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Diffstat (limited to 'ot')
-rw-r--r-- | ot/bregman.py | 106 |
1 files changed, 106 insertions, 0 deletions
diff --git a/ot/bregman.py b/ot/bregman.py index c755f51..05f4d9d 100644 --- a/ot/bregman.py +++ b/ot/bregman.py @@ -918,6 +918,112 @@ def barycenter(A, M, reg, weights=None, numItermax=1000, else: return geometricBar(weights, UKv) +def convolutional_barycenter2d(A,reg,weights=None,numItermax = 10000, stopThr=1e-9, verbose=False, log=False): + """Compute the entropic regularized wasserstein barycenter of distributions A + where A is a collection of 2D images. + + The function solves the following optimization problem: + + .. math:: + \mathbf{a} = arg\min_\mathbf{a} \sum_i W_{reg}(\mathbf{a},\mathbf{a}_i) + + where : + + - :math:`W_{reg}(\cdot,\cdot)` is the entropic regularized Wasserstein distance (see ot.bregman.sinkhorn) + - :math:`\mathbf{a}_i` are training distributions (2D images) in the mast two dimensions of matrix :math:`\mathbf{A}` + - reg is the regularization strength scalar value + + The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [21]_ + + Parameters + ---------- + A : np.ndarray (n,w,h) + n distributions (2D images) of size w x h + reg : float + Regularization term >0 + weights : np.ndarray (n,) + Weights of each image on the simplex (barycentric coodinates) + 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 + ------- + a : (w,h) ndarray + 2D Wasserstein barycenter + log : dict + log dictionary return only if log==True in parameters + + + References + ---------- + + .. [21] Solomon, J., De Goes, F., Peyré, G., Cuturi, M., Butscher, A., Nguyen, A. & Guibas, L. (2015). + Convolutional wasserstein distances: Efficient optimal transportation on geometric domains + ACM Transactions on Graphics (TOG), 34(4), 66 + + + """ + + if weights is None: + weights = np.ones(A.shape[0]) / A.shape[0] + else: + assert(len(weights) == A.shape[0]) + + if log: + log = {'err': []} + + b=np.zeros_like(A[0,:,:]) + U=np.ones_like(A) + KV=np.ones_like(A) + threshold = 1e-30 # in order to avoids numerical precision issues + + cpt = 0 + err=1 + + # build the convolution operator + t = np.linspace(0,1,A.shape[1]) + [Y,X] = np.meshgrid(t,t) + xi1 = np.exp(-(X-Y)**2/reg) + K = lambda x: np.dot(np.dot(xi1,x),xi1) + + while (err>stopThr and cpt<numItermax): + + bold=b + cpt = cpt +1 + + b=np.zeros_like(A[0,:,:]) + for r in range(A.shape[0]): + KV[r,:,:]=K(A[r,:,:]/np.maximum(threshold,K(U[r,:,:]))) + b += weights[r] * np.log(np.maximum(threshold, U[r,:,:]*KV[r,:,:])) + b = np.exp(b) + for r in range(A.shape[0]): + U[r,:,:]=b/np.maximum(threshold,KV[r,:,:]) + + if cpt%10==1: + err=np.sum(np.abs(bold-b)) + # log and verbose print + if log: + log['err'].append(err) + + if verbose: + if cpt%200 ==0: + print('{:5s}|{:12s}'.format('It.','Err')+'\n'+'-'*19) + print('{:5d}|{:8e}|'.format(cpt,err)) + + if log: + log['niter']=cpt + log['U']=U + return b,log + else: + return b + def unmix(a, D, M, M0, h0, reg, reg0, alpha, numItermax=1000, stopThr=1e-3, verbose=False, log=False): |