Wasserstein Metric

The Wasserstein metric, also called the Kantorovich-Rubinstein metric, is a mathematical distance function defined between probability distributions on a given metric space. It can be understood intuitively by viewing each distribution as a unit amount of earth piled up over the space, in which case the metric measures the minimum cost of turning one pile into the other, where cost is the amount of earth moved times the distance it is moved. The Wasserstein metric is widely used in optimal transport theory and in comparing probability distributions in statistics and machine learning. This description is adapted from Wikipedia contributors under CC BY-SA 4.0; changes were made. https://creativecommons.org/licenses/by-sa/4.0/