From 74cfe5ac77c3e964a85ef90c11d8ebffa16ddcfe Mon Sep 17 00:00:00 2001 From: Kilian Fatras Date: Mon, 18 Jun 2018 17:56:28 -0700 Subject: add sgd --- README.md | 8 ++++++++ 1 file changed, 8 insertions(+) (limited to 'README.md') diff --git a/README.md b/README.md index 466c09c..8e8dcd4 100644 --- a/README.md +++ b/README.md @@ -22,6 +22,7 @@ It provides the following solvers: * Linear OT [14] and Joint OT matrix and mapping estimation [8]. * Wasserstein Discriminant Analysis [11] (requires autograd + pymanopt). * Gromov-Wasserstein distances and barycenters ([13] and regularized [12]) +* Stochastic Optimization for Large-scale Optimal Transport (semi-dual problem [18] and dual problem [19]) Some demonstrations (both in Python and Jupyter Notebook format) are available in the examples folder. @@ -149,6 +150,7 @@ The contributors to this library are: * [Stanislas Chambon](https://slasnista.github.io/) * [Antoine Rolet](https://arolet.github.io/) * Erwan Vautier (Gromov-Wasserstein) +* [Kilian Fatras](https://kilianfatras.github.io/) (Stochastic optimization) This toolbox benefit a lot from open source research and we would like to thank the following persons for providing some code (in various languages): @@ -213,3 +215,9 @@ You can also post bug reports and feature requests in Github issues. Make sure t [15] Peyré, G., & Cuturi, M. (2018). [Computational Optimal Transport](https://arxiv.org/pdf/1803.00567.pdf) . [16] Agueh, M., & Carlier, G. (2011). [Barycenters in the Wasserstein space](https://hal.archives-ouvertes.fr/hal-00637399/document). SIAM Journal on Mathematical Analysis, 43(2), 904-924. + +[17] Blondel, M., Seguy, V., & Rolet, A. (2018). [Smooth and Sparse Optimal Transport](https://arxiv.org/pdf/1710.06276.pdf). Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). + +[18] Genevay, A., Cuturi, M., Peyré, G. & Bach, F. (2016) [Stochastic Optimization for Large-scale Optimal Transport](arXiv preprint arxiv:1605.08527). Advances in Neural Information Processing Systems (2016). + +[19] Seguy, V., Bhushan Damodaran, B., Flamary, R., Courty, N., Rolet, A.& Blondel, M. [Large-scale Optimal Transport and Mapping Estimation](https://arxiv.org/pdf/1711.02283.pdf). International Conference on Learning Representation (2018) -- cgit v1.2.3