add mapping estimation with kernels (still debugging)

1 files changed, 21 insertions, 14 deletions

diff --git a/ot/da.py b/ot/da.py
index 66680cd..e4aa0be 100644
--- a/ot/da.py
+++ b/ot/da.py
@@ -217,25 +217,23 @@ def joint_OT_mapping_linear(xs,xt,mu=1,eta=0.001,bias=False,verbose=False,verbos
         return G,L
 
 
-def joint_OT_mapping_kernel(xs,xt,mu=1,eta=0.001,kernel='gaussian',sigma=1,bias=False,verbose=False,verbose2=False,numItermax = 100,numInnerItermax = 20,stopInnerThr=1e-9,stopThr=1e-6,log=False,**kwargs):
+def joint_OT_mapping_kernel(xs,xt,mu=1,eta=0.001,kerneltype='gaussian',sigma=1,bias=False,verbose=False,verbose2=False,numItermax = 100,numInnerItermax = 20,stopInnerThr=1e-9,stopThr=1e-6,log=False,**kwargs):
     """Joint Ot and mapping estimation (uniform weights and )
     """
 
     ns,nt,d=xs.shape[0],xt.shape[0],xt.shape[1]
 
+    K=kernel(xs,xs,method=kerneltype,sigma=sigma)
     if bias:
-        K=
-        xs1=np.hstack((xs,np.ones((ns,1))))
-        xstxs=xs1.T.dot(xs1)
-        I=np.eye(d+1)
+        K1=np.hstack((K,np.ones((ns,1))))
+        I=np.eye(ns+1)
         I[-1]=0
-        I0=I[:,:-1]
+        K0 = K1.T.dot(K1)+eta*I
         sel=lambda x : x[:-1,:]
     else:
-        xs1=xs
-        xstxs=xs1.T.dot(xs1)
-        I=np.eye(d)
-        I0=I
+        K1=K
+        I=np.eye(ns)
+        K0=K+eta*I
         sel=lambda x : x
 
     if log:
@@ -249,16 +247,21 @@ def joint_OT_mapping_kernel(xs,xt,mu=1,eta=0.001,kernel='gaussian',sigma=1,bias=
 
     def loss(L,G):
         """Compute full loss"""
-        return np.sum((xs1.dot(L)-ns*G.dot(xt))**2)+mu*np.sum(G*M)+eta*np.sum(sel(L-I0)**2)
+        return np.sum((K1.dot(L)-ns*G.dot(xt))**2)+mu*np.sum(G*M)+eta*np.sum(sel(L)**2)
 
-    def solve_L(G):
+    def solve_L_nobias(G):
         """ solve L problem with fixed G (least square)"""
         xst=ns*G.dot(xt)
-        return np.linalg.solve(xstxs+eta*I,xs1.T.dot(xst)+eta*I0)
+        return np.linalg.solve(K0,xst)
+
+    def solve_L_bias(G):
+        """ solve L problem with fixed G (least square)"""
+        xst=ns*G.dot(xt)
+        return np.linalg.solve(K0,K1.T.dot(xst))
 
     def solve_G(L,G0):
         """Update G with CG algorithm"""
-        xsi=xs1.dot(L)
+        xsi=K1.dot(L)
         def f(G):
             return np.sum((xsi-ns*G.dot(xt))**2)
         def df(G):
@@ -266,6 +269,10 @@ def joint_OT_mapping_kernel(xs,xt,mu=1,eta=0.001,kernel='gaussian',sigma=1,bias=
         G=cg(a,b,M,1.0/mu,f,df,G0=G0,numItermax=numInnerItermax,stopThr=stopInnerThr)
         return G
 
+    if bias:
+        solve_L=solve_L_bias
+    else:
+        solve_L=solve_L_nobias
 
     L=solve_L(G)