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[MRG] More general solvers for `ot.solveand examples of different variants. #620

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merged 8 commits into from
Apr 26, 2024

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@rflamary rflamary commented Apr 18, 2024

Types of changes

In this PR we propose the following contribution

  • generalization of Unbalaced BFGS solver to TV marginal penalization and general regularizer terms (given as a tuple of value, grad functions)
  • Generalization of ot.solve to handle TV marginal penalization for unbalanced solver and general regularization for unbalanced and exact ot solver (using cg)
  • Example of a grid of regularization and marginal penalization in the doc

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.

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codecov bot commented Apr 18, 2024

Codecov Report

Merging #620 (348e684) into master (e75c9af) will decrease coverage by 0.01%.
The diff coverage is 100.00%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #620      +/-   ##
==========================================
- Coverage   96.79%   96.78%   -0.01%     
==========================================
  Files          81       81              
  Lines       16098    16142      +44     
==========================================
+ Hits        15582    15623      +41     
- Misses        516      519       +3     

@rflamary rflamary changed the title [WIP] More general solvers for `ot.solveand examples of different variants. [MRG] More general solvers for `ot.solveand examples of different variants. Apr 18, 2024
@rflamary rflamary merged commit 81d7631 into master Apr 26, 2024
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