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Symmetric quad [DRAFT] #160
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Pull Request Test Coverage Report for Build 1705962487Warning: 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.
Details
💛 - Coveralls |
Codecov Report
@@ Coverage Diff @@
## master #160 +/- ##
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- Coverage 95.42% 81.64% -13.78%
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Files 14 15 +1
Lines 634 741 +107
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Hits 605 605
- Misses 29 136 +107
Continue to review full report at Codecov.
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Are we supposed to review this? The "[Draft]" is throwing me off. |
The semi-smooth Newton algorithm of [Lorenz et al. 2019] can be specialised to the case of symmetric inputs, much like the approach already used for symmetric Sinkhorn algorithm in the already implemented Sinkhorn divergence. This problem can be solved faster than the non-symmetric case.
Reference:
Quadratically regularized optimal transport. DA Lorenz, P Manns, C Meyer - Applied Mathematics & Optimization, 2019