diff options
| author | Rémi Flamary <remi.flamary@gmail.com> | 2021-10-27 08:41:08 +0200 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2021-10-27 08:41:08 +0200 |
| commit | d7554331fc409fea48ee758fd630909dd9dc4827 (patch) | |
| tree | 9b8ed4bf94c12d034d5fb1de5b7b5b76c23b4d05 /ot/dr.py | |
| parent | 76450dddf8dd62b9714b72e99ae075516246d433 (diff) | |
[WIP] Sinkhorn in log space (#290)
* adda sinkhorn log and working sinkhorn2 function
* more tests pass
* more tests pass
* it works but not by default yet
* remove warningd
* update circleci doc
* update circleci doc
* new sinkhorn implemeted but not by default
* better
* doctest pass
* test doctest
* new test utils
* remove pep8 errors
* remove pep8 errors
* doc new implementtaion with log
* test sinkhorn 2
* doc for log implementation
Diffstat (limited to 'ot/dr.py')
| -rw-r--r-- | ot/dr.py | 4 |
1 files changed, 2 insertions, 2 deletions
@@ -209,11 +209,11 @@ def projection_robust_wasserstein(X, Y, a, b, tau, U0=None, reg=0.1, k=2, stopTh .. math:: \max_{U \in St(d, k)} \min_{\pi \in \Pi(\mu,\nu)} \sum_{i,j} \pi_{i,j} \|U^T(x_i - y_j)\|^2 - reg * H(\pi) - + - :math:`U` is a linear projection operator in the Stiefel(d, k) manifold - :math:`H(\pi)` is entropy regularizer - :math:`x_i`, :math:`y_j` are samples of measures \mu and \nu respectively - + Parameters ---------- X : ndarray, shape (n, d) |