[MRG] Add factored coupling by rflamary · Pull Request #358 · PythonOT/POT

Types of changes

This PR aim at adding the factored coupling solver of:

Forrow, A., Hütter, J. C., Nitzan, M., Rigollet, P., Schiebinger,
G., & Weed, J. (2019, April). Statistical optimal transport via factored
couplings. In The 22nd International Conference on Artificial
Intelligence and Statistics (pp. 2454-2465). PMLR.

Motivation and context / Related issue

How has this been tested (if it applies)

PR checklist

  • 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.
  • I have added the PR and Issue fix to the RELEASES.md file.