Age | Commit message (Collapse) | Author |
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* First draft
* Add matrix inverse and square root to backend
* Eigen decomposition for older versions of pytorch (1.8.1 and older)
* Corrected eigen decomposition for pytorch 1.8.1 and older
* Spectral theorem is a thing
* Optimization
* small optimization
* More functions converted
* pep8
* remove a warning and prepare torch meshgrid for future torch release (which will change default indexing)
* dots and pep8
* Meshgrid corrected for older version and prepared for future versions changes
* New backend functions
* Base transport
* LinearTransport
* All transport classes + pep8
* PR added to release file
* Jcpot barycenter test
* unbalanced with backend
* pep8
* bug solve
* test of domain adaptation with backends
* solve bug for tic toc & macos
* solving scipy deprecation warning
* solving scipy deprecation warning attempt2
* solving scipy deprecation warning attempt3
* A warning is triggered when a float->int conversion is detected
* bug solve
* docs
* release file updated
* Better handling of float->int conversion in EMD
* Corrected test for is_floating_point
* docs
* release file updated
* cupy does not allow implicit cast
* fromnumpy
* added test
* test da tf jax
* test unbalanced with no provided histogram
* using type_as argument in unif function correctly
* pep8
* transport plan cast in emd changed behaviour, now trying to cast as histogram's dtype, defaulting to cost matrix
Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
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* add info in release file
* update tests
* pep8
* add weak OT example
* update plot in doc
* correction ewample with empirical sinkhorn
* better thumbnail
* comment from review
* update documenation
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* solve bug
* Weights & docs
* tests for dist
* test dist
* pep8
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* bregman docs
* sliced docs
* docs partial
* unbalanced docs
* stochastic docs
* plot docs
* datasets docs
* utils docs
* dr docs
* dr docs corrected
* smooth docs
* docs da
* pep8
* docs gromov
* more space after min and argmin
* docs lp
* bregman docs
* bregman docs mistake corrected
* pep8
Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
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* adda sinkhorn log and working sinkhorn2 function
* more tests pass
* more tests pass
* it works but not by default yet
* remove warningd
* update circleci doc
* update circleci doc
* new sinkhorn implemeted but not by default
* better
* doctest pass
* test doctest
* new test utils
* remove pep8 errors
* remove pep8 errors
* doc new implementtaion with log
* test sinkhorn 2
* doc for log implementation
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* Added : OpenMP support
Restored : Epsilon and Debug mode
Replaced : parmap => multiprocessing is now replace by multithreading
* Commit clean up
* Number of CPUs correctly calculated on SLURM clusters
* Corrected number of processes for cluster slurm
* Mistake corrected
* parmap is now deprecated
* Now a different solver is used depending on the requested number of threads
* Tiny mistake corrected
* Folders are now in the ot library instead of at the root
* Helpers is now correctly placed
* Attempt to make compilation work smoothly
* OS compatible path
* NumThreads now defaults to 1
* Better flags
* Mistake corrected in case of OpenMP unavailability
* Revert OpenMP flags modification, which do not compile on Windows
* Test helper functions
* Helpers comments
* Documentation update
* File title corrected
* Warning no longer using print
* Last attempt for macos compilation
* pls work
* atempt
* solving a type error
* TypeError OpenMP
* Compilation finally working on Windows
* Bug solve, number of threads now correctly selected
* 64 bits solver to avoid overflows for bigger problems
* 64 bits EMD corrected
Co-authored-by: kguerda-idris <ssos023@jean-zay3.idris.fr>
Co-authored-by: ncassereau-idris <84033440+ncassereau-idris@users.noreply.github.com>
Co-authored-by: ncassereau <nathan.cassereau@idris.fr>
Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
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* add numpy and torch backends
* stat sets on functions
* proper import
* install recent torch on windows
* install recent torch on windows
* now testing all functions in backedn
* add jax backedn
* clenaup windowds
* proper convert for jax backedn
* pep8
* try again windows tests
* test jax conversion
* try proper widows tests
* emd fuction ses backedn
* better test partial OT
* proper tests to_numpy and teplate Backend
* pep8
* pep8 x2
* feaking sinkhorn works with torch
* sinkhorn2 compatible
* working ot.emd2
* important detach
* it should work
* jax autodiff emd
* pep8
* no tast same for jax
* new independat tests per backedn
* freaking pep8
* add tests for gradients
* deprecate ot.gpu
* worging dist function
* working dist
* dist done in backedn
* not in
* remove indexing
* change accuacy for jax
* first pull backend
* projection simplex
* projection simplex
* projection simplex
* projection simplex no ci
* projection simplex no ci
* projection simplex no ci
* pep8
* add backedn discusion to quickstart guide
* projection simplex no ci
* projection simplex no ci
* projection simplex no ci
* pep8 + better doc
* proper links
* corect doctest
* big debug documentation
* doctest again
* doctest again bis
* doctest again ter (last one or i kill myself)
* backend test + doc proj simplex
* correction test_utils
* correction test_utils
* correction cumsum
* correction flip
* correction flip v2
* more debug
* more debug
* more debug + pep8
* pep8
* argh
* proj_simplex
* backedn works for sort
* proj simplex
* jax sucks
* update doc
* Update test/test_utils.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/quickstart.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/quickstart.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/quickstart.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/readme.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update test/test_utils.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update ot/utils.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/readme.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update ot/lp/__init__.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* begin comment alex
* comment alex part 2
* optimize test gromov
* proj_simplex on vectors
* add awesome gradient decsnt example on the weights
* pep98 of course
* proof read example by alex
* pep8 again
* encoding oos in translation
* correct legend
Co-authored-by: Nicolas Courty <ncourty@irisa.fr>
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
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* update python versions and add macosx bigsur
* add versions macosx
* remove big sur and add 3.7 in macos
* disable paramell on macosx
* remove double run of tests that was running both on push and pr
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* cleanup setup
* Ignore files in codecov
* Remove externals module
* change name to compile_args
* bye py2.7 (you will be missed)
* glob to ignore folders
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related to warnings in unbalaced.py . Added an error message when user wants to normalize with other than expected cost normalization functions.
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Speed-up in 3 places:
- the computation of pairwise distance is faster with sklearn.metrics.pairwise.euclidean_distances
- faster computation of K = np.exp(-M / reg)
- faster computation of the error every 10 iterations
Example with this little script:
import time
import numpy as np
import ot
rng = np.random.RandomState(0)
transport = ot.da.SinkhornTransport()
time1 = time.time()
Xs, ys, Xt = rng.randn(10000, 100), rng.randint(0, 2, size=10000), rng.randn(10000, 100)
transport.fit(Xs=Xs, Xt=Xt)
time2 = time.time()
print("OT Computation Time {:6.2f} sec".format(time2-time1))
transport = ot.da.SinkhornLpl1Transport()
transport.fit(Xs=Xs, ys=ys, Xt=Xt)
time3 = time.time()
print("OT LpL1 Computation Time {:6.2f} sec".format(time3-time2))
Before
OT Computation Time 19.93 sec
OT LpL1 Computation Time 133.43 sec
After
OT Computation Time 7.55 sec
OT LpL1 Computation Time 82.25 sec
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