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| author | Nathan Cassereau <84033440+ncassereau-idris@users.noreply.github.com> | 2021-11-17 11:16:24 +0100 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2021-11-17 11:16:24 +0100 |
| commit | e235b08c2ac86f75b6c1b8e96e503305aa0449e1 (patch) | |
| tree | 8699a99ef206f38cf4d6673b25f100441fa9cf32 | |
| parent | f4b363d865a79c07248176c1e36990e0cb6814ea (diff) | |
[MRG] SinkhornL1L2Transport bug (#312)
* solve bug
* Linesearch no longer return None as alpha, only 0
| -rw-r--r-- | ot/optim.py | 10 | ||||
| -rw-r--r-- | test/test_optim.py | 4 |
2 files changed, 7 insertions, 7 deletions
diff --git a/ot/optim.py b/ot/optim.py index bd8ca26..cacec53 100644 --- a/ot/optim.py +++ b/ot/optim.py @@ -77,10 +77,12 @@ def line_search_armijo(f, xk, pk, gfk, old_fval, alpha, phi1 = scalar_search_armijo( phi, phi0, derphi0, c1=c1, alpha0=alpha0) - # scalar_search_armijo can return alpha > 1 - if alpha is not None: + if alpha is None: + return 0., fc[0], phi0 + else: + # scalar_search_armijo can return alpha > 1 alpha = min(1, alpha) - return alpha, fc[0], phi1 + return alpha, fc[0], phi1 def solve_linesearch(cost, G, deltaG, Mi, f_val, @@ -273,8 +275,6 @@ def cg(a, b, M, reg, f, df, G0=None, numItermax=200, numItermaxEmd=100000, # line search alpha, fc, f_val = solve_linesearch(cost, G, deltaG, Mi, f_val, reg=reg, M=M, Gc=Gc, **kwargs) - if alpha is None: - alpha = 0.0 G = G + alpha * deltaG diff --git a/test/test_optim.py b/test/test_optim.py index 4efd9b1..41f9cbe 100644 --- a/test/test_optim.py +++ b/test/test_optim.py @@ -142,7 +142,7 @@ def test_line_search_armijo(nx): pk = np.array([[-0.25, 0.25], [0.25, -0.25]]) gfk = np.array([[23.04273441, 23.0449082], [23.04273441, 23.0449082]]) old_fval = -123 - # Should not throw an exception and return None for alpha + # Should not throw an exception and return 0. for alpha alpha, a, b = ot.optim.line_search_armijo( lambda x: 1, nx.from_numpy(xk), nx.from_numpy(pk), nx.from_numpy(gfk), old_fval ) @@ -151,7 +151,7 @@ def test_line_search_armijo(nx): ) assert a == anp assert b == bnp - assert alpha is None + assert alpha == 0. # check line search armijo def f(x): |