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author | Rémi Flamary <remi.flamary@gmail.com> | 2019-06-25 07:41:47 +0200 |
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committer | Rémi Flamary <remi.flamary@gmail.com> | 2019-06-25 07:41:47 +0200 |
commit | 7f0739f73fa6a8c7fa22269c727b48d3640627be (patch) | |
tree | adea22e9f246fe542d3f6c9dbdb2b1060d5be576 /docs/source | |
parent | 4e2f6b45662fe206414652ccc8f715c420f3b9cd (diff) |
first shot part OT Wass
Diffstat (limited to 'docs/source')
-rw-r--r-- | docs/source/quickstart.rst | 13 |
1 files changed, 13 insertions, 0 deletions
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst index 3d3ce98..ac96f26 100644 --- a/docs/source/quickstart.rst +++ b/docs/source/quickstart.rst @@ -11,6 +11,10 @@ to use for different problems related to optimal transport (OT). Optimal transport and Wasserstein distance ------------------------------------------ + +Solving optimal transport +^^^^^^^^^^^^^^^^^^^^^^^^^ + The optimal transport problem between discrete distributions is often expressed as .. math:: @@ -39,6 +43,8 @@ that will return the optimal transport matrix :math:`\gamma^*`: - :any:`auto_examples/plot_OT_1D` - :any:`auto_examples/plot_OT_L1_vs_L2` +Computing Wasserstein distance +^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ The value of the OT solution is often more of interest that the OT matrix : @@ -60,6 +66,13 @@ properties. It can computed from an already estimated OT matrix with # M is the ground cost matrix W=ot.emd2(a,b,M) # Wasserstein distance / EMD value + +.. hint:: + Examples of use for :any:`ot.emd2` are available in the following examples: + + - :any:`auto_examples/plot_compute_emd` + + .. note:: In POT, most functions that solve OT or regularized OT problems have two versions that return the OT matrix or the value of the optimal solution. Fir |