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authorRémi Flamary <remi.flamary@gmail.com>2019-06-28 09:39:23 +0200
committerRémi Flamary <remi.flamary@gmail.com>2019-06-28 09:39:23 +0200
commit56deee6e1a69a087022bf81279419305452f5177 (patch)
tree4d9d2cfc3db135fad71d3ffcc82c4d833ae6384f /docs
parent7dcfebbef19e1f94928fc71face612a2f71372b4 (diff)
update reg OT
Diffstat (limited to 'docs')
-rw-r--r--docs/source/quickstart.rst38
1 files changed, 31 insertions, 7 deletions
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst
index 4f2d9bb..62688bc 100644
--- a/docs/source/quickstart.rst
+++ b/docs/source/quickstart.rst
@@ -210,7 +210,7 @@ More details about the algorithm used is given in the following note.
In addition to all those variants of sinkhorn, we have another
implementation solving the problem in the smooth dual or semi-dual in
- :any:`ot.smooth`. This solver use the :any:`scipy.optimize.minimize`
+ :any:`ot.smooth`. This solver uses the :any:`scipy.optimize.minimize`
function to solve the smooth problem with :code:`L-BFGS` algorithm. Tu use
this solver, use functions :any:`ot.smooth.smooth_ot_dual` or
:any:`ot.smooth.smooth_ot_semi_dual` with parameter :code:`reg_type='kl'` to
@@ -224,6 +224,13 @@ More details about the algorithm used is given in the following note.
- :any:`auto_examples/plot_OT_1D_smooth`
- :any:`auto_examples/plot_stochastic`
+
+Recently [23]_ introduced the sinkhorn divergence that build from entropic
+regularization to compute fast and differentiable geometric diveregnce between
+empirical distributions.
+
+
+
Finally note that we also provide in :any:`ot.stochastic` several implementation
of stochastic solvers for entropic regularized OT [18]_ [19]_.
@@ -254,33 +261,50 @@ Another regularization that has been used in recent years is the group lasso
regularization
.. math::
- \Omega(\gamma)=\sum_{j,G\in\mathcal{G}} \|\gamma_{G,j}\|_p^q
+ \Omega(\gamma)=\sum_{j,G\in\mathcal{G}} \|\gamma_{G,j}\|_q^p
where :math:`\mathcal{G}` contains non overlapping groups of lines in the OT
matrix. This regularization proposed in [5]_ will promote sparsity at the group level and for
instance will force target samples to get mass from a small number of groups.
Note that the exact OT solution is already sparse so this regularization does
-not make sens if it is not combined with others such as entropic.
+not make sens if it is not combined with others such as entropic. Depending on
+the choice of :code:`p` and :code:`q`, the problem can be solved with different
+approaches. When :code:`q=1` and :code:`p<1` the problem is non convex but can
+be solved using an efficient majoration minimization approach with
+:any:`ot.sinkhorn_lpl1_mm`. When :code:`q=2` and :code:`p=1` we recover the
+convex gourp lasso and we provide a solver using generalized conditional
+gradient algorithm [7]_ in function
+:any:`ot.da.sinkhorn_l1l2_gl`.
+Wasserstein Barycenters
+-----------------------
-Wasserstein Barycenters
------------------------
-Monge mapping and Domain adaptation with Optimal transport
-----------------------------------------------------------
+Monge mapping and Domain adaptation
+-----------------------------------
Other applications
------------------
+Wasserstein Discriminant Analysis
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+
+Gromov-Wasserstein
+^^^^^^^^^^^^^^^^^^
+
GPU acceleration
----------------
+We provide several implementation of our OT solvers in :any:`ot.gpu`. Those
+implementation use the :code:`cupy` toolbox.
+
FAQ