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ericphanson / UnbalancedOptimalTransport.jl

Sinkhorn divergences for measures of unequal mass
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Optimal coupling #2

Closed ericphanson closed 4 years ago

ericphanson commented 4 years ago

I tried calculating the optimal coupling from the optimal dual potentials in the branch optimalcoupling following Prop. 6 of [SFVTP19], but it doesn't seem correct (as shown by the tests). I don't actually need the coupling now, so I'll look into this more later.

I don't think there's a problem with the dual potentials, as the tests show I recover the same answer for optimal transport as the optimization problem does.

ericphanson commented 4 years ago

Turns out I just forgot to multiply by the densities of the marginals!