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[WIP] Nystrom sinkhorn #742

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@tvayer tvayer commented Jul 8, 2025

Types of changes

Objective: implement the method in "Massively scalable Sinkhorn distances via the Nyström method, Jason Altschuler, Francis Bach, Alessandro Rudi, Jonathan Niles-Weed, NeurIPS 2019.
So far: added low_rank_kernel for Sinkhorn, Nystrom kernel for Nystrom Sinkhorn, empirical_sinkhorn_nystroem
Also

TODO

  • Add loss for empirical_sinkhorn_nystroem
  • Add documentation
  • Add tests for empirical_sinkhorn_nystroem
  • Add tests for empirical_sinkhorn_nystroem2
  • Add tests for kernel approximation using Nystrom
  • Put in the API ot.solve
  • Add example
  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • Update readme with refs
  • I have added the PR and Issue fix to the RELEASES.md file.

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codecov bot commented Jul 8, 2025

Codecov Report

Attention: Patch coverage is 78.41727% with 30 lines in your changes missing coverage. Please review.

Project coverage is 96.97%. Comparing base (99477be) to head (f6276bf).

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #742      +/-   ##
==========================================
- Coverage   97.09%   96.97%   -0.13%     
==========================================
  Files         100      100              
  Lines       20432    20564     +132     
==========================================
+ Hits        19839    19941     +102     
- Misses        593      623      +30     
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