The package OptimalTransport.jl implements the sinkhorn method.
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Implement comparisons to Sinkhorn. See the Pluto notebook test/optimal-transport.jl for a start. This implements a small test problem shown in the documentation of OptimalTransport.jl.
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Note from the screenshot below that the @btime results in the Pluto notebook: KLLS has significant overhead relative to sinkhorn. (See screenshot.) Do you think you can spot where are the majority of the allocations? Is it KLLS or Trunk or ...?
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Additional test problems. See Section 6 of Blondel et al 2018.
The package
OptimalTransport.jlimplements thesinkhornmethod.Implement comparisons to Sinkhorn. See the Pluto notebook
test/optimal-transport.jlfor a start. This implements a small test problem shown in the documentation ofOptimalTransport.jl.Note from the screenshot below that the
@btimeresults in the Pluto notebook: KLLS has significant overhead relative to sinkhorn. (See screenshot.) Do you think you can spot where are the majority of the allocations? Is it KLLS or Trunk or ...?Additional test problems. See Section 6 of Blondel et al 2018.