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MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics

This repository explains how to reproduce the numerical experiments in Section 5 of the paper "MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics".

Requirements

To run the code, we used python 3.7 and anaconda. The only non-default packages necessary are tensorflow 1.15.0, keras and matplotlib. An anaconda environment.yml file and requirements.txt file are included. For the setup of the environment, if using anaconda, run

conda env create -f environment.yml

or, using pip, run

pip install -r requirements.txt

Running the experiments

To solve the optimization problems in Section 5.1., run the respective programs base_case.py, base_case10.py, divergence_reg.py, divergence_reg10.py, lipschitz_reg.py, lipschitz_reg10.py within the folder dcot. E.g., within the project folder, run

python dcot/base_case.py

The results will be saved in dcot/output. We provided the results from our runs which lead to the values reported in the paper.

For the optimization problems in Section 5.2., run the programs base_case.py, mixture_case.py, unrolling_case.py, combined_case.py within the folder mot. E.g., within the project folder, run

python mot/base_case.py

The results will be saved in mot/output. We provide partially the results (1 out of 10 runs due to space constraints) which lead to the values reported in the paper.

For the optimization problems in Appendix E, code is provided in the folder w2_gaussian. The base and combined case are handled in w2_gaussian/combined.py and the divergence regularized case in w2_gaussian/divergence_reg10.py.

Evaluation

To create Figure 1 illustrating the results from Section 5.1., run

python dcot/figure1.py

To create Table 1 illustrating the results from Section 5.2., run

python mot/table1.py

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