add davibarreira's sinkhorn_divergence with some modifications (#145)

* add davibarreira's sinkhorn_divergence with some modifications

* added documentation entry for sinkhorn_divergence

* add statsbase to test deps

* add empirical measure example for sinkhorn divergence

* format

* add literate

* implement symmetric sinkhorn

* implement sinkhorn_loss

* change formula for obj()

* make empirical example run faster

* update docstrings

* Update src/entropic/sinkhorn.jl

Co-authored-by: David Widmann <[email protected]>

* Update src/entropic/sinkhorn.jl

Co-authored-by: David Widmann <[email protected]>

* address review comments

* fix naming of plan and sinkhorn_plan

* address comments

* fix sinkhorn_divergence and docs

* update docs

* format

* remove sinkhorn_loss

* Update examples/empirical_sinkhorn_div/script.jl

Co-authored-by: David Widmann <[email protected]>

* Update src/entropic/sinkhorn_divergence.jl

Co-authored-by: David Widmann <[email protected]>

* Update src/entropic/symmetric.jl

Co-authored-by: David Widmann <[email protected]>

* Update src/entropic/sinkhorn_gibbs.jl

Co-authored-by: David Widmann <[email protected]>

* Update src/entropic/sinkhorn_gibbs.jl

Co-authored-by: David Widmann <[email protected]>

* Update src/entropic/symmetric.jl

Co-authored-by: David Widmann <[email protected]>

* bump version

Co-authored-by: David Widmann <[email protected]>

Author: zsteve

Project.toml

@@ -1,7 +1,7 @@
 name = "OptimalTransport"
 uuid = "7e02d93a-ae51-4f58-b602-d97af76e3b33"
 authors = ["zsteve <[email protected]>"]
-version = "0.3.16"
+version = "0.3.17"
 
 [deps]
 ExactOptimalTransport = "24df6009-d856-477c-ac5c-91f668376b31"
@@ -28,6 +28,7 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
 SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 
 [targets]
-test = ["Distances", "ForwardDiff", "ReverseDiff", "Pkg", "PythonOT", "Random", "SafeTestsets", "Test"]
+test = ["Distances", "ForwardDiff", "ReverseDiff", "Pkg", "PythonOT", "Random", "SafeTestsets", "Test", "StatsBase"]

docs/src/index.md

@@ -29,6 +29,7 @@ squared2wasserstein
 ```@docs
 sinkhorn
 sinkhorn2
+sinkhorn_divergence
 sinkhorn_barycenter
 ```