined above. This problem
+can also be solved using generalized version of Sinkhorn's algorithm and it is
+implemented the main function :any:`ot.barycenter_unbalanced`.
+
+
+.. note::
+ The main function to compute UOT barycenters is :any:`ot.barycenter_unbalanced`.
+ This function is a wrapper and the parameter :code:`method` help you select
+ the actual algorithm used to solve the problem:
+
+ + :code:`method='sinkhorn'` calls :any:`ot.unbalanced.barycenter_unbalanced_sinkhorn_unbalanced`
+ the generalized Sinkhorn algorithm [10]_.
+ + :code:`method='sinkhorn_stabilized'` calls :any:`ot.unbalanced.barycenter_unbalanced_stabilized`
+ the log stabilized version of the algorithm [10]_.
+
+
+.. hint::
+
+ Examples of the use of :any:`ot.barycenter_unbalanced` are available in :
+
+ - :any:`auto_examples/plot_UOT_barycenter_1D`
Gromov-Wasserstein
@@ -890,3 +919,7 @@ References
(2019). `Optimal Transport for structured data with application on
graphs <http://proceedings.mlr.press/v97/titouan19a.html>`__ Proceedings
of the 36th International Conference on Machine Learning (ICML).
+
+.. [25] Frogner C., Zhang C., Mobahi H., Araya-Polo M., Poggio T. :
+ Learning with a Wasserstein Loss, Advances in Neural Information
+ Processing Systems (NIPS) 2015