Types of changes

• Allow warmstart for sinkhorn_unbalanced.

• Allow choices of entropic regularizer in sinkhorn_unbalanced: KL divergence and negative entropy.

• Allow for reference measure (so more flexibility) in MM and L-BFGS-B solvers.

• Fix error in the calculation of negative entropy in L-BFGS-B solver.

Motivation and context / Related issue

• Unlike sinkhorn solver for entropic (balanced) OT, the current sinkhorn_unbalanced does not allow for warmstart of dual vectors.

• The current sinkhorn_unbalanced corresponds to the negative entropy regularizer, but we need KL divergence for the fused unbalanced GW.

• The fused unbalanced GW requires more flexible MM and L-BFGS-B solvers.

How has this been tested (if it applies)

• Tested choices of entropic regularizer in sinkhorn_unbalanced: KL divergence and negative entropy.

• Tested reference measure in MM and L-BFGS-B solvers.

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.