LP Wasserstein barycenter with scipy linear solver and/or cvxopt by rflamary · Pull Request #47 · PythonOT/POT
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rflamary
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May 14, 2018
rflamary
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The PR add the following:
- LP solver for for Wassersein barycenters (do not scale at all but still nice for comparison).
- Can choose the solver between scipy.optimize and cvxopt (the new interior point solver of scipy as pretty good)
- Documentation and test for the solver, update of the README.
- Example of comparison between LP and regularized barycenter :
rflamary added 11 commits
May 11, 2018 16:07
rflamary
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from ncourty
ncourty reviewed May 29, 2018
ot/bregman.py
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ot/bregman.py Outdated
| reg : float | ||
| Regularization term >0 | ||
| weights : np.ndarray (n,) | ||
| Weights of each histogram i_i on the simplex |
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each histogram i_i -> each histogram bin i
ncourty reviewed May 29, 2018
ot/lp/cvx.py
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ot/lp/cvx.py Outdated
| reg : float | ||
| Regularization term >0 | ||
| weights : np.ndarray (n,) | ||
| Weights of each histogram i_i on the simplex |
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same here
ncourty approved these changes May 29, 2018
rflamary
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