[WIP] Implementation of FUGW and UCOOT

[6Ulm]

Types of changes

This PR is dedicated to the implementation of Fused Unbalanced GW and (Fused) Unbalanced COOT.
Since their structures, it is enough to write a common template, then write a wrapper for each divergence.
More precisely, we create a method called fused_unbalanced_cross_spaces_divergence , in which

• reg_type="independent" corresponds to (Fused) UCOOT. This yields fused_unbalanced_co_optimal_transport method.
• reg_type="joint" corresponds to FUGW. This yields fused_unbalanced_gromov_wasserstein method.

We also allow for unregularized approximation of FUGW and UCOOT, i.e. $\varepsilon = 0$, thanks to the Majorization-Minization ot.unbalanced.mm_unbalanced and ot.unbalanced.lbfgsb_unbalanced L-BFGS-B methods.

This implementation also allows for $2$ types of marginal penalization: Kullback-Leibler divergence and squared L2 norm. We also allow the cost to be sub-differentiable w.r.t the input matrices and reference distributions. This is implemented in fused_unbalanced_co_optimal_transport2 and fused_unbalanced_gromov_wasserstein methods.

Motivation and context / Related issue

TO DO: write tests and illustrations.

How has this been tested (if it applies)

There are still many missing tests.

PR checklist

• [ x] I have read the CONTRIBUTING document.
• [ x] The documentation is up-to-date with the changes I made (check build artifacts).
• All tests passed, and additional code has been covered with new tests.
• I have added the PR and Issue fix to the RELEASES.md file.