The repository for final project (NLA course) - "Optimal Transport Problem"
This project is an implementation of the Sinkhorn algorithm, proposed in https://arxiv.org/pdf/1306.0895.pdf.
Implementation is based on the POT : Python Optimal Transport (https://pythonot.github.io/)
Here one can pass the np.ndarray data, Google jax.numpy data and scipy.sparse matrices as a cost matrix.
Used papers:
[1] Cuturi, M. (2013). https://arxiv.org/pdf/1306.0895.pdf
[2] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. https://arxiv.org/abs/1610.06519
[3] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. https://arxiv.org/abs/1607.05816