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update reg OT
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docs/source/quickstart.rst

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@@ -210,7 +210,7 @@ More details about the algorithm used is given in the following note.
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In addition to all those variants of sinkhorn, we have another
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implementation solving the problem in the smooth dual or semi-dual in
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:any:`ot.smooth`. This solver use the :any:`scipy.optimize.minimize`
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:any:`ot.smooth`. This solver uses the :any:`scipy.optimize.minimize`
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function to solve the smooth problem with :code:`L-BFGS` algorithm. Tu use
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this solver, use functions :any:`ot.smooth.smooth_ot_dual` or
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:any:`ot.smooth.smooth_ot_semi_dual` with parameter :code:`reg_type='kl'` to
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- :any:`auto_examples/plot_OT_1D_smooth`
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- :any:`auto_examples/plot_stochastic`
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Recently [23]_ introduced the sinkhorn divergence that build from entropic
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regularization to compute fast and differentiable geometric diveregnce between
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empirical distributions.
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Finally note that we also provide in :any:`ot.stochastic` several implementation
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of stochastic solvers for entropic regularized OT [18]_ [19]_.
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regularization
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.. math::
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\Omega(\gamma)=\sum_{j,G\in\mathcal{G}} \|\gamma_{G,j}\|_p^q
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\Omega(\gamma)=\sum_{j,G\in\mathcal{G}} \|\gamma_{G,j}\|_q^p
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where :math:`\mathcal{G}` contains non overlapping groups of lines in the OT
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matrix. This regularization proposed in [5]_ will promote sparsity at the group level and for
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instance will force target samples to get mass from a small number of groups.
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Note that the exact OT solution is already sparse so this regularization does
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not make sens if it is not combined with others such as entropic.
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not make sens if it is not combined with others such as entropic. Depending on
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the choice of :code:`p` and :code:`q`, the problem can be solved with different
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approaches. When :code:`q=1` and :code:`p<1` the problem is non convex but can
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be solved using an efficient majoration minimization approach with
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:any:`ot.sinkhorn_lpl1_mm`. When :code:`q=2` and :code:`p=1` we recover the
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convex gourp lasso and we provide a solver using generalized conditional
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gradient algorithm [7]_ in function
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:any:`ot.da.sinkhorn_l1l2_gl`.
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Wasserstein Barycenters
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-----------------------
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Wasserstein Barycenters
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-----------------------
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Monge mapping and Domain adaptation with Optimal transport
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----------------------------------------------------------
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Monge mapping and Domain adaptation
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-----------------------------------
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Other applications
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------------------
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Wasserstein Discriminant Analysis
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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Gromov-Wasserstein
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^^^^^^^^^^^^^^^^^^
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GPU acceleration
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----------------
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We provide several implementation of our OT solvers in :any:`ot.gpu`. Those
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implementation use the :code:`cupy` toolbox.
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