introduce ent_reg_cost / kl_reg_cost in Sinkhorn to clarify which is returned to the user in SinkhornOutput objects.
#376
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marcocuturi
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ent_reg_cost / kl_reg_cost in Sinkhorn to clarify which is given to the user.
marcocuturi
changed the title
ent_reg_cost / kl_reg_cost in Sinkhorn to clarify which is given to the user.ent_reg_cost / kl_reg_cost in Sinkhorn to clarify which is returend to the user in SinkhornOutput objects.
marcocuturi
changed the title
ent_reg_cost / kl_reg_cost in Sinkhorn to clarify which is returend to the user in SinkhornOutput objects.ent_reg_cost / kl_reg_cost in Sinkhorn to clarify which is returned to the user in SinkhornOutput objects.
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michalk8
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Jun 26, 2023
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Thanks @marcocuturi , merging this! |
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… is returned to the user in `SinkhornOutput` objects. (#376) * introduce ent_reg / kl_reg to clarify * pydocs corrections. * flax `submodules` spellcheck issue * move submodules to technical.txt * move to technical.txt * minor fixes * Polish docs
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Currently, the Sinkhorn algorithm outputs the value
reg_ot_cost, which is currently computed as the KL regularized OT problem's objective value.This can lead to confusion, since Sinkhorn is often described as "entropy regularized". The two are equivalent up to the addition of the entropies of the two marginal distributions
aandb. This confusion is illustrated in, e.g. #361, at the end of the definition of the Monge gap, where @theouscidda6 had to correctreg_ot_costby substracting again these 2 entropies to output the entropy regularized OT objective.This PR clarifies this by introducing the two closely related
ent_reg..andkl_reg...quantities, knowing that at the moment the "default"reg_ot_costiskl_reg_cost.Note: It might be worth deprecating
reg_ot_costbecause of its ambiguity.