This demo includes several implementations of common approximate optimal transport methods.
Methods:
- Sinkhorn algorithm [Cuturi, 2013]
- Bregman ADMM [Wang and Banerjee, 2014] [Ye et al. 2017]
- Mirror descent (experimental)
- Linear programming by Mosek
- Simulated annealing using Gibbs sampling [Ye et al. 2017]
How-to:
Please try to run the script demo.m, where you can play the hyper-parameters to see different results.