diff options
| author | François Rozet <francois.rozet@outlook.com> | 2023-05-04 08:10:01 +0200 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2023-05-04 08:10:01 +0200 |
| commit | 83dc498b496087aea293df1445442d8728435211 (patch) | |
| tree | b7410868d7d4b25daaa3e478f71b966fe073f24c /ot/gaussian.py | |
| parent | 2aeb591be6b19a93f187516495ed15f1a47be925 (diff) | |
Improve Bures-Wasserstein distance (#468)
* Improve Bures-Wasserstein distance
* Revert changes and modify sqrtm
* Fix typo
* Add changes to RELEASES.md
---------
Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
Diffstat (limited to 'ot/gaussian.py')
| -rw-r--r-- | ot/gaussian.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/ot/gaussian.py b/ot/gaussian.py index 4ffb726..1a29556 100644 --- a/ot/gaussian.py +++ b/ot/gaussian.py @@ -202,7 +202,7 @@ def bures_wasserstein_distance(ms, mt, Cs, Ct, log=False): where : .. math:: - \mathbf{B}(\Sigma_s, \Sigma_t)^{2} = \text{Tr}\left(\Sigma_s^{1/2} + \Sigma_t^{1/2} - 2 \sqrt{\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2}} \right) + \mathbf{B}(\Sigma_s, \Sigma_t)^{2} = \text{Tr}\left(\Sigma_s + \Sigma_t - 2 \sqrt{\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2}} \right) Parameters ---------- @@ -264,7 +264,7 @@ def empirical_bures_wasserstein_distance(xs, xt, reg=1e-6, ws=None, where : .. math:: - \mathbf{B}(\Sigma_s, \Sigma_t)^{2} = \text{Tr}\left(\Sigma_s^{1/2} + \Sigma_t^{1/2} - 2 \sqrt{\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2}} \right) + \mathbf{B}(\Sigma_s, \Sigma_t)^{2} = \text{Tr}\left(\Sigma_s + \Sigma_t - 2 \sqrt{\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2}} \right) Parameters ---------- |