JuliaOptimalTransport / OptimalTransport.jl

Optimal transport algorithms for Julia

https://juliaoptimaltransport.github.io/OptimalTransport.jl/dev

MIT License

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Unbalanced divergence #170

Closed zsteve closed 1 year ago

zsteve commented 1 year ago

Implementation of unbalanced Sinkhorn divergence (see https://arxiv.org/pdf/1910.12958.pdf, and a short summary here https://thibsej.github.io/files/poster_neurips_2019.pdf), when the marginal constraints are KL divergence. In particular uses a fast fixed point iteration for the symmetric terms.

zsteve commented 1 year ago

Oops just realized there are some emacs cache files. Will remove in next commit

coveralls commented 1 year ago

Pull Request Test Coverage Report for Build 2897254599

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

For more information on this, see Tracking coverage changes with pull request builds.
To avoid this issue with future PRs, see these Recommended CI Configurations.
For a quick fix, rebase this PR at GitHub. Your next report should be accurate.

Details

46 of 49 (93.88%) changed or added relevant lines in 1 file are covered.
No unchanged relevant lines lost coverage.
Overall coverage decreased (-0.1%) to 95.301%

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
src/entropic/sinkhorn_unbalanced.jl	46	49	93.88%
<!--	Total:	46	49	93.88%	-->

Totals
Change from base Build 1768612297:	-0.1%
Covered Lines:	649
Relevant Lines:	681

💛 - Coveralls

codecov-commenter commented 1 year ago

Codecov Report

Merging #170 (2909d52) into master (a82e3fb) will decrease coverage by 0.12%. The diff coverage is 93.87%.

@@            Coverage Diff             @@
##           master     #170      +/-   ##
==========================================
- Coverage   95.42%   95.30%   -0.13%     
==========================================
  Files          14       14              
  Lines         634      681      +47     
==========================================
+ Hits          605      649      +44     
- Misses         29       32       +3

Impacted Files	Coverage Δ
src/entropic/sinkhorn_solve.jl	`100.00% <ø> (ø)`
src/entropic/sinkhorn_stabilized.jl	`100.00% <ø> (ø)`
src/quadratic_newton.jl	`98.19% <ø> (+0.03%)`	:arrow_up:
src/entropic/sinkhorn_unbalanced.jl	`97.05% <93.87%> (-2.95%)`	:arrow_down:
src/entropic/sinkhorn_epsscaling.jl	`95.45% <0.00%> (+0.10%)`	:arrow_up:

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