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We shouldn't pass a one-rank OT matrix as initialization #208

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othmanesebbouh opened this issue Dec 15, 2022 · 2 comments · Fixed by #213
Closed

We shouldn't pass a one-rank OT matrix as initialization #208

othmanesebbouh opened this issue Dec 15, 2022 · 2 comments · Fixed by #213
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enhancement New feature or request

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@othmanesebbouh
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def init_transport(self) -> jnp.ndarray:

@michalk8
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Hi @othmanesebbouh , do you suggest a different initialization or just a way to supply custom initializer in this case (for better flexibility)?

@marcocuturi
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othmane was discussing with me as we spotted this. the generic GW initializer materializes a rank 1 matrix (product of marginals) to then have this taken as a product with Cx on the left and Cy on the right. It would be more effective to save this cubic operation by computing instead (Cx a) (Cy^T b)^T using two apply and then materialize that cost. here everything remains quadratic.

@michalk8 michalk8 added the enhancement New feature or request label Dec 16, 2022
@michalk8 michalk8 self-assigned this Dec 16, 2022
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