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authorRémi Flamary <remi.flamary@gmail.com>2019-06-06 17:22:05 +0200
committerRémi Flamary <remi.flamary@gmail.com>2019-06-06 17:22:05 +0200
commit1171f7e39742c207dad6ab5fd15f59ed62f8f4a5 (patch)
tree349903e661fa9ae42ed1179221f4b9f585948c7e /ot/lp/__init__.py
parent0fc6938dc15e8888b0a73fa4b6a421f39f0e0697 (diff)
start documentation ot
Diffstat (limited to 'ot/lp/__init__.py')
-rw-r--r--ot/lp/__init__.py47
1 files changed, 29 insertions, 18 deletions
diff --git a/ot/lp/__init__.py b/ot/lp/__init__.py
index 02cbd8c..ed6fa52 100644
--- a/ot/lp/__init__.py
+++ b/ot/lp/__init__.py
@@ -1,6 +1,9 @@
# -*- coding: utf-8 -*-
"""
Solvers for the original linear program OT problem
+
+
+
"""
# Author: Remi Flamary <remi.flamary@unice.fr>
@@ -37,26 +40,30 @@ def emd(a, b, M, numItermax=100000, log=False):
- M is the metric cost matrix
- a and b are the sample weights
+ .. warning::
+ Note that the M matrix needs to be a C-order numpy.array in float64
+ format.
+
Uses the algorithm proposed in [1]_
Parameters
----------
- a : (ns,) ndarray, float64
- Source histogram (uniform weigth if empty list)
- b : (nt,) ndarray, float64
- Target histogram (uniform weigth if empty list)
- M : (ns,nt) ndarray, float64
- loss matrix
+ a : (ns,) numpy.ndarray, float64
+ Source histogram (uniform weight if empty list)
+ b : (nt,) numpy.ndarray, float64
+ Target histogram (uniform weight if empty list)
+ M : (ns,nt) numpy.ndarray, float64
+ Loss matrix (c-order array with type float64)
numItermax : int, optional (default=100000)
The maximum number of iterations before stopping the optimization
algorithm if it has not converged.
- log: boolean, optional (default=False)
+ log: bool, optional (default=False)
If True, returns a dictionary containing the cost and dual
variables. Otherwise returns only the optimal transportation matrix.
Returns
-------
- gamma: (ns x nt) ndarray
+ gamma: (ns x nt) numpy.ndarray
Optimal transportation matrix for the given parameters
log: dict
If input log is true, a dictionary containing the cost and dual
@@ -128,16 +135,20 @@ def emd2(a, b, M, processes=multiprocessing.cpu_count(),
- M is the metric cost matrix
- a and b are the sample weights
+ .. warning::
+ Note that the M matrix needs to be a C-order numpy.array in float64
+ format.
+
Uses the algorithm proposed in [1]_
Parameters
----------
- a : (ns,) ndarray, float64
- Source histogram (uniform weigth if empty list)
- b : (nt,) ndarray, float64
- Target histogram (uniform weigth if empty list)
- M : (ns,nt) ndarray, float64
- loss matrix
+ a : (ns,) numpy.ndarray, float64
+ Source histogram (uniform weight if empty list)
+ b : (nt,) numpy.ndarray, float64
+ Target histogram (uniform weight if empty list)
+ M : (ns,nt) numpy.ndarray, float64
+ Loss matrix (c-order array with type float64)
numItermax : int, optional (default=100000)
The maximum number of iterations before stopping the optimization
algorithm if it has not converged.
@@ -151,7 +162,7 @@ def emd2(a, b, M, processes=multiprocessing.cpu_count(),
-------
gamma: (ns x nt) ndarray
Optimal transportation matrix for the given parameters
- log: dict
+ log: dictnp
If input log is true, a dictionary containing the cost and dual
variables and exit status
@@ -231,9 +242,9 @@ def free_support_barycenter(measures_locations, measures_weights, X_init, b=None
Parameters
----------
- measures_locations : list of (k_i,d) np.ndarray
+ measures_locations : list of (k_i,d) numpy.ndarray
The discrete support of a measure supported on k_i locations of a d-dimensional space (k_i can be different for each element of the list)
- measures_weights : list of (k_i,) np.ndarray
+ measures_weights : list of (k_i,) numpy.ndarray
Numpy arrays where each numpy array has k_i non-negatives values summing to one representing the weights of each discrete input measure
X_init : (k,d) np.ndarray
@@ -246,7 +257,7 @@ def free_support_barycenter(measures_locations, measures_weights, X_init, b=None
numItermax : int, optional
Max number of iterations
stopThr : float, optional
- Stop threshol on error (>0)
+ Stop threshold on error (>0)
verbose : bool, optional
Print information along iterations
log : bool, optional