From b188381a8e8190958e4e9aca64b7501cf0321406 Mon Sep 17 00:00:00 2001
From: Rémi Flamary <remi.flamary@gmail.com>
Date: Thu, 31 May 2018 12:02:13 +0200
Subject: add semidual

---
 ot/smooth.py | 37 ++++++++++++++++++++++++++++++++++---
 1 file changed, 34 insertions(+), 3 deletions(-)

(limited to 'ot/smooth.py')

diff --git a/ot/smooth.py b/ot/smooth.py
index f4f4306..1a9972b 100644
--- a/ot/smooth.py
+++ b/ot/smooth.py
@@ -137,6 +137,7 @@ class Regularization(object):
 
 
 class NegEntropy(Regularization):
+    """ NegEntropy regularization """
 
     def delta_Omega(self, X):
         G = np.exp(X / self.gamma - 1)
@@ -156,6 +157,7 @@ class NegEntropy(Regularization):
 
 
 class SquaredL2(Regularization):
+    """ Squared L2 regularization """
 
     def delta_Omega(self, X):
         max_X = np.maximum(X, 0)
@@ -311,7 +313,8 @@ def semi_dual_obj_grad(alpha, a, b, C, regul):
     return obj, grad
 
 
-def solve_semi_dual(a, b, C, regul, method="L-BFGS-B", tol=1e-3, max_iter=500):
+def solve_semi_dual(a, b, C, regul, method="L-BFGS-B", tol=1e-3, max_iter=500,
+                    ):
     """
     Solve the "smoothed" semi-dual objective.
 
@@ -400,16 +403,44 @@ def get_plan_from_semi_dual(alpha, b, C, regul):
 def smooth_ot_dual(a, b, M, reg, reg_type='l2', method="L-BFGS-B", stopThr=1e-9,
                    numItermax=500, log=False):
 
-    if reg_type.lower() == 'l2':
+    if reg_type.lower() in ['l2', 'squaredl2']:
         regul = SquaredL2(gamma=reg)
     elif reg_type.lower() in ['entropic', 'negentropy', 'kl']:
         regul = NegEntropy(gamma=reg)
+    else:
+        raise NotImplementedError('Unknown regularization')
 
+    # solve dual
     alpha, beta, res = solve_dual(a, b, M, regul, max_iter=numItermax, tol=stopThr)
+
+    # reconstruct transport matrix
     G = get_plan_from_dual(alpha, beta, M, regul)
 
     if log:
-        log = {'alpha': alpha, beta: 'beta', 'res': res}
+        log = {'alpha': alpha, 'beta': beta, 'res': res}
+        return G, log
+    else:
+        return G
+
+
+def smooth_ot_semi_dual(a, b, M, reg, reg_type='l2', method="L-BFGS-B", stopThr=1e-9,
+                        numItermax=500, log=False):
+
+    if reg_type.lower() in ['l2', 'squaredl2']:
+        regul = SquaredL2(gamma=reg)
+    elif reg_type.lower() in ['entropic', 'negentropy', 'kl']:
+        regul = NegEntropy(gamma=reg)
+    else:
+        raise NotImplementedError('Unknown regularization')
+
+    # solve dual
+    alpha, res = solve_semi_dual(a, b, M, regul, max_iter=numItermax, tol=stopThr)
+
+    # reconstruct transport matrix
+    G = get_plan_from_semi_dual(alpha, b, M, regul)
+
+    if log:
+        log = {'alpha': alpha, 'res': res}
         return G, log
     else:
         return G
-- 
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