Convergence-Analysis-of-WPA

Implementation for paper "Convergence Analysis of Wasserstein Proximal Algorithm beyond Geodesic Convexity"

To run the main experiment,

python main.py --tau 0.1 --m 100 --repeat_times 5

python main.py --tau 0.05 --m 100 --repeat_times 5

Then we can run Plot_for_convergence.ipynb for plotting.

To reproduce the result in appendix,

python main.py --tau 0.1 --m 50 --repeat_times 5

python main.py --tau 0.1 --m 200 --repeat_times 5

Then we can run Plot_for_diff_particle_numbers.ipynb for plotting.