Symmetric quad [DRAFT] #160
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Pull Request Test Coverage Report for Build 5368364749Details
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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
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Are we supposed to review this? The "[Draft]" is throwing me off. |
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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