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[WIP] Add backend dual loss and plan computation for stochastic optimization or regularized OT #360

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merged 7 commits into from
Apr 4, 2022

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rflamary
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@rflamary rflamary commented Apr 1, 2022

Types of changes

Motivation and context / Related issue

Add differentiable losses for stochastic optimization of entropic and quadratic OT and functions to recover the OT plkan thanks to the primal-dual relations.

Adds two exmapels of use of those functions:

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.

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codecov bot commented Apr 1, 2022

Codecov Report

Merging #360 (f8aa8ef) into master (82452e0) will increase coverage by 0.08%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #360      +/-   ##
==========================================
+ Coverage   93.70%   93.78%   +0.08%     
==========================================
  Files          23       23              
  Lines        5799     5845      +46     
==========================================
+ Hits         5434     5482      +48     
+ Misses        365      363       -2     

@rflamary rflamary merged commit 0afd84d into master Apr 4, 2022
@rflamary rflamary deleted the stoch_backend branch April 11, 2022 15:09
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