https://github.com/juliaoptimaltransport/stochasticoptimaltransport.jl

Julia implementation of stochastic optimization algorithms for large-scale optimal transport.
https://github.com/juliaoptimaltransport/stochasticoptimaltransport.jl

julia optimal-transport optimization stochastic-optimization

Last synced: 27 days ago
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Julia implementation of stochastic optimization algorithms for large-scale optimal transport.

• Host: GitHub
• URL: https://github.com/juliaoptimaltransport/stochasticoptimaltransport.jl
• Owner: JuliaOptimalTransport
• License: mit
• Created: 2020-12-10T16:44:24.000Z (over 4 years ago)
• Default Branch: main
• Last Pushed: 2021-07-08T00:18:11.000Z (almost 4 years ago)
• Last Synced: 2024-11-09T17:40:58.628Z (6 months ago)
• Topics: julia, optimal-transport, optimization, stochastic-optimization
• Language: Julia
• Homepage: https://juliaoptimaltransport.github.io/StochasticOptimalTransport.jl/dev
• Size: 139 KB
• Stars: 16
• Watchers: 1
• Forks: 2
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# StochasticOptimalTransport

Julia implementation of stochastic optimization algorithms for large-scale optimal transport.

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# Bibliography

Genevay et al. (2016). Stochastic Optimization for Large-Scale Optimal Transport. Advances in Neural Information Processing Systems (NIPS 2016), 29:3440-3448.

Peyré, Gabriel, & Marco Cuturi (2019). Computational Optimal Transport. Foundations and Trends in Machine Learning, 11(5-6):355-607.