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[FEAT] Add EWCA in to ot.dr #486

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Merged
merged 14 commits into from
Jul 19, 2023
Merged

[FEAT] Add EWCA in to ot.dr #486

merged 14 commits into from
Jul 19, 2023

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antoinecollas
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Types of changes

Add function ewca into ot.dr module.

Motivation and context / Related issue

Add dimensionality reduction method called Entropic Wasserstein Component Analysis from the paper https://arxiv.org/abs/2303.05119.

How has this been tested (if it applies)

Add a test in test/test_dr.py that checks that the ewca function estimates the first and last principle components when its regularisation parameter is low and high, respectively.

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

@rflamary rflamary changed the title Add EWCA in to ot.dr [FEAT] Add EWCA in to ot.dr Jul 6, 2023
@rflamary rflamary merged commit b11f5a0 into PythonOT:master Jul 19, 2023
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3 participants