From d7554331fc409fea48ee758fd630909dd9dc4827 Mon Sep 17 00:00:00 2001 From: Rémi Flamary Date: Wed, 27 Oct 2021 08:41:08 +0200 Subject: [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 --- docs/source/quickstart.rst | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) (limited to 'docs') 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. -- cgit v1.2.3