# -*- coding: utf-8 -*- """ Domain adaptation with optimal transport """ import numpy as np from .bregman import sinkhorn from .lp import emd from .utils import unif,dist,kernel from .optim import cg def indices(a, func): return [i for (i, val) in enumerate(a) if func(val)] def sinkhorn_lpl1_mm(a,labels_a, b, M, reg, eta=0.1,numItermax = 10,numInnerItermax = 200,stopInnerThr=1e-9,verbose=False,log=False): """ Solve the entropic regularization optimal transport problem with nonconvex group lasso regularization The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega_e(\gamma)+ \eta \Omega_g(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega_e` is the entropic regularization term :math:`\Omega_e(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`\Omega_g` is the group lasso regulaization term :math:`\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^{1/2}_1` where :math:`\mathcal{I}_c` are the index of samples from class c in the source domain. - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the generalised conditional gradient as proposed in [5]_ [7]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain labels_a : np.ndarray (ns,) labels of samples in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg: float Regularization term for entropic regularization >0 eta: float, optional Regularization term for group lasso regularization >0 numItermax: int, optional Max number of iterations numInnerItermax: int, optional Max number of iterations (inner sinkhorn solver) stopInnerThr: float, optional Stop threshold on error (inner sinkhorn solver) (>0) verbose : bool, optional Print information along iterations log : bool, optional record log if True Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict log dictionary return only if log==True in parameters References ---------- .. [5] N. Courty; R. Flamary; D. Tuia; A. Rakotomamonjy, "Optimal Transport for Domain Adaptation," in IEEE Transactions on Pattern Analysis and Machine Intelligence , vol.PP, no.99, pp.1-1 .. [7] Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized conditional gradient: analysis of convergence and applications. arXiv preprint arXiv:1510.06567. See Also -------- ot.lp.emd : Unregularized OT ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT """ p=0.5 epsilon = 1e-3 # init data Nini = len(a) Nfin = len(b) indices_labels = [] idx_begin = np.min(labels_a) for c in range(idx_begin,np.max(labels_a)+1): idxc = indices(labels_a, lambda x: x==c) indices_labels.append(idxc) W=np.zeros(M.shape) for cpt in range(numItermax): Mreg = M + eta*W transp=sinkhorn(a,b,Mreg,reg,numItermax=numInnerItermax, stopThr=stopInnerThr) # the transport has been computed. Check if classes are really separated W = np.ones((Nini,Nfin)) for t in range(Nfin): column = transp[:,t] all_maj = [] for c in range(idx_begin,np.max(labels_a)+1): col_c = column[indices_labels[c-idx_begin]] if c!=-1: maj = p*((sum(col_c)+epsilon)**(p-1)) W[indices_labels[c-idx_begin],t]=maj all_maj.append(maj) # now we majorize the unlabelled by the min of the majorizations # do it only for unlabbled data if idx_begin==-1: W[indices_labels[0],t]=np.min(all_maj) return transp def joint_OT_mapping_linear(xs,xt,mu=1,eta=0.001,bias=False,verbose=False,verbose2=False,numItermax = 100,numInnerItermax = 20,stopInnerThr=1e-9,stopThr=1e-6,log=False,**kwargs): """Joint Ot and mapping estimation (uniform weights and ) """ ns,nt,d=xs.shape[0],xt.shape[0],xt.shape[1] if bias: xs1=np.hstack((xs,np.ones((ns,1)))) xstxs=xs1.T.dot(xs1) I=np.eye(d+1) I[-1]=0 I0=I[:,:-1] sel=lambda x : x[:-1,:] else: xs1=xs xstxs=xs1.T.dot(xs1) I=np.eye(d) I0=I sel=lambda x : x if log: log={'err':[]} a,b=unif(ns),unif(nt) M=dist(xs,xt)*ns G=emd(a,b,M) vloss=[] def loss(L,G): """Compute full loss""" return np.sum((xs1.dot(L)-ns*G.dot(xt))**2)+mu*np.sum(G*M)+eta*np.sum(sel(L-I0)**2) def solve_L(G): """ solve L problem with fixed G (least square)""" xst=ns*G.dot(xt) return np.linalg.solve(xstxs+eta*I,xs1.T.dot(xst)+eta*I0) def solve_G(L,G0): """Update G with CG algorithm""" xsi=xs1.dot(L) def f(G): return np.sum((xsi-ns*G.dot(xt))**2) def df(G): return -2*ns*(xsi-ns*G.dot(xt)).dot(xt.T) G=cg(a,b,M,1.0/mu,f,df,G0=G0,numItermax=numInnerItermax,stopThr=stopInnerThr) return G L=solve_L(G) vloss.append(loss(L,G)) if verbose: print('{:5s}|{:12s}|{:8s}'.format('It.','Loss','Delta loss')+'\n'+'-'*32) print('{:5d}|{:8e}|{:8e}'.format(0,vloss[-1],0)) # init loop if numItermax>0: loop=1 else: loop=0 it=0 while loop: it+=1 # update G G=solve_G(L,G) #update L L=solve_L(G) vloss.append(loss(L,G)) if it>=numItermax: loop=0 if abs(vloss[-1]-vloss[-2])0: loop=1 else: loop=0 it=0 while loop: it+=1 # update G G=solve_G(L,G) #update L L=solve_L(G) vloss.append(loss(L,G)) if it>=numItermax: loop=0 if abs(vloss[-1]-vloss[-2])0: # >0 then source to target G=self.G w=self.ws.reshape((self.xs.shape[0],1)) x=self.xt else: G=self.G.T w=self.wt.reshape((self.xt.shape[0],1)) x=self.xs if self.computed: if self.metric=='sqeuclidean': return np.dot(G/w,x) # weighted mean else: print("Warning, metric not handled yet, using weighted average") return np.dot(G/w,x) # weighted mean return None else: print("Warning, model not fitted yet, returning None") return None def predict(self,x,direction=1): """ Out of sample mapping using the formulation from Ferradans It basically find the source sample the nearset to the nex sample and apply the difference to the displaced source sample. """ if direction>0: # >0 then source to target xf=self.xt x0=self.xs else: xf=self.xs x0=self.xt D0=dist(x,x0) # dist netween new samples an source idx=np.argmin(D0,1) # closest one xf=self.interp(direction)# interp the source samples return xf[idx,:]+x-x0[idx,:] # aply the delta to the interpolation 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): """ Fit domain adaptation between samples is xs and xt (with optional weights)""" self.xs=xs self.xt=xt if wt is None: wt=unif(xt.shape[0]) if ws is None: ws=unif(xs.shape[0]) self.ws=ws self.wt=wt self.M=dist(xs,xt,metric=self.metric) self.G=sinkhorn(ws,wt,self.M,reg,**kwargs) self.computed=True class OTDA_lpl1(OTDA): """Class for domain adaptation with optimal transport with entropic an group regularization""" def fit(self,xs,ys,xt,reg=1,eta=1,ws=None,wt=None,**kwargs): """ Fit domain adaptation between samples is xs and xt (with optional weights)""" self.xs=xs self.xt=xt if wt is None: wt=unif(xt.shape[0]) if ws is None: ws=unif(xs.shape[0]) self.ws=ws self.wt=wt self.M=dist(xs,xt,metric=self.metric) self.G=sinkhorn_lpl1_mm(ws,ys,wt,self.M,reg,eta,**kwargs) self.computed=True class OTDA_mapping_linear(OTDA): """Class for optimal transport with joint linear mapping estimation""" def __init__(self): """ Class initialization""" self.xs=0 self.xt=0 self.G=0 self.L=0 self.bias=False self.computed=False self.metric='sqeuclidean' def fit(self,xs,xt,mu=1,eta=1,bias=False,**kwargs): """ Fit domain adaptation between samples is xs and xt (with optional weights)""" self.xs=xs self.xt=xt self.bias=bias self.ws=unif(xs.shape[0]) self.wt=unif(xt.shape[0]) self.G,self.L=joint_OT_mapping_linear(xs,xt,mu=mu,eta=eta,bias=bias,**kwargs) self.computed=True def mapping(self): return lambda x: self.predict(x) def predict(self,x): """ Out of sample mapping using the formulation from Ferradans It basically find the source sample the nearset to the nex sample and apply the difference to the displaced source sample. """ if self.computed: if self.bias: x=np.hstack((x,np.ones((x.shape[0],1)))) return x.dot(self.L) # aply the delta to the interpolation else: print("Warning, model not fitted yet, returning None") return None class OTDA_mapping_kernel(OTDA_mapping_linear): """Class for optimal transport with joint linear mapping estimation""" def fit(self,xs,xt,mu=1,eta=1,bias=False,kerneltype='gaussian',sigma=1,**kwargs): """ Fit domain adaptation between samples is xs and xt (with optional weights)""" self.xs=xs self.xt=xt self.bias=bias self.ws=unif(xs.shape[0]) self.wt=unif(xt.shape[0]) self.kernel=kerneltype self.sigma=sigma self.kwargs=kwargs self.G,self.L=joint_OT_mapping_kernel(xs,xt,mu=mu,eta=eta,bias=bias,**kwargs) self.computed=True def predict(self,x): """ Out of sample mapping using the formulation from Ferradans It basically find the source sample the nearset to the nex sample and apply the difference to the displaced source sample. """ if self.computed: K=kernel(x,self.xs,method=self.kernel,sigma=self.sigma,**self.kwargs) if self.bias: K=np.hstack((K,np.ones((x.shape[0],1)))) return K.dot(self.L) else: print("Warning, model not fitted yet, returning None") return None