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add Hungarian solver from optax #598

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merged 10 commits into from
Nov 19, 2024
Merged

add Hungarian solver from optax #598

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f823c12
add Hungarian solver
marcocuturi Nov 18, 2024
39e56cb
bump optax
marcocuturi Nov 18, 2024
07ceaac
optax.
marcocuturi Nov 18, 2024
4fd262d
add `wass_p` to docs
marcocuturi Nov 18, 2024
8ac3ea5
Correct mistake on defining norm
marcocuturi Nov 18, 2024
74a3ed7
fixes
marcocuturi Nov 19, 2024
61f13eb
add combinatorial
marcocuturi Nov 19, 2024
ab0139b
using anonymous references for Wikipedia entries
marcocuturi Nov 19, 2024
b2d6973
`mu.norm` does not return ||.||^2!!
marcocuturi Nov 19, 2024
02193ef
fix doc for norm
marcocuturi Nov 19, 2024
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using anonymous references for Wikipedia entries
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@marcocuturi
marcocuturi committed Nov 19, 2024
commit ab0139b1d249c3475a270e93efc4a903be849931
9 changes: 5 additions & 4 deletions docs/glossary.rst
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Expand Up @@ -165,7 +165,8 @@ Glossary
Hungarian algorithm
Combinatorial algorithm proposed by Harold Kuhn to solve the
:term:`optimal matching problem`. See the
`Wikipedia definition <https://en.wikipedia.org/wiki/Hungarian_algorithm>`_.
`Wikipedia definition <https://en.wikipedia.org/wiki/Hungarian_algorithm>`__
.

implicit differentiation
Formula used to compute the vector-Jacobian
Expand Down Expand Up @@ -241,7 +242,7 @@ Glossary
measurable set :math:`B`, :math:`T\#\mu(B)=\mu(T^{-1}(B))`. Intuitively,
it is the measure obtained by applying the map :math:`T` to all points
described in the support of :math:`\mu`. See also the
`Wikipedia definition <https://en.wikipedia.org/wiki/push-forward_measure>`_.
`Wikipedia definition <https://en.wikipedia.org/wiki/push-forward_measure>`__.

optimal transport
Theory that characterizes efficient transformations between probability
Expand Down Expand Up @@ -350,7 +351,7 @@ Glossary
:term:`ground cost` function that is equal to the optimal objective
reached when solving the :term:`Kantorovich problem`. The Wasserstein
distance is truly a distance (in the sense that it satisfies all 3
`metric axioms <https://en.wikipedia.org/wiki/Metric_space#Definition>`_
), as long as the :term:`ground cost` is itself a distance to a power
`metric axioms <https://en.wikipedia.org/wiki/Metric_space#Definition>`__
) if the :term:`ground cost` is itself a distance to a power
:math:`p\leq 1`, and the :math:`p` root of the objective of the
:term:`Kantorovich problem` is used.
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