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[MRG] Add a geomloss wrapper for sinkhorn solver #571
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Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## master #571 +/- ##
========================================
Coverage 96.64% 96.65%
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Files 74 75 +1
Lines 15187 15321 +134
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+ Hits 14678 14808 +130
- Misses 509 513 +4 |
rflamary
changed the title
[WIP] Add a geomloss wrapper for sinkhorn solver
[MRG] Add a geomloss wrapper for sinkhorn solver
Nov 21, 2023
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Types of changes
This is a first attempt to build on the awesome geomloss and Keops of @jeanfeydy. this function
empirical_sinkhorn2_geomloss
is a simple wrapper that will be called inot.sovle_sample
withmethod='geomloss'
.The computational time returned by the script above on CPU only machine are:
For the moment this solver is compatible only with pytorch and numpy (with pytorch conversion)
Motivation and context / Related issue
How has this been tested (if it applies)
PR checklist