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Source code for the ICML2019 paper "Subspace Robust Wasserstein Distances"
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Experiments Delete .DS_Store Apr 3, 2019
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README.md Update README.md Jun 14, 2019
SRW.py
demo.ipynb SRW Apr 3, 2019
utils.py

README.md

Subspace Robust Wasserstein

This repository contains Python code for computing the Subspace Robust Wasserstein Distances defined in

Paty, F. & Cuturi, M.. (2019). Subspace Robust Wasserstein Distances. Proceedings of the 36th International Conference on Machine Learning, in PMLR 97:5072-5081

A demo notebook shows how SRW distances can be computed in a simple case.

The experiments from the paper can be reproduced using the code in the "Experiments" folder.

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