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Statistical and Topological Properties of Sliced Probability Divergences

This repository contains the code to reproduce the experiments of Statistical and Topological Properties of Sliced Probability Divergences, accepted as a spotlight presentation at NeurIPS 2020. Please cite our paper if you use any of our code.

Requirements

Joblib, Matplotlib, Multiprocessing, Numpy, POT, PyTorch

Description of the .py files

  • compare_dist.py : Illustration of the topological result in Theorem 2. Run it to reproduce Figure 1.
  • study_complexity.py : Illustration of the sample and projection complexity results for Sliced-Wasserstein and Sliced-Sinkhorn, on the synthetical setting. Run it to reproduce Figures 2 and 3 (main doc) and Figures S1 and S2 (supplementary doc).
  • real_data_exp.py : Two-sample testing problem (for data integration) on MNIST and CIFAR-10. Run it to reproduce Figure 4.
  • sinkhorn_pointcloud.py : Contains the function that computes the optimal transport regularized cost and Sinkhorn divergences.
  • utils.py : Contains the functions that compute different divergences and their sliced versions (Wasserstein, Sinkhorn, MMD).

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