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authorVivien Seguy <vivienseguy@h40.57.229.10.1016746.vlan.kuins.net>2018-07-09 16:49:21 +0900
committerVivien Seguy <vivienseguy@h40.57.229.10.1016746.vlan.kuins.net>2018-07-09 16:49:21 +0900
commit46712790c1276f1ecb3496362a8117e153782ede (patch)
tree15c66c04b24396078b60b8f0a89b7a9cc6476b50 /ot/lp/cvx.py
parent67ddb92e28d6bb44eb65686419e255c2ce3311eb (diff)
add test free support barycenter algorithm + cleaning
Diffstat (limited to 'ot/lp/cvx.py')
-rw-r--r--ot/lp/cvx.py82
1 files changed, 1 insertions, 81 deletions
diff --git a/ot/lp/cvx.py b/ot/lp/cvx.py
index c097f58..8e763be 100644
--- a/ot/lp/cvx.py
+++ b/ot/lp/cvx.py
@@ -10,7 +10,7 @@ LP solvers for optimal transport using cvxopt
import numpy as np
import scipy as sp
import scipy.sparse as sps
-import ot
+
try:
import cvxopt
@@ -145,83 +145,3 @@ def barycenter(A, M, weights=None, verbose=False, log=False, solver='interior-po
return b, sol
else:
return b
-
-
-def free_support_barycenter(measures_locations, measures_weights, X_init, b, weights=None, numItermax=100, stopThr=1e-6, verbose=False):
- """
- Solves the free support (locations of the barycenters are optimized, not the weights) Wasserstein barycenter problem (i.e. the weighted Frechet mean for the 2-Wasserstein distance)
-
- The function solves the Wasserstein barycenter problem when the barycenter measure is constrained to be supported on k atoms.
- This problem is considered in [1] (Algorithm 2). There are two differences with the following codes:
- - we do not optimize over the weights
- - we do not do line search for the locations updates, we use i.e. theta = 1 in [1] (Algorithm 2). This can be seen as a discrete implementation of the fixed-point algorithm of [2] proposed in the continuous setting.
-
- Parameters
- ----------
- data_positions : list of (k_i,d) np.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)
- data_weights : list of (k_i,) np.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
- Initialization of the support locations (on k atoms) of the barycenter
- b : (k,) np.ndarray
- Initialization of the weights of the barycenter (non-negatives, sum to 1)
- weights : (k,) np.ndarray
- Initialization of the coefficients of the barycenter (non-negatives, sum to 1)
-
- numItermax : int, optional
- Max number of iterations
- stopThr : float, optional
- Stop threshol on error (>0)
- verbose : bool, optional
- Print information along iterations
- log : bool, optional
- record log if True
-
- Returns
- -------
- X : (k,d) np.ndarray
- Support locations (on k atoms) of the barycenter
-
- References
- ----------
-
- .. [1] Cuturi, Marco, and Arnaud Doucet. "Fast computation of Wasserstein barycenters." International Conference on Machine Learning. 2014.
-
- .. [2] Álvarez-Esteban, Pedro C., et al. "A fixed-point approach to barycenters in Wasserstein space." Journal of Mathematical Analysis and Applications 441.2 (2016): 744-762.
-
- """
-
- iter_count = 0
-
- d = X_init.shape[1]
- k = b.size
- N = len(measures_locations)
-
- if not weights:
- weights = np.ones((N,)) / N
-
- X = X_init
-
- displacement_square_norm = stopThr + 1.
-
- while (displacement_square_norm > stopThr and iter_count < numItermax):
-
- T_sum = np.zeros((k, d))
-
- for (measure_locations_i, measure_weights_i, weight_i) in zip(measures_locations, measures_weights, weights.tolist()):
-
- M_i = ot.dist(X, measure_locations_i)
- T_i = ot.emd(b, measure_weights_i, M_i)
- T_sum = T_sum + weight_i * np.reshape(1. / b, (-1, 1)) * np.matmul(T_i, measure_locations_i)
-
- displacement_square_norm = np.sum(np.square(X - T_sum))
- X = T_sum
-
- if verbose:
- print('iteration %d, displacement_square_norm=%f\n', iter_count, displacement_square_norm)
-
- iter_count += 1
-
- return X