[MRG] Extend unbalanced OT solvers for more flexibility

[6Ulm]

Types of changes

• Modify all unbalanced solvers in unbalanced.py (except for barycenter), so that the argument reg_m can take either a scalar, or an indexable object of length 1 or 2.
• Edit mm_unbalanced method so that it can be used for both unregularized and regularized problems (previously supported unregularized only). Also, fix an implementation error of matrix $K$ in the $L_2$ case.
• Fix the KL formula and the corresponding gradient for L-BFGS-B solver.
• Add corresponding tests to test_unbalanced.py.

Motivation and context / Related issue

1. The current solvers for unbalanced OT have some limitations, which may restrict their usage in practice.

• The sinkhorn_unbalanced and lbfgsb_unbalanced methods only allow for reg_m to be a scalar, thus impose the same penalization on both marginals.
• The mm_unbalanced method has the same limitation and restrict only to the unregularized problem.

2. The _get_loss_unbalanced method uses incorrect formula of KL divergence, since we are working with unnormalized measures. As a result, the calculation of the gradient is also incorrect.

This PR fixes all of these issues. Moreover, as a byproduct, the new version of sinkhorn_unbalanced method also allows to solve the entropic balanced and semi-relaxed problems.

How has this been tested (if it applies)

Tested when reg_m is a scalar, indexable objects of length 1 and 2 (tuple, list, array/tensor).

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.

[codecov]

Codecov Report

Merging #539 (605a852) into master (e7cba02) will increase coverage by 0.08%.
The diff coverage is 99.34%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #539      +/-   ##
==========================================
+ Coverage   96.38%   96.46%   +0.08%     
==========================================
  Files          67       67              
  Lines       14389    14490     +101     
==========================================
+ Hits        13869    13978     +109     
+ Misses        520      512       -8     

[rflamary]

Thanks Huy for the big update that was needed. I have a few comments but it is looking good.