This repository contains Python code for computing the Subspace Robust Wasserstein Distances defined in
Paty, F. & Cuturi, M.. (2019). Subspace Robust Wasserstein Distances. Proceedings of the 36th International Conference on Machine Learning, in PMLR 97:5072-5081
A demo notebook shows how SRW distances can be computed in a simple case.
The experiments from the paper can be reproduced using the code in the "Experiments" folder.