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Monge-Kantorovich distance calculation | Sirius 2018.VII

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Optimal Transport and Optimization related experiments.

Experiments:

  • Sinkhorn
  • Gradient Descent
  • Nesterov Momentum
  • (Nesterov's) Linear Coupling
  • Proximal wrapper

Requirements:

  • python 3.5+
  • scipy
  • seaborn

Special thanks to our supervisors A.V. Gasnikov and D.M. Dvinskykh