Add Soft-DTW cost function (#318)

* Add initial `SoftDTW` cost matrix

* Add tree flatten

* Fix typo

* Add custom vjps

* Add debiased `SoftDTW`

* Update pre-commits

* Add citations

* Format references

* Add tests

* Add `axis` to `softmin`, add docstring

* Update docstring

* Unpack

* Skip `tslearn` on `Python3.11`

* Revert test requirements specification

.pre-commit-config.yaml

@@ -12,14 +12,14 @@ repos:
   - id: yapf
     additional_dependencies: [toml]
 - repo: https://github.com/nbQA-dev/nbQA
-  rev: 1.6.1
+  rev: 1.6.3
   hooks:
   - id: nbqa-pyupgrade
     args: [--py38-plus]
   - id: nbqa-black
   - id: nbqa-isort
 - repo: https://github.com/macisamuele/language-formatters-pre-commit-hooks
-  rev: v2.6.0
+  rev: v2.7.0
   hooks:
   - id: pretty-format-yaml
     args: [--autofix, --indent, '2']
@@ -36,7 +36,7 @@ repos:
   - id: check-case-conflict
 - repo: https://github.com/charliermarsh/ruff-pre-commit
   # Ruff version.
-  rev: v0.0.246
+  rev: v0.0.252
   hooks:
   - id: ruff
     args: [--fix, --exit-non-zero-on-fix]

docs/geometry.rst

@@ -64,6 +64,7 @@ Cost Functions
     costs.ElasticL1
     costs.ElasticSTVS
     costs.ElasticSqKOverlap
+    costs.SoftDTW
 
 Utilities
 ---------