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-rw-r--r--ot/da.py26
1 files changed, 22 insertions, 4 deletions
diff --git a/ot/da.py b/ot/da.py
index d7b8492..d607e50 100644
--- a/ot/da.py
+++ b/ot/da.py
@@ -606,7 +606,7 @@ class OTDA(object):
self.computed=False
- def fit(self,xs,xt,ws=None,wt=None):
+ def fit(self,xs,xt,ws=None,wt=None,norm=None):
""" Fit domain adaptation between samples is xs and xt (with optional weights)"""
self.xs=xs
self.xt=xt
@@ -620,6 +620,7 @@ class OTDA(object):
self.wt=wt
self.M=dist(xs,xt,metric=self.metric)
+ self.normalize()
self.G=emd(ws,wt,self.M)
self.computed=True
@@ -684,11 +685,25 @@ class OTDA(object):
xf=self.interp(direction)# interp the source samples
return xf[idx,:]+x-x0[idx,:] # aply the delta to the interpolation
+ def normalizeM(self, norm):
+ """
+ It may help to normalize the cost matrix self.M if there are numerical
+ errors during the sinkhorn based algorithms.
+ """
+ if norm == "median":
+ self.M /= float(np.median(self.M))
+ elif norm == "max":
+ self.M /= float(np.max(self.M))
+ elif norm == "log":
+ self.M = np.log(1 + self.M)
+ elif norm == "loglog":
+ self.M = np.log(1 + np.log(1 + self.M))
+
class OTDA_sinkhorn(OTDA):
"""Class for domain adaptation with optimal transport with entropic regularization"""
- def fit(self,xs,xt,reg=1,ws=None,wt=None,**kwargs):
+ def fit(self,xs,xt,reg=1,ws=None,wt=None,norm=None,**kwargs):
""" Fit regularized domain adaptation between samples is xs and xt (with optional weights)"""
self.xs=xs
self.xt=xt
@@ -702,6 +717,7 @@ class OTDA_sinkhorn(OTDA):
self.wt=wt
self.M=dist(xs,xt,metric=self.metric)
+ self.normalizeM(norm)
self.G=sinkhorn(ws,wt,self.M,reg,**kwargs)
self.computed=True
@@ -710,7 +726,7 @@ class OTDA_lpl1(OTDA):
"""Class for domain adaptation with optimal transport with entropic and group regularization"""
- def fit(self,xs,ys,xt,reg=1,eta=1,ws=None,wt=None,**kwargs):
+ def fit(self,xs,ys,xt,reg=1,eta=1,ws=None,wt=None,norm=None,**kwargs):
""" Fit regularized domain adaptation between samples is xs and xt (with optional weights), See ot.da.sinkhorn_lpl1_mm for fit parameters"""
self.xs=xs
self.xt=xt
@@ -724,6 +740,7 @@ class OTDA_lpl1(OTDA):
self.wt=wt
self.M=dist(xs,xt,metric=self.metric)
+ self.normalizeM(norm)
self.G=sinkhorn_lpl1_mm(ws,ys,wt,self.M,reg,eta,**kwargs)
self.computed=True
@@ -731,7 +748,7 @@ class OTDA_l1l2(OTDA):
"""Class for domain adaptation with optimal transport with entropic and group lasso regularization"""
- def fit(self,xs,ys,xt,reg=1,eta=1,ws=None,wt=None,**kwargs):
+ def fit(self,xs,ys,xt,reg=1,eta=1,ws=None,wt=None,norm=None,**kwargs):
""" Fit regularized domain adaptation between samples is xs and xt (with optional weights), See ot.da.sinkhorn_lpl1_gl for fit parameters"""
self.xs=xs
self.xt=xt
@@ -745,6 +762,7 @@ class OTDA_l1l2(OTDA):
self.wt=wt
self.M=dist(xs,xt,metric=self.metric)
+ self.normalizeM(norm)
self.G=sinkhorn_l1l2_gl(ws,ys,wt,self.M,reg,eta,**kwargs)
self.computed=True