Fabrizio MusacchioAug 13, 2023

The #Wasserstein distance 📐, aka Earth Mover’s Distance (#EMD), provides a robust and insightful approach for comparing #ProbabilityDistributions 📊. I’ve composed a #Python tutorial 🐍 that explains the #OptimalTransport problem required to calculate EMD. It also shows how to solve the OT problem and calculate the EMD using the Python Optimal Transport (POT) library. Feel free to use and share it 🤗

🌎 https://www.fabriziomusacchio.com/blog/2023-07-23-wasserstein_distance/

Wasserstein distance and optimal transport

The Wasserstein distance, also known as the Earth Mover’s Distance (EMD), provides a robust and insightful approach for comparing probability distributions and finds application in various fields such as machine learning, data science, image processing, and information theory. In this post, we take a look at the optimal transport problem, required to calculate the Wasserstein distance, and how to calculate the distance metric in Python.

Fabrizio Musacchio
Show threadFabrizio Musacchio

Calculating the #Wasserstein distance (#EMD) 📈 can be computational costly when using #LinearProgramming. The #Sinkhorn algorithm provides a computationally efficient method for approximating the EMD, making it a practical choice for many applications, especially for large datasets 💫. Here is another tutorial, showing how to solve #OptimalTransport problem using the Sinkhorn algorithm in #Python 🐍

🌎 https://www.fabriziomusacchio.com/blog/2023-07-23-wasserstein_distance_sinkhorn/

Wasserstein distance via entropy regularization (Sinkhorn algorithm)

Calculating the Wasserstein distance can be computational costly when using linear programming. The Sinkhorn algorithm provides a computationally efficient method for approximating the Wasserstein distance, making it a practical choice for many applications, especially for large datasets.

Fabrizio Musacchio
Aug 14, 2023 at 7:10amWeb