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Diffstat (limited to 'docs/source/quickstart.rst')
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1 files changed, 45 insertions, 47 deletions
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst index c8eac30..1dc9f71 100644 --- a/docs/source/quickstart.rst +++ b/docs/source/quickstart.rst @@ -127,14 +127,6 @@ been used to solve both graph Laplacian regularization OT and Gromov Wasserstein [30]_. -.. note:: - - POT is originally designed to solve OT problems with Numpy interface and - is not yet compatible with Pytorch API. We are currently working on a torch - submodule that will provide OT solvers and losses for the most common deep - learning configurations. - - When not to use POT """"""""""""""""""" @@ -692,42 +684,8 @@ A list of the provided implementation is given in the following note. :heading-level: " -Other applications ------------------- - -We discuss in the following several OT related problems and tools that has been -proposed in the OT and machine learning community. - -Wasserstein Discriminant Analysis -^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ - -Wasserstein Discriminant Analysis [11]_ is a generalization of `Fisher Linear Discriminant -Analysis <https://en.wikipedia.org/wiki/Linear_discriminant_analysis>`__ that -allows discrimination between classes that are not linearly separable. It -consists in finding a linear projector optimizing the following criterion - -.. math:: - P = \text{arg}\min_P \frac{\sum_i OT_e(\mu_i\#P,\mu_i\#P)}{\sum_{i,j\neq i} - OT_e(\mu_i\#P,\mu_j\#P)} - -where :math:`\#` is the push-forward operator, :math:`OT_e` is the entropic OT -loss and :math:`\mu_i` is the -distribution of samples from class :math:`i`. :math:`P` is also constrained to -be in the Stiefel manifold. WDA can be solved in POT using function -:any:`ot.dr.wda`. It requires to have installed :code:`pymanopt` and -:code:`autograd` for manifold optimization and automatic differentiation -respectively. Note that we also provide the Fisher discriminant estimator in -:any:`ot.dr.fda` for easy comparison. - -.. warning:: - - Note that due to the hard dependency on :code:`pymanopt` and - :code:`autograd`, :any:`ot.dr` is not imported by default. If you want to - use it you have to specifically import it with :code:`import ot.dr` . - -.. minigallery:: ot.dr.wda - :add-heading: Examples of the use of WDA - :heading-level: " +Unbalanced and partial OT +------------------------- @@ -845,10 +803,11 @@ regularization of the problem. :heading-level: " +Gromov Wasserstein and extensions +--------------------------------- - -Gromov-Wasserstein -^^^^^^^^^^^^^^^^^^ +Gromov Wasserstein(GW) +^^^^^^^^^^^^^^^^^^^^^^ Gromov Wasserstein (GW) is a generalization of OT to distributions that do not lie in the same space [13]_. In this case one cannot compute distance between samples @@ -877,6 +836,8 @@ There also exists an entropic regularized variant of GW that has been proposed i :add-heading: Examples of computation of GW, regularized G and FGW :heading-level: " +Gromov Wasserstein barycenters +^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ Note that similarly to Wasserstein distance GW allows for the definition of GW barycenters that can be expressed as @@ -905,6 +866,43 @@ The implementations of FGW and FGW barycenter is provided in functions :heading-level: " +Other applications +------------------ + +We discuss in the following several OT related problems and tools that has been +proposed in the OT and machine learning community. + +Wasserstein Discriminant Analysis +^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + +Wasserstein Discriminant Analysis [11]_ is a generalization of `Fisher Linear Discriminant +Analysis <https://en.wikipedia.org/wiki/Linear_discriminant_analysis>`__ that +allows discrimination between classes that are not linearly separable. It +consists in finding a linear projector optimizing the following criterion + +.. math:: + P = \text{arg}\min_P \frac{\sum_i OT_e(\mu_i\#P,\mu_i\#P)}{\sum_{i,j\neq i} + OT_e(\mu_i\#P,\mu_j\#P)} + +where :math:`\#` is the push-forward operator, :math:`OT_e` is the entropic OT +loss and :math:`\mu_i` is the +distribution of samples from class :math:`i`. :math:`P` is also constrained to +be in the Stiefel manifold. WDA can be solved in POT using function +:any:`ot.dr.wda`. It requires to have installed :code:`pymanopt` and +:code:`autograd` for manifold optimization and automatic differentiation +respectively. Note that we also provide the Fisher discriminant estimator in +:any:`ot.dr.fda` for easy comparison. + +.. warning:: + + Note that due to the hard dependency on :code:`pymanopt` and + :code:`autograd`, :any:`ot.dr` is not imported by default. If you want to + use it you have to specifically import it with :code:`import ot.dr` . + +.. minigallery:: ot.dr.wda + :add-heading: Examples of the use of WDA + :heading-level: " + Solving OT with Multiple backends on CPU/GPU -------------------------------------------- |