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stochastic_opt_OT

Implementation of the paper "Stochastic Optimization for Large-scale Optimal Transport" (https://arxiv.org/pdf/1605.08527.pdf).

SAG for discrete measures, ASGD for semi-continuous measures.

Dependance

Python 3.6.5, Numpy 1.14.2, POT 0.4

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implementation of the paper "Stochastic Optimization for Large-scale Optimal Transport" (https://arxiv.org/pdf/1605.08527.pdf).

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