Adding Functionality for Linearized Optimal Transport Computations #187
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matbesancon
reviewed
Aug 6, 2025
| See also: [`sinkhorn2`](@ref) | ||
| """ | ||
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you should not leave a space between the docstring and the function itself, otherwise it will be detached
matbesancon
reviewed
Aug 6, 2025
| we have O(n^2) distances to compute | ||
| Note that the choice of reference measure can significantly affect the quality of the approximation, and as of writing there is | ||
| no non-heauristic method for choosing a "good" reference. |
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| no non-heauristic method for choosing a "good" reference. | |
| no provable method for choosing a "good" reference. |
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Hi! Thanks for writing a great package. I'm currently utilizing it for a research project where I need to compute O(n^2) transport costs, and to alleviate some of the computational cost, I am approximating the distance via a statistical estimator for the linearization of the Wasserstein distance. To get that estimator, one only needs access to the Sinkhorn potentials, but as far as I could tell, there wasn't an straightforward way to access those as the package currently exists. Therefore, I added one function that returns the Sinkhorn potentials, rather than the plan or the cost, and another function which returns a function that evaluates the estimator of transport map.