[FEAT] Add EWCA in to ot.dr #486
Merged
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Types of changes
Add function
ewca
intoot.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 theewca
function estimates the first and last principle components when its regularisation parameter is low and high, respectively.PR checklist