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Diffstat (limited to 'docs')
| -rw-r--r-- | docs/source/quickstart.rst | 10 |
1 files changed, 9 insertions, 1 deletions
diff --git a/docs/source/quickstart.rst b/docs/source/quickstart.rst index fd046a1..232df7b 100644 --- a/docs/source/quickstart.rst +++ b/docs/source/quickstart.rst @@ -358,6 +358,11 @@ More details about the algorithms used are given in the following note. + :code:`method='sinkhorn'` calls :any:`ot.bregman.sinkhorn_knopp` the classic algorithm [2]_. + + :code:`method='sinkhorn_log'` calls :any:`ot.bregman.sinkhorn_log` the + sinkhorn algorithm in log space [2]_ that is more stable but can be + slower in numpy since `logsumexp` is not implmemented in parallel. + It is the recommended solver for applications that requires + differentiability with a small number of iterations. + :code:`method='sinkhorn_stabilized'` calls :any:`ot.bregman.sinkhorn_stabilized` the log stabilized version of the algorithm [9]_. + :code:`method='sinkhorn_epsilon_scaling'` calls @@ -389,7 +394,10 @@ More details about the algorithms used are given in the following note. solutions. Note that the greedy version of the Sinkhorn :any:`ot.bregman.greenkhorn` can also lead to a speedup and the screening version of the Sinkhorn :any:`ot.bregman.screenkhorn` aim a providing a - fast approximation of the Sinkhorn problem. + fast approximation of the Sinkhorn problem. For use of GPU and gradient + computation with small number of iterations we strongly recommend the + :any:`ot.bregman.sinkhorn_log` solver that will no need to check for + numerical problems. |