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lines changed Original file line number Diff line number Diff line change @@ -83,6 +83,29 @@ properties. It can computed from an already estimated OT matrix with
8383Regularized Optimal Transport
8484-----------------------------
8585
86+ Recent developments have shown the interest of regularized OT both in terms of
87+ computational and statistical properties.
88+
89+ We address in this section the regularized OT problem that can be expressed as
90+
91+ .. math ::
92+ \gamma ^* = arg\min _\gamma <\gamma ,M>_F + reg*\Omega (\gamma )
93+
94+ s.t. \gamma 1 = a
95+
96+ \gamma ^T 1 = b
97+
98+ \gamma\geq 0
99+ where :
100+
101+ - :math: `M\in \mathbb {R}_+^{m\times n}` is the metric cost matrix defining the cost to move mass from bin :math: `a_i` to bin :math: `b_j`.
102+ - :math: `a` and :math: `b` are histograms (positive, sum to 1) that represent the weights of each samples in the source an target distributions.
103+ - :math: `\Omega ` is the regularization term.
104+
105+ We disvuss in the following specific algorithms
106+
107+
108+
86109Entropic regularized OT
87110^^^^^^^^^^^^^^^^^^^^^^^
88111
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