/stochastic_opt_OT

implementation of the paper "Stochastic Optimization for Large-scale Optimal Transport" (https://arxiv.org/pdf/1605.08527.pdf).

Primary LanguagePython

stochastic_opt_OT

Implementation of the paper "Stochastic Optimization for Large-scale Optimal Transport" (https://arxiv.org/pdf/1605.08527.pdf).

SAG for discrete measures, ASGD for semi-continuous measures.

Dependance

Python 3.6.5, Numpy 1.14.2, POT 0.4