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ot/dr.py

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@@ -208,7 +208,7 @@ def projection_robust_wasserstein(X, Y, a, b, tau, U0=None, reg=0.1, k=2, stopTh
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The function solves the following optimization problem:
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.. math::
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\max_{U \in St(d, k)} \min_{\pi \in \Pi(\mu,\nu)} \sum_{i,j} \pi_{i,j}*||U^T(x_i - y_j)||^2 - reg * H(\pi)
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\max_{U \in St(d, k)} \min_{\pi \in \Pi(\mu,\nu)} \sum_{i,j} \pi_{i,j} \|U^T(x_i - y_j)\|^2 - reg * H(\pi)
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- :math:`U` is a linear projection operator in the Stiefel(d, k) manifold
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- :math:`H(\pi)` is entropy regularizer

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