own BaseEstimator class written + rflamary comments addressed

1 files changed, 172 insertions, 27 deletions

diff --git a/ot/da.py b/ot/da.py
index 828efc2..d30c821 100644
--- a/ot/da.py
+++ b/ot/da.py
@@ -921,21 +921,153 @@ class OTDA_mapping_kernel(OTDA_mapping_linear):
 # proposal
 ##############################################################################
 
-from sklearn.base import BaseEstimator
-from sklearn.metrics import pairwise_distances
+# from sklearn.base import BaseEstimator
+# from sklearn.metrics import pairwise_distances
+
+##############################################################################
+# adapted from scikit-learn
+
+import warnings
+# from .externals.six import string_types, iteritems
 
-"""
-- all methods have the same input parameters: Xs, Xt, ys, yt (what order ?)
-- reg_e: is the entropic reg parameter
-- reg_cl: is the second reg parameter
-- gamma_: is the optimal coupling
-- mapping barycentric for the moment
-
-Questions:
-- Cost matrix estimation: from sklearn or from internal function ?
-- distribution estimation ? Look at Nathalie's approach
-- should everything been done into the fit from BaseTransport ?
-"""
+
+class BaseEstimator(object):
+    """Base class for all estimators in scikit-learn
+    Notes
+    -----
+    All estimators should specify all the parameters that can be set
+    at the class level in their ``__init__`` as explicit keyword
+    arguments (no ``*args`` or ``**kwargs``).
+    """
+
+    @classmethod
+    def _get_param_names(cls):
+        """Get parameter names for the estimator"""
+        try:
+            from inspect import signature
+        except ImportError:
+            from .externals.funcsigs import signature
+        # fetch the constructor or the original constructor before
+        # deprecation wrapping if any
+        init = getattr(cls.__init__, 'deprecated_original', cls.__init__)
+        if init is object.__init__:
+            # No explicit constructor to introspect
+            return []
+
+        # introspect the constructor arguments to find the model parameters
+        # to represent
+        init_signature = signature(init)
+        # Consider the constructor parameters excluding 'self'
+        parameters = [p for p in init_signature.parameters.values()
+                      if p.name != 'self' and p.kind != p.VAR_KEYWORD]
+        for p in parameters:
+            if p.kind == p.VAR_POSITIONAL:
+                raise RuntimeError("scikit-learn estimators should always "
+                                   "specify their parameters in the signature"
+                                   " of their __init__ (no varargs)."
+                                   " %s with constructor %s doesn't "
+                                   " follow this convention."
+                                   % (cls, init_signature))
+        # Extract and sort argument names excluding 'self'
+        return sorted([p.name for p in parameters])
+
+    def get_params(self, deep=True):
+        """Get parameters for this estimator.
+        Parameters
+        ----------
+        deep : boolean, optional
+            If True, will return the parameters for this estimator and
+            contained subobjects that are estimators.
+        Returns
+        -------
+        params : mapping of string to any
+            Parameter names mapped to their values.
+        """
+        out = dict()
+        for key in self._get_param_names():
+            # We need deprecation warnings to always be on in order to
+            # catch deprecated param values.
+            # This is set in utils/__init__.py but it gets overwritten
+            # when running under python3 somehow.
+            warnings.simplefilter("always", DeprecationWarning)
+            try:
+                with warnings.catch_warnings(record=True) as w:
+                    value = getattr(self, key, None)
+                if len(w) and w[0].category == DeprecationWarning:
+                    # if the parameter is deprecated, don't show it
+                    continue
+            finally:
+                warnings.filters.pop(0)
+
+            # XXX: should we rather test if instance of estimator?
+            if deep and hasattr(value, 'get_params'):
+                deep_items = value.get_params().items()
+                out.update((key + '__' + k, val) for k, val in deep_items)
+            out[key] = value
+        return out
+
+    def set_params(self, **params):
+        """Set the parameters of this estimator.
+        The method works on simple estimators as well as on nested objects
+        (such as pipelines). The latter have parameters of the form
+        ``<component>__<parameter>`` so that it's possible to update each
+        component of a nested object.
+        Returns
+        -------
+        self
+        """
+        if not params:
+            # Simple optimisation to gain speed (inspect is slow)
+            return self
+        valid_params = self.get_params(deep=True)
+        # for key, value in iteritems(params):
+        for key, value in params.items():
+            split = key.split('__', 1)
+            if len(split) > 1:
+                # nested objects case
+                name, sub_name = split
+                if name not in valid_params:
+                    raise ValueError('Invalid parameter %s for estimator %s. '
+                                     'Check the list of available parameters '
+                                     'with `estimator.get_params().keys()`.' %
+                                     (name, self))
+                sub_object = valid_params[name]
+                sub_object.set_params(**{sub_name: value})
+            else:
+                # simple objects case
+                if key not in valid_params:
+                    raise ValueError('Invalid parameter %s for estimator %s. '
+                                     'Check the list of available parameters '
+                                     'with `estimator.get_params().keys()`.' %
+                                     (key, self.__class__.__name__))
+                setattr(self, key, value)
+        return self
+
+    def __repr__(self):
+        from sklearn.base import _pprint
+        class_name = self.__class__.__name__
+        return '%s(%s)' % (class_name, _pprint(self.get_params(deep=False),
+                                               offset=len(class_name),),)
+
+    # __getstate__ and __setstate__ are omitted because they only contain
+    # conditionals that are not satisfied by our objects (e.g.,
+    # ``if type(self).__module__.startswith('sklearn.')``.
+
+
+def distribution_estimation_uniform(X):
+    """estimates a uniform distribution from an array of samples X
+
+    Parameters
+    ----------
+    X : array-like of shape = [n_samples, n_features]
+        The array of samples
+    Returns
+    -------
+    mu : array-like, shape = [n_samples,]
+        The uniform distribution estimated from X
+    """
+
+    return np.ones(X.shape[0]) / float(X.shape[0])
 
 
 class BaseTransport(BaseEstimator):
@@ -960,18 +1092,19 @@ class BaseTransport(BaseEstimator):
         """
 
         # pairwise distance
-        Cost = pairwise_distances(Xs, Xt, metric=self.metric)
+        Cost = dist(Xs, Xt, metric=self.metric)
 
         if self.mode == "semisupervised":
             print("TODO: modify cost matrix accordingly")
             pass
 
         # distribution estimation
-        if self.distribution == "uniform":
-            mu_s = np.ones(Xs.shape[0]) / float(Xs.shape[0])
-            mu_t = np.ones(Xt.shape[0]) / float(Xt.shape[0])
-        else:
-            print("TODO: implement kernelized approach")
+        mu_s = self.distribution_estimation(Xs)
+        mu_t = self.distribution_estimation(Xt)
+
+        # store arrays of samples
+        self.Xs = Xs
+        self.Xt = Xt
 
         # coupling estimation
         if self.method == "sinkhorn":
@@ -1024,14 +1157,19 @@ class BaseTransport(BaseEstimator):
             The transport source samples.
         """
 
-        if self.mapping == "barycentric":
+        # TODO: check whether Xs is new or not
+        if self.Xs == Xs:
+            # perform standard barycentric mapping
             transp = self.gamma_ / np.sum(self.gamma_, 1)[:, None]
 
             # set nans to 0
             transp[~ np.isfinite(transp)] = 0
 
             # compute transported samples
-            transp_Xs = np.dot(transp, Xt)
+            transp_Xs = np.dot(transp, self.Xt)
+        else:
+            # perform out of sample mapping
+            print("out of sample mapping not yet implemented")
 
         return transp_Xs
 
@@ -1053,16 +1191,19 @@ class BaseTransport(BaseEstimator):
             The transported target samples.
         """
 
-        if self.mapping == "barycentric":
+        # TODO: check whether Xt is new or not
+        if self.Xt == Xt:
+            # perform standard barycentric mapping
             transp_ = self.gamma_.T / np.sum(self.gamma_, 0)[:, None]
 
             # set nans to 0
             transp_[~ np.isfinite(transp_)] = 0
 
             # compute transported samples
-            transp_Xt = np.dot(transp_, Xs)
+            transp_Xt = np.dot(transp_, self.Xs)
         else:
-            print("mapping not yet implemented")
+            # perform out of sample mapping
+            print("out of sample mapping not yet implemented")
 
         return transp_Xt
 
@@ -1114,7 +1255,10 @@ class SinkhornTransport(BaseTransport):
 
     def __init__(self, reg_e=1., mode="unsupervised", max_iter=1000,
                  tol=10e-9, verbose=False, log=False, mapping="barycentric",
-                 metric="sqeuclidean", distribution="uniform"):
+                 metric="sqeuclidean",
+                 distribution_estimation=distribution_estimation_uniform,
+                 out_of_sample_map='ferradans'):
+
         self.reg_e = reg_e
         self.mode = mode
         self.max_iter = max_iter
@@ -1123,8 +1267,9 @@ class SinkhornTransport(BaseTransport):
         self.log = log
         self.mapping = mapping
         self.metric = metric
-        self.distribution = distribution
+        self.distribution_estimation = distribution_estimation
         self.method = "sinkhorn"
+        self.out_of_sample_map = out_of_sample_map
 
     def fit(self, Xs=None, ys=None, Xt=None, yt=None):
         """Build a coupling matrix from source and target sets of samples