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2021-11-03[WIP] Add debiased barycenter (Sinkhorn + convolutional sinkhorn) (#291)Hicham Janati
* add debiased sinkhorn barycenter + make loops pythonic * add debiased arg in tests * add 1d and 2d examples of debiased barycenters * fix doctest * fix flake8 * pep8 + make func private + add convergence warnings * remove rel paths + add rng + pylab to pyplot * fix stopping criterion debiased * pass alex * change params with new API * add logdomain barycenters + separate debiased API * test new API * fix jax read-only ? * raise error for jax * test catch jax error * fix pytest catch error * fix relative path * fix flake8 * add warn arg everywhere * fix ref number * catch warnings in tests * add contrib to readme + change ref number * fix convolution example + gallery thumbnails * increase coverage * fix flake Co-authored-by: Hicham Janati <hicham.janati@inria.fr> Co-authored-by: Rémi Flamary <remi.flamary@gmail.com> Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
2021-11-02[MRG] Sliced and 1D Wasserstein distances : backend versions (#256)Nicolas Courty
* 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 * new backend functions for sliced * small indent pb * Optimized backendversion of sliced W * error in sliced W * after master merge * error sliced * error sliced * pep8 * test_sliced pep8 * doctest + precision for sliced * doctest * type win test_backend gather * type win test_backend gather * Update sliced.py change argument of padding pad_width * Update backend.py update redefinition * Update backend.py pep8 * Update backend.py pep 8 again.... * pep8 * build docs * emd2_1D example * refectoring emd_1d and variants * remove unused previous wasserstein_1d * pep8 * upate example * move stuff * tesys should work + implemù random backend * test random generayor functions * correction * better random generation * update sliced * update sliced * proper tests sliced * max sliced * chae file nam * add stuff * example sliced flow and barycenter * correct typo + update readme * exemple sliced flow done * pep8 * solver1d works * pep8 Co-authored-by: Rémi Flamary <remi.flamary@gmail.com> Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
2021-11-02[MRG] Backend for gromov (#294)ncassereau-idris
* bregman: small correction * gromov backend first draft * Removing decorators * Reworked casting method * Bug solve * Removing casting * Bug solve * toarray renamed todense ; expand_dims removed * Warning (jax not supporting sparse matrix) moved * Mistake corrected * test backend * Sparsity test for older versions of pytorch * Trying pytorch/1.10 * Attempt to correct torch sparse bug * Backend version of gromov tests * Random state introduced for remaining gromov functions * review changes * code coverage * Docs (first draft, to be continued) * Gromov docs * Prettified docs * mistake corrected in the docs * little change Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-10-29[MRG] Add tesing on wda (#296)Rémi Flamary
2021-10-27[WIP] Sinkhorn in log space (#290)Rémi Flamary
* 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
2021-10-25[MRG] Backend for optim (#282)ncassereau-idris
* Backend for optim * Bug solve * Doc update * backend tests now with fixture * Unused imports removed * Docs * Docs * Docs * Outer product backend docs * Prettier docs * Pep8 * Mistakes corrected Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-10-25[MRG] Bregman backend (#280)ncassereau-idris
* Bregman * Resolve conflicts * Bug solve * Bregman updated for JAX compatibility * Tests coherence between backend improved * No longer enforcing 64 bits operations on Jax except for tests * Now using mixtures, to make backend dependent tests with less code * Better test skipping code * Pep8 + test optimizations * redundancy removed * Docs * Typo corrected * Typo * Typo * Docs * Docs * pep8 * Backend docs * Prettier docs * Mistake corrected * small changes * Better wording Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-10-25[MRG] Regularization path for l2 UOT (#274)haoran010
* add reg path * debug examples and verify pep8 * pep8 and move the reg path examples in unbalanced folder Co-authored-by: haoran010 <haoran.wu@insa-rennes.fr> Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-10-22Add set_gradients method for JAX backend. (#278)AdrienCorenflos
Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-09-29[MRG] OpenMP support (#260)kguerda-idris
* 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>
2021-09-28[MRG] Regularized OT (optim.cg) bug solve (#286)ncassereau-idris
* Line search stops when derphi is 0 instead of bugging out like in some instances * pep8 compliance * Tests
2021-09-17[MRG] Implementation of two news algorithms: SaGroW and PoGroW. (#275)Tanguy
* Add two new algorithms to solve Gromov Wasserstein: Sampled Gromov Wasserstein and Pointwise Gromov Wasserstein. * Correct some lines in SaGroW and PoGroW to follow pep8 guide. * Change nb_samples name. Use rdm state. Change symmetric check. * Change names of len(p) and len(q) in SaGroW and PoGroW. * Re-add some deleted lines in the comments of gromov.py Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-09-06[MRG] Projection Robust Wasserstein (#267)Minhui Huang
* ot.dr: PRW code; text.text_dr: PRW test code. * ot.dr: PRW code; test.test_dr: PRW test code. * fix errors: pep8(3.8) * fix errors: pep8(3.8) * modified readme; prw code review * fix pep error * edit comment * modified math comment Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-06-17[MRG] Speedup tests (#262)Rémi Flamary
* speedup tests * add color to tests and timings * add test unbalanced * stupid missing -
2021-06-14[MRG] Batch/Lazy Log Sinkhorn Knopp on samples (#259)Huy Tran
* Add batch implementation of Sinkhorn * Reformat to pep8 and modify parameter * Fix error in batch size * Code review and add test * Fix accidental typo in test_empirical_sinkhorn * Remove whitespace * Edit config.yml
2021-06-01[MRG] POT numpy/torch/jax backends (#249)Rémi Flamary
* 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>
2021-04-19[MRG] Cleanup test warnings (#242)Rémi Flamary
* remove warnings in tests from docstrings * working tets for bregman implemneted methods * pep8
2021-04-19BUG/DOC FIX - Sinkhorn divergence used the wrong weights, and sinkhorn2 ↵AdrienCorenflos
didn't support epsilon_scaling method. (#235) * FIX: 1. Documentation of loss specific functions 2. Sinkhorn divergence weights handling 3. Sinkhorn2 does not support epsilon scaling, so I removed it (it *should* arguably support it, but this would require a refactoring of the sinkhorn iterates pretty much everywhere, maybe should be done in torch first?) * Had some PEP8 issues Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2021-04-08[MRG] ADD JMLR paper to the readme and documentation (#231)Rémi Flamary
* add JMLR reefrence to eradme and doc
2020-10-22[MRG] Fix bugs for partial OT (#215)Laetitia Chapel
* bugfix * update refs partial OT * fixes small typos in plot_partial_wass_and_gromov * fix small bugs in partial.py * update README * pep8 bugfix * modif doctest * fix bugtests * update on test_partial and test on the numerical precision on ot/partial * resolve merge pb Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2020-10-22[MRG] Sliced wasserstein (#203)AdrienCorenflos
* example for log treatment in bregman.py * Improve doc * Revert "example for log treatment in bregman.py" This reverts commit 9f51c14e * Add comments by Flamary * Delete repetitive description * Added raw string to avoid pbs with backslashes * Implements sliced wasserstein * Changed formatting of string for py3.5 support * Docstest, expected 0.0 and not 0. * Adressed comments by @rflamary * No 3d plot here * add sliced to the docs * Incorporate comments by @rflamary * add link to pdf Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2020-10-22[MRG] Cleanup minimal build and add separate build for pep8 (#210)Rémi Flamary
* cleanup requiorement minimal * add pep8 build * cleanup sklearn * skip test if no sklearn * debug build yaml * comment error out in test (test sklearn) * maybe small stuff for better robustness : copy the sub-array * bump verison minimal build * update version strict requireent * update version strict requirement last change
2020-08-24Check if alpha is not None when restricting it to be at most 1 (#199)Panayiotis Panayiotou
* Check if alpha is not None when restricting it to be at most 1 * Write check more clearly * Add no regression test for line search armijo returning None for alpha Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2020-04-24left some unused variable...Rémi Flamary
2020-04-24test raise un partial otRémi Flamary
2020-04-24pep8Rémi Flamary
2020-04-24better coverage options verbose and logRémi Flamary
2020-04-23[WIP] Issue with sparse emd and adding tests on macos (#158)Nicolas Courty
* First commit-warning removal * remove dense feature * pep8 * pep8 * EMD.h * pep8 again * tic toc tolerance Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
2020-04-20Merge branch 'master' into laplace_daIevgen Redko
2020-04-16partial with python 3.8Laetitia Chapel
2020-04-16partial with python 3.8Laetitia Chapel
2020-04-16partial with python 3.8Laetitia Chapel
2020-04-15conflict test_daievred
2020-04-15conflict test_daievred
2020-04-15Merge branch 'master' into partial-W-and-GWRémi Flamary
2020-04-15partial with testsLaetitia Chapel
2020-04-15fix indent test_daievred
2020-04-15fix jcpot_bary testievred
2020-04-15fix soft labels, remove gammas from jcpotievred
2020-04-08added label normalization to utilsievred
2020-04-08add label prop + inverseievred
2020-04-08added test barycenter + modif targetievred
2020-04-08remove blank lineievred
2020-04-08pep test daievred
2020-04-08pep test daievred
2020-04-08remove jcpot from laplaceievred
2020-04-08test+utils+readmeievred
2020-04-08remove laplace from jcpotievred
2020-04-07updievred
2020-04-07Merge branch 'master' into laplace_daievred
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