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[WIP] implementation of low rank ot via factor relaxation paper #719

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@fegounna fegounna commented Feb 3, 2025

Types of changes

Added implementation of the paper Low-Rank Optimal Transport through Factor Relaxation with Latent Coupling
https://arxiv.org/abs/2411.10555

How has this been tested (if it applies)

Tested it on optimal transport problems and compared it with sinkhorn solver.
Tested using numpy and torch.

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed,
  • and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

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codecov bot commented Feb 12, 2025

Codecov Report

Attention: Patch coverage is 19.35484% with 50 lines in your changes missing coverage. Please review.

Project coverage is 96.84%. Comparing base (c128104) to head (3168387).

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #719      +/-   ##
==========================================
- Coverage   97.08%   96.84%   -0.25%     
==========================================
  Files         100      102       +2     
  Lines       19947    20009      +62     
==========================================
+ Hits        19365    19377      +12     
- Misses        582      632      +50     

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