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Add wasserstein-2 metric calculation #488

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merged 1 commit into from
Jun 25, 2024
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@peddie peddie commented Jun 21, 2024

The Wasserstein metric measures the distance between two distributions, accounting for differences in both shape and location. This can be used to compare two multivariate Gaussians.

This change is in support of PIC.

@peddie peddie requested a review from akleeman June 21, 2024 02:17
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probably worth a couple quick tests here? otherwise looks good.

@peddie peddie force-pushed the peddie/wasserstein-metric branch from bea9640 to f932764 Compare June 24, 2024 03:44
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peddie commented Jun 24, 2024

Tests added.

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lgtm

@peddie peddie force-pushed the peddie/wasserstein-metric branch from f932764 to 06f3b69 Compare June 25, 2024 05:22
@peddie peddie force-pushed the peddie/wasserstein-metric branch from 06f3b69 to a8d7d1a Compare June 25, 2024 05:36
@peddie peddie merged commit d34e284 into master Jun 25, 2024
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@peddie peddie deleted the peddie/wasserstein-metric branch June 25, 2024 06:35
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2 participants