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authorRĂ©mi Flamary <remi.flamary@gmail.com>2021-06-01 10:10:54 +0200
committerGitHub <noreply@github.com>2021-06-01 10:10:54 +0200
commit184f8f4f7ac78f1dd7f653496d2753211a4e3426 (patch)
tree483a7274c91030fd644de49b03a5fad04af9deba /README.md
parent1f16614954e2522fbdb1598c5b1f5c3630c68472 (diff)
[MRG] POT numpy/torch/jax backends (#249)
* add numpy and torch backends * stat sets on functions * proper import * install recent torch on windows * install recent torch on windows * now testing all functions in backedn * add jax backedn * clenaup windowds * proper convert for jax backedn * pep8 * try again windows tests * test jax conversion * try proper widows tests * emd fuction ses backedn * better test partial OT * proper tests to_numpy and teplate Backend * pep8 * pep8 x2 * feaking sinkhorn works with torch * sinkhorn2 compatible * working ot.emd2 * important detach * it should work * jax autodiff emd * pep8 * no tast same for jax * new independat tests per backedn * freaking pep8 * add tests for gradients * deprecate ot.gpu * worging dist function * working dist * dist done in backedn * not in * remove indexing * change accuacy for jax * first pull backend * projection simplex * projection simplex * projection simplex * projection simplex no ci * projection simplex no ci * projection simplex no ci * pep8 * add backedn discusion to quickstart guide * projection simplex no ci * projection simplex no ci * projection simplex no ci * pep8 + better doc * proper links * corect doctest * big debug documentation * doctest again * doctest again bis * doctest again ter (last one or i kill myself) * backend test + doc proj simplex * correction test_utils * correction test_utils * correction cumsum * correction flip * correction flip v2 * more debug * more debug * more debug + pep8 * pep8 * argh * proj_simplex * backedn works for sort * proj simplex * jax sucks * update doc * Update test/test_utils.py Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update docs/source/quickstart.rst Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update docs/source/quickstart.rst Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update docs/source/quickstart.rst Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update docs/source/readme.rst Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update test/test_utils.py Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update ot/utils.py Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update docs/source/readme.rst Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * Update ot/lp/__init__.py Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org> * begin comment alex * comment alex part 2 * optimize test gromov * proj_simplex on vectors * add awesome gradient decsnt example on the weights * pep98 of course * proof read example by alex * pep8 again * encoding oos in translation * correct legend Co-authored-by: Nicolas Courty <ncourty@irisa.fr> Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
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@@ -20,7 +20,7 @@ POT provides the following generic OT solvers (links to examples):
* [OT Network Simplex solver](https://pythonot.github.io/auto_examples/plot_OT_1D.html) for the linear program/ Earth Movers Distance [1] .
* [Conditional gradient](https://pythonot.github.io/auto_examples/plot_optim_OTreg.html) [6] and [Generalized conditional gradient](https://pythonot.github.io/auto_examples/plot_optim_OTreg.html) for regularized OT [7].
-* Entropic regularization OT solver with [Sinkhorn Knopp Algorithm](https://pythonot.github.io/auto_examples/plot_OT_1D.html) [2] , stabilized version [9] [10], greedy Sinkhorn [22] and [Screening Sinkhorn [26] ](https://pythonot.github.io/auto_examples/plot_screenkhorn_1D.html) with optional GPU implementation (requires cupy).
+* Entropic regularization OT solver with [Sinkhorn Knopp Algorithm](https://pythonot.github.io/auto_examples/plot_OT_1D.html) [2] , stabilized version [9] [10], greedy Sinkhorn [22] and [Screening Sinkhorn [26] ](https://pythonot.github.io/auto_examples/plot_screenkhorn_1D.html).
* Bregman projections for [Wasserstein barycenter](https://pythonot.github.io/auto_examples/barycenters/plot_barycenter_lp_vs_entropic.html) [3], [convolutional barycenter](https://pythonot.github.io/auto_examples/barycenters/plot_convolutional_barycenter.html) [21] and unmixing [4].
* Sinkhorn divergence [23] and entropic regularization OT from empirical data.
* [Smooth optimal transport solvers](https://pythonot.github.io/auto_examples/plot_OT_1D_smooth.html) (dual and semi-dual) for KL and squared L2 regularizations [17].
@@ -33,6 +33,7 @@ POT provides the following generic OT solvers (links to examples):
* [Partial Wasserstein and Gromov-Wasserstein](https://pythonot.github.io/auto_examples/unbalanced-partial/plot_partial_wass_and_gromov.html) (exact [29] and entropic [3]
formulations).
* [Sliced Wasserstein](https://pythonot.github.io/auto_examples/sliced-wasserstein/plot_variance.html) [31, 32].
+* [Several backends](https://pythonot.github.io/quickstart.html#solving-ot-with-multiple-backends) for easy use of POT with [Pytorch](https://pytorch.org/)/[jax](https://github.com/google/jax)/[Numpy](https://numpy.org/) arrays.
POT provides the following Machine Learning related solvers:
@@ -77,8 +78,7 @@ The library has been tested on Linux, MacOSX and Windows. It requires a C++ comp
- Numpy (>=1.16)
- Scipy (>=1.0)
-- Cython (>=0.23)
-- Matplotlib (>=1.5)
+- Cython (>=0.23) (build only, not necessary when installing wheels from pip or conda)
#### Pip installation
@@ -129,7 +129,7 @@ Some sub-modules require additional dependences which are discussed below
pip install pymanopt autograd
```
-* **ot.gpu** (GPU accelerated OT) depends on cupy that have to be installed following instructions on [this page](https://docs-cupy.chainer.org/en/stable/install.html). Obviously you will need CUDA installed and a compatible GPU.
+* **ot.gpu** (GPU accelerated OT) depends on cupy that have to be installed following instructions on [this page](https://docs-cupy.chainer.org/en/stable/install.html). Obviously you will need CUDA installed and a compatible GPU. Note that this module is deprecated since version 0.8 and will be deleted in the future. GPU is now handled automatically through the backends and several solver already can run on GPU using the Pytorch backend.
## Examples