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authorRémi Flamary <remi.flamary@gmail.com>2018-05-29 16:16:41 +0200
committerGitHub <noreply@github.com>2018-05-29 16:16:41 +0200
commit90efa5a8b189214d1aeb81920b2bb04ce0c261ca (patch)
tree62e2f1a3cca2f4885e8c0e2a0b135a5f574d6a8c /README.md
parentec79b791f4f4a62f7c04b7bbf14fe2f5dcbb4c75 (diff)
parent54f0b47e55c966d5492e4ce19ec4e704ef3278d6 (diff)
Merge pull request #47 from rflamary/bary
LP Wasserstein barycenter with scipy linear solver and/or cvxopt
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@@ -14,7 +14,8 @@ This open source Python library provide several solvers for optimization problem
It provides the following solvers:
* OT Network Flow solver for the linear program/ Earth Movers Distance [1].
-* Entropic regularization OT solver with Sinkhorn Knopp Algorithm [2] and stabilized version [9][10] with optional GPU implementation (required cudamat).
+* Entropic regularization OT solver with Sinkhorn Knopp Algorithm [2] and stabilized version [9][10] with optional GPU implementation (requires cudamat).
+* Non regularized Wasserstein barycenters [16] with LP solver.
* Bregman projections for Wasserstein barycenter [3] and unmixing [4].
* Optimal transport for domain adaptation with group lasso regularization [5]
* Conditional gradient [6] and Generalized conditional gradient for regularized OT [7].
@@ -210,3 +211,5 @@ You can also post bug reports and feature requests in Github issues. Make sure t
[14] Knott, M. and Smith, C. S. (1984).[On the optimal mapping of distributions](https://link.springer.com/article/10.1007/BF00934745), Journal of Optimization Theory and Applications Vol 43.
[15] Peyré, G., & Cuturi, M. (2018). [Computational Optimal Transport](https://arxiv.org/pdf/1803.00567.pdf) .
+
+[16] Agueh, M., & Carlier, G. (2011). [Barycenters in the Wasserstein space](https://hal.archives-ouvertes.fr/hal-00637399/document). SIAM Journal on Mathematical Analysis, 43(2), 904-924.