[MRG] Add Unbalanced KL Wasserstein distance + barycenter#87
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Great ! Thanks Hicham ! |
massich
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I would change address those changes, modify the title to only adding one type and do the rest in subsequent PRs. that would simplify the review process.
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Hello @hichamjanati, Thank you very much indeed. I will have a look at your code and do a review myself but it looks great. |
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Hello, this is great. Could you please build the doc with the makefile in the doc folder with |
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Also don't forget to update the Readme with:
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@rflamary Thanks for the feedback |
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Hello, The doc builds on my end and on readthedoc so I don't think there is really something wrong with it. The documentation including the latest PR is available in the 'latest' version of the doc: Note that in order to build the doc you need |
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Sorry I put the wrong link but even in the latest version, the Fused-Gromov examples |
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OK i see, Don't worry, there is not problem. I add the examples semi-manually to the documentation before release because the sphinx-gallery cannot run on readthedoc (you cannot compile stuff). But you have a point, it should be written somewhere, I will add a Readme in the doc folder. What I asked wrt the documentation is that you check that the doc build and that your functions have a correct format (rst is so tricky). I will take care of adding the examples and the notebooks. |
rflamary
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Hello @hichamjanati ,
we are near merging now.
I did a checkout of your code and the doc builds but there are still a few typos and details missing from the doscstrings (see comments).
Also if you want you new module to appear in the documentation, you need to add it to https://github.com/rflamary/POT/blob/master/docs/source/all.rst. All the functions will be automatically documented. Don't worry about the examples in the documentation, i will take care of it in a next PR.
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Ah okay, I see now. I have made the requested changes on the docstrings and init and added the module to source/all.rst. |
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Ok @hichamjanati, I will do the merge now. Thank you for this very nice contribution, please I think the stabilized and gpu versions would be very nice follow ups to this PR. |
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Hello Hicham, I'm still working on it but you can see the upcoming documentation here: you can see the FGW and your examples here and they work like a charm |

new unbalanced module for UOT with KL relaxation with the funcs:
sinkhorn_unbalanced: generalized Sinkhorn to compute Wbarycenter_unbalanced: unbalanced Wasserstein barycenterTests of convergence for both algorithms
Examples
plot_UOT_1Dandplot_UOT_barycenter_1Dwith unbalanced gaussian distributions.