Subspace Robust Wasserstein

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.