summaryrefslogtreecommitdiff
path: root/docs
diff options
context:
space:
mode:
authorRémi Flamary <remi.flamary@gmail.com>2019-07-02 11:09:50 +0200
committerRémi Flamary <remi.flamary@gmail.com>2019-07-02 11:09:50 +0200
commit64693f98c22775048222f61f5e495849844e0135 (patch)
tree6f5e0e4a12c764c1b6027c454d6269e31b238bd5 /docs
parentb250212448ed3c1d023a6412abf4a3395d5585fb (diff)
quickstart wasserstein barycenter done
Diffstat (limited to 'docs')
-rw-r--r--docs/source/quickstart.rst26
1 files changed, 22 insertions, 4 deletions
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst
index 7cbc962..8cce1c9 100644
--- a/docs/source/quickstart.rst
+++ b/docs/source/quickstart.rst
@@ -217,8 +217,6 @@ More details about the algorithm used is given in the following note.
choose entropic/Kullbach Leibler regularization.
-
-
Recently [23]_ introduced the sinkhorn divergence that build from entropic
regularization to compute fast and differentiable geometric divergence between
empirical distributions. Note that we provide a function that compute directly
@@ -417,7 +415,27 @@ operators. We provide an implementation of this algorithm in function
Barycenters with free support
-^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+Estimating the Wassresein barycenter with free support but fixed weights
+corresponds to solving the following optimization problem:
+
+.. math::
+ \min_\{x_i\} \quad \sum_{k} w_kW(\mu,\mu_k)
+
+ s.t. \quad \mu=\sum_{i=1}^n a_i\delta_{x_i}
+
+WE provide an alternating solver based on [20]_ in
+:any:`ot.lp.free_support_barycenter`. This function minimize the problem and
+return an optimal support :math:`\{x_i\}` for uniform or given weights
+:math:`a`.
+
+ .. hint::
+
+ Example of the fee support barycenter estimation is available
+ in the following example:
+
+ - :any:`auto_examples/plot_free_support_barycenter`
@@ -438,7 +456,7 @@ Gromov-Wasserstein
GPU acceleration
-----------------
+^^^^^^^^^^^^^^^^
We provide several implementation of our OT solvers in :any:`ot.gpu`. Those
implementation use the :code:`cupy` toolbox.