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Source code for the ICML2019 paper "Subspace Robust Wasserstein Distances"

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francoispierrepaty/SubspaceRobustWasserstein

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This repository contains Python code for computing the Subspace Robust Wasserstein Distances defined in

Paty, F. & Cuturi, M.. (2019). Subspace Robust Wasserstein Distances. Proceedings of the 36th International Conference on Machine Learning, in PMLR 97:5072-5081

A demo notebook shows how SRW distances can be computed in a simple case.

The experiments from the paper can be reproduced using the code in the "Experiments" folder.

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