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3 changes: 2 additions & 1 deletion RELEASES.md
Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,8 @@ This new release adds support for sparse cost matrices and a new lazy EMD solver
implemented in `ot.sgot` (PR #792)
- Add batch FUGW loss to `ot.batch` and fix issues in some default parameters in the batch module (PR #775)
- Build wheels on ubuntu ARM to avoid QEMU emulation (PR #818)
- Add new methods to compute the linear transport map and the related 2-Wasserstein distance betweeen high-dimensional (HD) Gaussian distributions as described in [88], implemented in `ot.gaussian.bures_wasserstein_mapping_hd` and `ot.gaussian.bures_wasserstein_distance_hd`, respectively. Two additional methods estimate the same quantities from the source and destination observed data and are implemented in `ot.gaussian.empirical_bures_wasserstein_mapping_hd` and `ot.gaussian.empirical_bures_wasserstein_distance_hd`, respectively (PR #814)
- Add new methods to compute the linear transport map and the related 2-Wasserstein distance betweeen high-dimensional (HD) Gaussian distributions as described in [88], implemented in `ot.gaussian.bures_wasserstein_mapping_hd` and `ot.gaussian.bures_wasserstein_distance_hd`, respectively. Two additional methods estimate the same quantities from the source and destination observed data and are implemented in `ot.gaussian.empirical_bures_wasserstein_mapping_hd` and `ot.gaussian.empirical_bures_wasserstein_distance_hd`, respectively (PR #814)
- Fix docstrings for `lowrank_gromov_wasserstein_samples` and `lowrank_sinkhorn` (PR #823)


#### Closed issues
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10 changes: 5 additions & 5 deletions ot/gromov/_lowrank.py
Original file line number Diff line number Diff line change
Expand Up @@ -93,7 +93,7 @@ def lowrank_gromov_wasserstein_samples(
where :

- :math:`A` is the (`dim_a`, `dim_a`) square pairwise cost matrix of the source domain.
- :math:`B` is the (`dim_a`, `dim_a`) square pairwise cost matrix of the target domain.
- :math:`B` is the (`dim_b`, `dim_b`) square pairwise cost matrix of the target domain.
- :math:`\mathcal{Q}_{A,B}` is quadratic objective function of the Gromov Wasserstein plan.
- :math:`Q` and `R` are the low-rank matrix decomposition of the Gromov-Wasserstein plan.
- :math:`g` is the weight vector for the low-rank decomposition of the Gromov-Wasserstein plan.
Expand All @@ -119,9 +119,9 @@ def lowrank_gromov_wasserstein_samples(
Regularization term >=0
rank : int, optional. Default is None. (>0)
Nonnegative rank of the OT plan. If None, min(ns, nt) is considered.
alpha : int, optional. Default is 1e-10. (>0 and <1/r)
alpha : float, optional. Default is 1e-10. (>0 and <1/r)
Lower bound for the weight vector g.
rescale_cost : bool, optional. Default is False
rescale_cost : bool, optional. Default is True
Rescale the low rank factorization of the sqeuclidean cost matrix
seed_init : int, optional. Default is 49. (>0)
Random state for the 'random' initialization of low rank couplings
Expand All @@ -135,9 +135,9 @@ def lowrank_gromov_wasserstein_samples(
Stop threshold on error (>0) for Low Rank GW
The error is the sum of Kullback Divergences computed for each low rank
coupling (Q, R and g) and scaled using gamma.
numItermax_dykstra : int, optional. Default is 2000.
numItermax_dykstra : int, optional. Default is 10000.
Max number of iterations for the Dykstra algorithm
stopThr_dykstra : float, optional. Default is 1e-7.
stopThr_dykstra : float, optional. Default is 1e-3.
Stop threshold on error (>0) in Dykstra
cost_factorized_Xs: tuple, optional. Default is None
Tuple with two pre-computed low rank decompositions (A1, A2) of the source cost
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2 changes: 1 addition & 1 deletion ot/lowrank.py
Original file line number Diff line number Diff line change
Expand Up @@ -374,7 +374,7 @@ def lowrank_sinkhorn(
Nonnegative rank of the OT plan. If None, min(ns, nt) is considered.
alpha : int, optional. Default is 1e-10. (>0 and <1/r)
Lower bound for the weight vector g.
rescale_cost : bool, optional. Default is False
rescale_cost : bool, optional. Default is True
Rescale the low rank factorization of the sqeuclidean cost matrix
init : str, optional. Default is 'random'.
Initialization strategy for the low rank couplings. 'random', 'deterministic' or 'kmeans'
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