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@clbonet clbonet commented Aug 8, 2024

Types of changes

This PR aims to add the Translation Invariant Sinkhorn algorithm proposed in Faster Unbalanced Optimal Transport: Translation invariant Sinkhorn and 1-D Frank-Wolfe
to solve the Unbalanced OT problem.

  • Added the function sinkhorn_unbalanced_translation_invariant in unbalanced.py
  • Added an example in plot_conv_sinkhorn_ti.py to demonstrate the convergence benefits
  • Added the method in test_unbalanced.py

Motivation and context / Related issue

This version of Sinkhorn converges faster than the classical Sinkhorn algorithm for UOT.

How has this been tested (if it applies)

The function can be called by using the method "sinkhorn_translation_invariant" in sinkhorn_unbalanced, so I added this method in the itertools of tests of test_unbalanced.py.

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

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codecov bot commented Aug 8, 2024

Codecov Report

Attention: Patch coverage is 88.54167% with 11 lines in your changes missing coverage. Please review.

Project coverage is 96.80%. Comparing base (dd7b0f2) to head (56c4b2d).

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #668      +/-   ##
==========================================
- Coverage   96.85%   96.80%   -0.05%     
==========================================
  Files          88       88              
  Lines       17910    18002      +92     
==========================================
+ Hits        17346    17427      +81     
- Misses        564      575      +11     

@clbonet clbonet closed this Sep 12, 2024
@clbonet clbonet deleted the sinkhorn_uot_ti branch October 17, 2024 19:36
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2 participants