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| author | Rémi Flamary <remi.flamary@gmail.com> | 2017-04-18 16:23:48 +0200 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2017-04-18 16:23:48 +0200 |
| commit | e30345b8592bfbe4260be658261c3ce7c03d56fa (patch) | |
| tree | 9c39ed465aa358e97ae2991187d01347aac6f0c7 | |
| parent | ebade89480e6cc8f49e2dc5240e81540ff35880b (diff) | |
| parent | 691c97a033e54359e8c933e3bdd34bf5cf40151d (diff) | |
Merge pull request #7 from aje/master
Performance improvement sinkhorn
| -rw-r--r-- | ot/bregman.py | 7 |
1 files changed, 2 insertions, 5 deletions
diff --git a/ot/bregman.py b/ot/bregman.py index b06eaeb..0453f14 100644 --- a/ot/bregman.py +++ b/ot/bregman.py @@ -94,8 +94,6 @@ def sinkhorn(a,b, M, reg, numItermax = 1000, stopThr=1e-9, verbose=False, log=Fa Nini = len(a) Nfin = len(b) - - cpt = 0 if log: log={'err':[]} @@ -108,8 +106,7 @@ def sinkhorn(a,b, M, reg, numItermax = 1000, stopThr=1e-9, verbose=False, log=Fa K = np.exp(-M/reg) #print(np.min(K)) - Kp = np.dot(np.diag(1/a),K) - transp = K + Kp = (1/a).reshape(-1, 1) * K cpt = 0 err=1 while (err>stopThr and cpt<numItermax): @@ -128,7 +125,7 @@ def sinkhorn(a,b, M, reg, numItermax = 1000, stopThr=1e-9, verbose=False, log=Fa break if cpt%10==0: # we can speed up the process by checking for the error only all the 10th iterations - transp = np.dot(np.diag(u),np.dot(K,np.diag(v))) + transp = u.reshape(-1, 1) * (K * v) err = np.linalg.norm((np.sum(transp,axis=0)-b))**2 if log: log['err'].append(err) |