dmdin / Wasserstein-distance-calculation

Optimal Transport and Optimization related experiments.

Monge-Kantorovich distance calculation | Sirius 2018.VII

Optimal Transport and Optimization related experiments.

Experiments:

• Sinkhorn
• Gradient Descent
• Nesterov Momentum
• (Nesterov's) Linear Coupling
• Proximal wrapper

Requirements:

• python 3.5+
• scipy
• seaborn

Special thanks to our supervisors A.V. Gasnikov and D.M. Dvinskykh