diff --git a/README.Rmd b/README.Rmd index 8cf5354..f776da5 100644 --- a/README.Rmd +++ b/README.Rmd @@ -27,7 +27,11 @@ $$W_p(\mu,\nu) = \left(\inf_{\pi \in \Pi(\mu,\nu)} \int_{\mathbb{R}^d \times \ma where $\Pi(\mu,\nu)$ is the set of all joint distributions with marginals $\mu$ and $\nu$. In the our package, if $\mu$ is the original prediction from the original model, such as from a Bayesian linear regression or a neural network, then we seek to find a new prediction $\nu$ that minimizes the Wasserstein distance between the two: -$$ \text{argmin}_\nu W_p(\mu,\nu)$$ +$$\text{argmin}_\nu W_p(\mu,\nu)^p.$$ +subject to the constraint that $\nu$ is a linear model. To reduce the complexity of the number of parameters, we add an L1 penalty to the coefficients of the linear model to reduce the complexity of the model space: +$$\text{argmin}_\nu W_p(\mu,\nu)^p + P_\lambda(\nu),$$ +where $P_\lambda(\nu)$ is the L1 penalty on the coefficients of the linear model. + ## Installation diff --git a/README.md b/README.md index 3d6c9c8..0326905 100644 --- a/README.md +++ b/README.md @@ -23,7 +23,13 @@ In the our package, if $\mu$ is the original prediction from the original model, such as from a Bayesian linear regression or a neural network, then we seek to find a new prediction $\nu$ that minimizes the Wasserstein distance between the two: -$$ \text{argmin}_\nu W_p(\mu,\nu)$$ +$$\text{argmin}_\nu W_p(\mu,\nu)^p.$$ subject to the constraint that +$\nu$ is a linear model. To reduce the complexity of the number of +parameters, we add an L1 penalty to the coefficients of the linear model +to reduce the complexity of the model space: +$$\text{argmin}_\nu W_p(\mu,\nu)^p + P_\lambda(\nu),$$ where +$P_\lambda(\nu)$ is the L1 penalty on the coefficients of the linear +model. ## Installation diff --git a/man/figures/README-example_continued_plot_noecho-1.png b/man/figures/README-example_continued_plot_noecho-1.png index 6abab36..8636c0a 100644 Binary files a/man/figures/README-example_continued_plot_noecho-1.png and b/man/figures/README-example_continued_plot_noecho-1.png differ diff --git a/man/figures/README-example_continued_plot_noecho-2.png b/man/figures/README-example_continued_plot_noecho-2.png index 7c1b79c..11be473 100644 Binary files a/man/figures/README-example_continued_plot_noecho-2.png and b/man/figures/README-example_continued_plot_noecho-2.png differ diff --git a/man/figures/README-r2_plots_noecho-1.png b/man/figures/README-r2_plots_noecho-1.png index 951b547..388c1f8 100644 Binary files a/man/figures/README-r2_plots_noecho-1.png and b/man/figures/README-r2_plots_noecho-1.png differ diff --git a/man/figures/README-ridgeplots_noecho-1.png b/man/figures/README-ridgeplots_noecho-1.png index 5cefb63..1f3f052 100644 Binary files a/man/figures/README-ridgeplots_noecho-1.png and b/man/figures/README-ridgeplots_noecho-1.png differ