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authorRémi Flamary <remi.flamary@gmail.com>2019-06-25 08:34:59 +0200
committerRémi Flamary <remi.flamary@gmail.com>2019-06-25 08:34:59 +0200
commit1e0977fd346d91c837ef90dff8c75a65b182d021 (patch)
treec037198a8b90223114d05c072146b4f18b099696 /docs
parent7f0739f73fa6a8c7fa22269c727b48d3640627be (diff)
cleaunup gromov + stat guide
Diffstat (limited to 'docs')
-rw-r--r--docs/source/index.rst2
-rw-r--r--docs/source/quickstart.rst156
2 files changed, 142 insertions, 16 deletions
diff --git a/docs/source/index.rst b/docs/source/index.rst
index 03943e8..9078d35 100644
--- a/docs/source/index.rst
+++ b/docs/source/index.rst
@@ -10,7 +10,7 @@ Contents
--------
.. toctree::
- :maxdepth: 3
+ :maxdepth: 2
self
quickstart
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst
index ac96f26..d8d4838 100644
--- a/docs/source/quickstart.rst
+++ b/docs/source/quickstart.rst
@@ -1,8 +1,6 @@
-Quick start
-===========
-
-
+Quick start guide
+=================
In the following we provide some pointers about which functions and classes
to use for different problems related to optimal transport (OT).
@@ -11,6 +9,11 @@ to use for different problems related to optimal transport (OT).
Optimal transport and Wasserstein distance
------------------------------------------
+.. 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. For
+ instance :any:`ot.emd` return the OT matrix and :any:`ot.emd2` return the
+ Wassertsein distance.
Solving optimal transport
^^^^^^^^^^^^^^^^^^^^^^^^^
@@ -36,6 +39,10 @@ that will return the optimal transport matrix :math:`\gamma^*`:
# M is the ground cost matrix
T=ot.emd(a,b,M) # exact linear program
+The method used for solving the OT problem is the network simplex, it is
+implemented in C from [1]_. It has a complexity of :math:`O(n^3)` but the
+solver is quite efficient and uses sparsity of the solution.
+
.. hint::
Examples of use for :any:`ot.emd` are available in the following examples:
@@ -73,16 +80,19 @@ properties. It can computed from an already estimated OT matrix with
- :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
- instance :any:`ot.emd` return the OT matrix and :any:`ot.emd2` return the
- Wassertsein distance.
-
-
Regularized Optimal Transport
-----------------------------
+Entropic regularized OT
+^^^^^^^^^^^^^^^^^^^^^^^
+
+
+Other regularization
+^^^^^^^^^^^^^^^^^^^^
+
+Stochastic gradient decsent
+^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
Wasserstein Barycenters
-----------------------
@@ -99,8 +109,8 @@ GPU acceleration
-How to?
--------
+FAQ
+---
@@ -128,5 +138,121 @@ How to?
2. **Compute a Wasserstein distance**
-
-
+References
+----------
+
+.. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011,
+ December). `Displacement nterpolation using Lagrangian mass transport
+ <https://people.csail.mit.edu/sparis/publi/2011/sigasia/Bonneel_11_Displacement_Interpolation.pdf>`__.
+ In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM.
+
+.. [2] Cuturi, M. (2013). `Sinkhorn distances: Lightspeed computation of
+ optimal transport <https://arxiv.org/pdf/1306.0895.pdf>`__. In Advances
+ in Neural Information Processing Systems (pp. 2292-2300).
+
+.. [3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G.
+ (2015). `Iterative Bregman projections for regularized transportation
+ problems <https://arxiv.org/pdf/1412.5154.pdf>`__. SIAM Journal on
+ Scientific Computing, 37(2), A1111-A1138.
+
+.. [4] S. Nakhostin, N. Courty, R. Flamary, D. Tuia, T. Corpetti,
+ `Supervised planetary unmixing with optimal
+ transport <https://hal.archives-ouvertes.fr/hal-01377236/document>`__,
+ Whorkshop on Hyperspectral Image and Signal Processing : Evolution in
+ Remote Sensing (WHISPERS), 2016.
+
+.. [5] N. Courty; R. Flamary; D. Tuia; A. Rakotomamonjy, `Optimal Transport
+ for Domain Adaptation <https://arxiv.org/pdf/1507.00504.pdf>`__, in IEEE
+ Transactions on Pattern Analysis and Machine Intelligence , vol.PP,
+ no.99, pp.1-1
+
+.. [6] Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014).
+ `Regularized discrete optimal
+ transport <https://arxiv.org/pdf/1307.5551.pdf>`__. SIAM Journal on
+ Imaging Sciences, 7(3), 1853-1882.
+
+.. [7] Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). `Generalized
+ conditional gradient: analysis of convergence and
+ applications <https://arxiv.org/pdf/1510.06567.pdf>`__. arXiv preprint
+ arXiv:1510.06567.
+
+.. [8] M. Perrot, N. Courty, R. Flamary, A. Habrard (2016), `Mapping
+ estimation for discrete optimal
+ transport <http://remi.flamary.com/biblio/perrot2016mapping.pdf>`__,
+ Neural Information Processing Systems (NIPS).
+
+.. [9] Schmitzer, B. (2016). `Stabilized Sparse Scaling Algorithms for
+ Entropy Regularized Transport
+ Problems <https://arxiv.org/pdf/1610.06519.pdf>`__. arXiv preprint
+ arXiv:1610.06519.
+
+.. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016).
+ `Scaling algorithms for unbalanced transport
+ problems <https://arxiv.org/pdf/1607.05816.pdf>`__. arXiv preprint
+ arXiv:1607.05816.
+
+.. [11] Flamary, R., Cuturi, M., Courty, N., & Rakotomamonjy, A. (2016).
+ `Wasserstein Discriminant
+ Analysis <https://arxiv.org/pdf/1608.08063.pdf>`__. arXiv preprint
+ arXiv:1608.08063.
+
+.. [12] Gabriel Peyré, Marco Cuturi, and Justin Solomon (2016),
+ `Gromov-Wasserstein averaging of kernel and distance
+ matrices <http://proceedings.mlr.press/v48/peyre16.html>`__
+ International Conference on Machine Learning (ICML).
+
+.. [13] Mémoli, Facundo (2011). `Gromov–Wasserstein distances and the
+ metric approach to object
+ matching <https://media.adelaide.edu.au/acvt/Publications/2011/2011-Gromov%E2%80%93Wasserstein%20Distances%20and%20the%20Metric%20Approach%20to%20Object%20Matching.pdf>`__.
+ Foundations of computational mathematics 11.4 : 417-487.
+
+.. [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.
+
+.. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). `Smooth and Sparse
+ Optimal Transport <https://arxiv.org/abs/1710.06276>`__. Proceedings of
+ the Twenty-First International Conference on Artificial Intelligence and
+ Statistics (AISTATS).
+
+.. [18] Genevay, A., Cuturi, M., Peyré, G. & Bach, F. (2016) `Stochastic
+ Optimization for Large-scale Optimal
+ Transport <https://arxiv.org/abs/1605.08527>`__. Advances in Neural
+ Information Processing Systems (2016).
+
+.. [19] Seguy, V., Bhushan Damodaran, B., Flamary, R., Courty, N., Rolet,
+ A.& Blondel, M. `Large-scale Optimal Transport and Mapping
+ Estimation <https://arxiv.org/pdf/1711.02283.pdf>`__. International
+ Conference on Learning Representation (2018)
+
+.. [20] Cuturi, M. and Doucet, A. (2014) `Fast Computation of Wasserstein
+ Barycenters <http://proceedings.mlr.press/v32/cuturi14.html>`__.
+ International Conference in Machine Learning
+
+.. [21] Solomon, J., De Goes, F., Peyré, G., Cuturi, M., Butscher, A.,
+ Nguyen, A. & Guibas, L. (2015). `Convolutional wasserstein distances:
+ Efficient optimal transportation on geometric
+ domains <https://dl.acm.org/citation.cfm?id=2766963>`__. ACM
+ Transactions on Graphics (TOG), 34(4), 66.
+
+.. [22] J. Altschuler, J.Weed, P. Rigollet, (2017) `Near-linear time
+ approximation algorithms for optimal transport via Sinkhorn
+ iteration <https://papers.nips.cc/paper/6792-near-linear-time-approximation-algorithms-for-optimal-transport-via-sinkhorn-iteration.pdf>`__,
+ Advances in Neural Information Processing Systems (NIPS) 31
+
+.. [23] Aude, G., Peyré, G., Cuturi, M., `Learning Generative Models with
+ Sinkhorn Divergences <https://arxiv.org/abs/1706.00292>`__, Proceedings
+ of the Twenty-First International Conference on Artficial Intelligence
+ and Statistics, (AISTATS) 21, 2018
+
+.. [24] Vayer, T., Chapel, L., Flamary, R., Tavenard, R. and Courty, N.
+ (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). \ No newline at end of file