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@hichamjanati hichamjanati commented Jul 22, 2019

This PR complements #87 by adding:

  • replace the square by a max in the stopping criterion because the scaling blow up. This should also be done in bregman.py
  • sinkhorn_stabilized_unbalanced to compute the unbalanced optimal cost / transport plan with log stabilization.
  • barycenter_unbalanced_log to compute the unbalanced barycenter in log-domain with logsumexp operations.

I am also thinking when a numerical error is encountered, Instead of stopping and returning the previous value, we could automatically switch to log-domain, what do you think ?

@hichamjanati hichamjanati changed the title Add stabilization for the unbalanced module [WIP] Add stabilization for the unbalanced module Jul 22, 2019
@rflamary rflamary merged commit 50a5a41 into PythonOT:master Jul 25, 2019
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hichamjanati commented Jul 25, 2019

Ew .. this was not over.
I guess I'll finish the 3rd check in another PR then :)

@rflamary
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Sorry mistake on my part i guess, I wanted to merge PR #97, but this one became merged?

I really only merge the other I dont know what happened.

Please do another PR indeed ;)

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OK this is because you merged your other PR in #97.

Next time let me merge the small stuff into master before merging between you PR and this will not happen.

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Agh right, my bad.
I'll make another PR for log-domain barycenters :)

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