[MRG] Sliced and 1D Wasserstein distances : backend versions (#256)

* add numpy and torch backends

* stat sets on functions

* proper import

* install recent torch on windows

* install recent torch on windows

* now testing all functions in backedn

* add jax backedn

* clenaup windowds

* proper convert for jax backedn

* pep8

* try again windows tests

* test jax conversion

* try proper widows tests

* emd fuction ses backedn

* better test partial OT

* proper tests to_numpy and teplate Backend

* pep8

* pep8 x2

* feaking sinkhorn works with torch

* sinkhorn2 compatible

* working ot.emd2

* important detach

* it should work

* jax autodiff emd

* pep8

* no tast same for jax

* new independat tests per backedn

* freaking pep8

* add tests for gradients

* deprecate ot.gpu

* worging dist function

* working dist

* dist done in backedn

* not in

* remove indexing

* change accuacy for jax

* first pull backend

* projection simplex

* projection simplex

* projection simplex

* projection simplex no ci

* projection simplex no ci

* projection simplex no ci

* pep8

* add backedn discusion to quickstart guide

* projection simplex no ci

* projection simplex no ci

* projection simplex no ci

* pep8 + better doc

* proper links

* corect doctest

* big debug documentation

* doctest again

* doctest again bis

* doctest again ter (last one or i kill myself)

* backend test + doc proj simplex

* correction test_utils

* correction test_utils

* correction cumsum

* correction flip

* correction flip v2

* more debug

* more debug

* more debug + pep8

* pep8

* argh

* proj_simplex

* backedn works for sort

* proj simplex

* jax sucks

* update doc

* Update test/test_utils.py

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update docs/source/quickstart.rst

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update docs/source/quickstart.rst

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update docs/source/quickstart.rst

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update docs/source/readme.rst

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update test/test_utils.py

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update ot/utils.py

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update docs/source/readme.rst

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* Update ot/lp/__init__.py

Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

* begin comment alex

* comment alex part 2

* optimize test gromov

* proj_simplex on vectors

* add awesome gradient decsnt example on the weights

* pep98 of course

* proof read example by alex

* pep8 again

* encoding oos in translation

* correct legend

* new backend functions for sliced

* small indent pb

* Optimized backendversion of sliced W

* error in sliced W

* after master merge

* error sliced

* error sliced

* pep8

* test_sliced pep8

* doctest + precision for sliced

* doctest

* type win test_backend gather

* type win test_backend gather

* Update sliced.py

change argument of padding pad_width

* Update backend.py

update redefinition

* Update backend.py

pep8

* Update backend.py

pep 8 again....

* pep8

* build docs

* emd2_1D example

* refectoring emd_1d and variants

* remove unused previous wasserstein_1d

* pep8

* upate example

* move stuff

* tesys should work + implemù random backend

* test random generayor functions

* correction

* better random generation

* update sliced

* update sliced

* proper tests sliced

* max sliced

* chae file nam

* add stuff

* example sliced flow and barycenter

* correct typo + update readme

* exemple sliced flow done

* pep8

* solver1d works

* pep8

Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>

1 files changed, 9 insertions, 2 deletions

diff --git a/README.md b/README.md
index f0e5227..cfb9744 100644
--- a/README.md
+++ b/README.md
@@ -33,7 +33,7 @@ POT provides the following generic OT solvers (links to examples):
 * [Unbalanced OT](https://pythonot.github.io/auto_examples/unbalanced-partial/plot_UOT_1D.html) with KL relaxation and [barycenter](https://pythonot.github.io/auto_examples/unbalanced-partial/plot_UOT_barycenter_1D.html) [10, 25].
 * [Partial Wasserstein and Gromov-Wasserstein](https://pythonot.github.io/auto_examples/unbalanced-partial/plot_partial_wass_and_gromov.html) (exact [29] and entropic [3]
   formulations).
-* [Sliced Wasserstein](https://pythonot.github.io/auto_examples/sliced-wasserstein/plot_variance.html) [31, 32].
+* [Sliced Wasserstein](https://pythonot.github.io/auto_examples/sliced-wasserstein/plot_variance.html) [31, 32] and Max-sliced Wasserstein [35] that can be used for gradient flows [36].
 * [Several backends](https://pythonot.github.io/quickstart.html#solving-ot-with-multiple-backends) for easy use of POT with  [Pytorch](https://pytorch.org/)/[jax](https://github.com/google/jax)/[Numpy](https://numpy.org/) arrays.
 
 POT provides the following Machine Learning related solvers:
@@ -285,4 +285,11 @@ You can also post bug reports and feature requests in Github issues. Make sure t
 
 [33] Kerdoncuff T., Emonet R., Marc S. [Sampled Gromov Wasserstein](https://hal.archives-ouvertes.fr/hal-03232509/document), Machine Learning Journal (MJL), 2021
 
-[34] Feydy, J., Séjourné, T., Vialard, F. X., Amari, S. I., Trouvé, A., & Peyré, G. (2019, April). Interpolating between optimal transport and MMD using Sinkhorn divergences. In The 22nd International Conference on Artificial Intelligence and Statistics (pp. 2681-2690). PMLR.
+[34] Feydy, J., Séjourné, T., Vialard, F. X., Amari, S. I., Trouvé, A., & Peyré, G. (2019, April). [Interpolating between optimal transport and MMD using Sinkhorn divergences](http://proceedings.mlr.press/v89/feydy19a/feydy19a.pdf). In The 22nd International Conference on Artificial Intelligence and Statistics (pp. 2681-2690). PMLR.
+
+[35] Deshpande, I., Hu, Y. T., Sun, R., Pyrros, A., Siddiqui, N., Koyejo, S., ... & Schwing, A. G. (2019). [Max-sliced wasserstein distance and its use for gans](https://openaccess.thecvf.com/content_CVPR_2019/papers/Deshpande_Max-Sliced_Wasserstein_Distance_and_Its_Use_for_GANs_CVPR_2019_paper.pdf). In Proceedings of the IEEE/CVF Conference on Computer Vision and Pattern Recognition (pp. 10648-10656).
+
+[36] Liutkus, A., Simsekli, U., Majewski, S., Durmus, A., & Stöter, F. R. 
+(2019, May). [Sliced-Wasserstein flows: Nonparametric generative modeling 
+via optimal transport and diffusions](http://proceedings.mlr.press/v97/liutkus19a/liutkus19a.pdf). In International Conference on 
+Machine Learning (pp. 4104-4113). PMLR.