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google/openhtf
openhtf/plugs/user_input.py
UserInput.wait_for_prompt
def wait_for_prompt(self, timeout_s=None): """Wait for the user to respond to the current prompt. Args: timeout_s: Seconds to wait before raising a PromptUnansweredError. Returns: A string response, or the empty string if text_input was False. Raises: PromptUnansweredError: Timed out waiting for the user to respond. """ with self._cond: if self._prompt: if timeout_s is None: self._cond.wait(3600 * 24 * 365) else: self._cond.wait(timeout_s) if self._response is None: raise PromptUnansweredError return self._response
python
def wait_for_prompt(self, timeout_s=None): """Wait for the user to respond to the current prompt. Args: timeout_s: Seconds to wait before raising a PromptUnansweredError. Returns: A string response, or the empty string if text_input was False. Raises: PromptUnansweredError: Timed out waiting for the user to respond. """ with self._cond: if self._prompt: if timeout_s is None: self._cond.wait(3600 * 24 * 365) else: self._cond.wait(timeout_s) if self._response is None: raise PromptUnansweredError return self._response
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Wait for the user to respond to the current prompt. Args: timeout_s: Seconds to wait before raising a PromptUnansweredError. Returns: A string response, or the empty string if text_input was False. Raises: PromptUnansweredError: Timed out waiting for the user to respond.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/user_input.py#L218-L238
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google/openhtf
openhtf/plugs/user_input.py
UserInput.respond
def respond(self, prompt_id, response): """Respond to the prompt with the given ID. If there is no active prompt or the given ID doesn't match the active prompt, do nothing. Args: prompt_id: A string uniquely identifying the prompt. response: A string response to the given prompt. Returns: True if the prompt with the given ID was active, otherwise False. """ _LOG.debug('Responding to prompt (%s): "%s"', prompt_id, response) with self._cond: if not (self._prompt and self._prompt.id == prompt_id): return False self._response = response self.last_response = (prompt_id, response) self.remove_prompt() self._cond.notifyAll() return True
python
def respond(self, prompt_id, response): """Respond to the prompt with the given ID. If there is no active prompt or the given ID doesn't match the active prompt, do nothing. Args: prompt_id: A string uniquely identifying the prompt. response: A string response to the given prompt. Returns: True if the prompt with the given ID was active, otherwise False. """ _LOG.debug('Responding to prompt (%s): "%s"', prompt_id, response) with self._cond: if not (self._prompt and self._prompt.id == prompt_id): return False self._response = response self.last_response = (prompt_id, response) self.remove_prompt() self._cond.notifyAll() return True
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Respond to the prompt with the given ID. If there is no active prompt or the given ID doesn't match the active prompt, do nothing. Args: prompt_id: A string uniquely identifying the prompt. response: A string response to the given prompt. Returns: True if the prompt with the given ID was active, otherwise False.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/user_input.py#L240-L261
train
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google/openhtf
openhtf/core/phase_executor.py
PhaseExecutionOutcome.is_terminal
def is_terminal(self): """True if this result will stop the test.""" return (self.raised_exception or self.is_timeout or self.phase_result == openhtf.PhaseResult.STOP)
python
def is_terminal(self): """True if this result will stop the test.""" return (self.raised_exception or self.is_timeout or self.phase_result == openhtf.PhaseResult.STOP)
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_executor.py
PhaseExecutorThread._thread_proc
def _thread_proc(self): """Execute the encompassed phase and save the result.""" # Call the phase, save the return value, or default it to CONTINUE. phase_return = self._phase_desc(self._test_state) if phase_return is None: phase_return = openhtf.PhaseResult.CONTINUE # If phase_return is invalid, this will raise, and _phase_execution_outcome # will get set to the InvalidPhaseResultError in _thread_exception instead. self._phase_execution_outcome = PhaseExecutionOutcome(phase_return)
python
def _thread_proc(self): """Execute the encompassed phase and save the result.""" # Call the phase, save the return value, or default it to CONTINUE. phase_return = self._phase_desc(self._test_state) if phase_return is None: phase_return = openhtf.PhaseResult.CONTINUE # If phase_return is invalid, this will raise, and _phase_execution_outcome # will get set to the InvalidPhaseResultError in _thread_exception instead. self._phase_execution_outcome = PhaseExecutionOutcome(phase_return)
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_executor.py#L152-L161
train
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google/openhtf
openhtf/core/phase_executor.py
PhaseExecutorThread.join_or_die
def join_or_die(self): """Wait for thread to finish, returning a PhaseExecutionOutcome instance.""" if self._phase_desc.options.timeout_s is not None: self.join(self._phase_desc.options.timeout_s) else: self.join(DEFAULT_PHASE_TIMEOUT_S) # We got a return value or an exception and handled it. if isinstance(self._phase_execution_outcome, PhaseExecutionOutcome): return self._phase_execution_outcome # Check for timeout, indicated by None for # PhaseExecutionOutcome.phase_result. if self.is_alive(): self.kill() return PhaseExecutionOutcome(None) # Phase was killed. return PhaseExecutionOutcome(threads.ThreadTerminationError())
python
def join_or_die(self): """Wait for thread to finish, returning a PhaseExecutionOutcome instance.""" if self._phase_desc.options.timeout_s is not None: self.join(self._phase_desc.options.timeout_s) else: self.join(DEFAULT_PHASE_TIMEOUT_S) # We got a return value or an exception and handled it. if isinstance(self._phase_execution_outcome, PhaseExecutionOutcome): return self._phase_execution_outcome # Check for timeout, indicated by None for # PhaseExecutionOutcome.phase_result. if self.is_alive(): self.kill() return PhaseExecutionOutcome(None) # Phase was killed. return PhaseExecutionOutcome(threads.ThreadTerminationError())
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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221,904
google/openhtf
openhtf/core/phase_executor.py
PhaseExecutor.execute_phase
def execute_phase(self, phase): """Executes a phase or skips it, yielding PhaseExecutionOutcome instances. Args: phase: Phase to execute. Returns: The final PhaseExecutionOutcome that wraps the phase return value (or exception) of the final phase run. All intermediary results, if any, are REPEAT and handled internally. Returning REPEAT here means the phase hit its limit for repetitions. """ repeat_count = 1 repeat_limit = phase.options.repeat_limit or sys.maxsize while not self._stopping.is_set(): is_last_repeat = repeat_count >= repeat_limit phase_execution_outcome = self._execute_phase_once(phase, is_last_repeat) if phase_execution_outcome.is_repeat and not is_last_repeat: repeat_count += 1 continue return phase_execution_outcome # We've been cancelled, so just 'timeout' the phase. return PhaseExecutionOutcome(None)
python
def execute_phase(self, phase): """Executes a phase or skips it, yielding PhaseExecutionOutcome instances. Args: phase: Phase to execute. Returns: The final PhaseExecutionOutcome that wraps the phase return value (or exception) of the final phase run. All intermediary results, if any, are REPEAT and handled internally. Returning REPEAT here means the phase hit its limit for repetitions. """ repeat_count = 1 repeat_limit = phase.options.repeat_limit or sys.maxsize while not self._stopping.is_set(): is_last_repeat = repeat_count >= repeat_limit phase_execution_outcome = self._execute_phase_once(phase, is_last_repeat) if phase_execution_outcome.is_repeat and not is_last_repeat: repeat_count += 1 continue return phase_execution_outcome # We've been cancelled, so just 'timeout' the phase. return PhaseExecutionOutcome(None)
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Executes a phase or skips it, yielding PhaseExecutionOutcome instances. Args: phase: Phase to execute. Returns: The final PhaseExecutionOutcome that wraps the phase return value (or exception) of the final phase run. All intermediary results, if any, are REPEAT and handled internally. Returning REPEAT here means the phase hit its limit for repetitions.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_executor.py#L211-L235
train
221,905
google/openhtf
openhtf/core/phase_executor.py
PhaseExecutor._execute_phase_once
def _execute_phase_once(self, phase_desc, is_last_repeat): """Executes the given phase, returning a PhaseExecutionOutcome.""" # Check this before we create a PhaseState and PhaseRecord. if phase_desc.options.run_if and not phase_desc.options.run_if(): _LOG.debug('Phase %s skipped due to run_if returning falsey.', phase_desc.name) return PhaseExecutionOutcome(openhtf.PhaseResult.SKIP) override_result = None with self.test_state.running_phase_context(phase_desc) as phase_state: _LOG.debug('Executing phase %s', phase_desc.name) with self._current_phase_thread_lock: # Checking _stopping must be in the lock context, otherwise there is a # race condition: this thread checks _stopping and then switches to # another thread where stop() sets _stopping and checks # _current_phase_thread (which would not be set yet). In that case, the # new phase thread will be still be started. if self._stopping.is_set(): # PhaseRecord will be written at this point, so ensure that it has a # Killed result. result = PhaseExecutionOutcome(threads.ThreadTerminationError()) phase_state.result = result return result phase_thread = PhaseExecutorThread(phase_desc, self.test_state) phase_thread.start() self._current_phase_thread = phase_thread phase_state.result = phase_thread.join_or_die() if phase_state.result.is_repeat and is_last_repeat: _LOG.error('Phase returned REPEAT, exceeding repeat_limit.') phase_state.hit_repeat_limit = True override_result = PhaseExecutionOutcome(openhtf.PhaseResult.STOP) self._current_phase_thread = None # Refresh the result in case a validation for a partially set measurement # raised an exception. result = override_result or phase_state.result _LOG.debug('Phase %s finished with result %s', phase_desc.name, result.phase_result) return result
python
def _execute_phase_once(self, phase_desc, is_last_repeat): """Executes the given phase, returning a PhaseExecutionOutcome.""" # Check this before we create a PhaseState and PhaseRecord. if phase_desc.options.run_if and not phase_desc.options.run_if(): _LOG.debug('Phase %s skipped due to run_if returning falsey.', phase_desc.name) return PhaseExecutionOutcome(openhtf.PhaseResult.SKIP) override_result = None with self.test_state.running_phase_context(phase_desc) as phase_state: _LOG.debug('Executing phase %s', phase_desc.name) with self._current_phase_thread_lock: # Checking _stopping must be in the lock context, otherwise there is a # race condition: this thread checks _stopping and then switches to # another thread where stop() sets _stopping and checks # _current_phase_thread (which would not be set yet). In that case, the # new phase thread will be still be started. if self._stopping.is_set(): # PhaseRecord will be written at this point, so ensure that it has a # Killed result. result = PhaseExecutionOutcome(threads.ThreadTerminationError()) phase_state.result = result return result phase_thread = PhaseExecutorThread(phase_desc, self.test_state) phase_thread.start() self._current_phase_thread = phase_thread phase_state.result = phase_thread.join_or_die() if phase_state.result.is_repeat and is_last_repeat: _LOG.error('Phase returned REPEAT, exceeding repeat_limit.') phase_state.hit_repeat_limit = True override_result = PhaseExecutionOutcome(openhtf.PhaseResult.STOP) self._current_phase_thread = None # Refresh the result in case a validation for a partially set measurement # raised an exception. result = override_result or phase_state.result _LOG.debug('Phase %s finished with result %s', phase_desc.name, result.phase_result) return result
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_executor.py
PhaseExecutor.stop
def stop(self, timeout_s=None): """Stops execution of the current phase, if any. It will raise a ThreadTerminationError, which will cause the test to stop executing and terminate with an ERROR state. Args: timeout_s: int or None, timeout in seconds to wait for the phase to stop. """ self._stopping.set() with self._current_phase_thread_lock: phase_thread = self._current_phase_thread if not phase_thread: return if phase_thread.is_alive(): phase_thread.kill() _LOG.debug('Waiting for cancelled phase to exit: %s', phase_thread) timeout = timeouts.PolledTimeout.from_seconds(timeout_s) while phase_thread.is_alive() and not timeout.has_expired(): time.sleep(0.1) _LOG.debug('Cancelled phase %s exit', "didn't" if phase_thread.is_alive() else 'did') # Clear the currently running phase, whether it finished or timed out. self.test_state.stop_running_phase()
python
def stop(self, timeout_s=None): """Stops execution of the current phase, if any. It will raise a ThreadTerminationError, which will cause the test to stop executing and terminate with an ERROR state. Args: timeout_s: int or None, timeout in seconds to wait for the phase to stop. """ self._stopping.set() with self._current_phase_thread_lock: phase_thread = self._current_phase_thread if not phase_thread: return if phase_thread.is_alive(): phase_thread.kill() _LOG.debug('Waiting for cancelled phase to exit: %s', phase_thread) timeout = timeouts.PolledTimeout.from_seconds(timeout_s) while phase_thread.is_alive() and not timeout.has_expired(): time.sleep(0.1) _LOG.debug('Cancelled phase %s exit', "didn't" if phase_thread.is_alive() else 'did') # Clear the currently running phase, whether it finished or timed out. self.test_state.stop_running_phase()
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Stops execution of the current phase, if any. It will raise a ThreadTerminationError, which will cause the test to stop executing and terminate with an ERROR state. Args: timeout_s: int or None, timeout in seconds to wait for the phase to stop.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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google/openhtf
openhtf/core/phase_group.py
load_code_info
def load_code_info(phases_or_groups): """Recursively load code info for a PhaseGroup or list of phases or groups.""" if isinstance(phases_or_groups, PhaseGroup): return phases_or_groups.load_code_info() ret = [] for phase in phases_or_groups: if isinstance(phase, PhaseGroup): ret.append(phase.load_code_info()) else: ret.append( mutablerecords.CopyRecord( phase, code_info=test_record.CodeInfo.for_function(phase.func))) return ret
python
def load_code_info(phases_or_groups): """Recursively load code info for a PhaseGroup or list of phases or groups.""" if isinstance(phases_or_groups, PhaseGroup): return phases_or_groups.load_code_info() ret = [] for phase in phases_or_groups: if isinstance(phase, PhaseGroup): ret.append(phase.load_code_info()) else: ret.append( mutablerecords.CopyRecord( phase, code_info=test_record.CodeInfo.for_function(phase.func))) return ret
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_group.py#L192-L204
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google/openhtf
openhtf/core/phase_group.py
flatten_phases_and_groups
def flatten_phases_and_groups(phases_or_groups): """Recursively flatten nested lists for the list of phases or groups.""" if isinstance(phases_or_groups, PhaseGroup): phases_or_groups = [phases_or_groups] ret = [] for phase in phases_or_groups: if isinstance(phase, PhaseGroup): ret.append(phase.flatten()) elif isinstance(phase, collections.Iterable): ret.extend(flatten_phases_and_groups(phase)) else: ret.append(phase_descriptor.PhaseDescriptor.wrap_or_copy(phase)) return ret
python
def flatten_phases_and_groups(phases_or_groups): """Recursively flatten nested lists for the list of phases or groups.""" if isinstance(phases_or_groups, PhaseGroup): phases_or_groups = [phases_or_groups] ret = [] for phase in phases_or_groups: if isinstance(phase, PhaseGroup): ret.append(phase.flatten()) elif isinstance(phase, collections.Iterable): ret.extend(flatten_phases_and_groups(phase)) else: ret.append(phase_descriptor.PhaseDescriptor.wrap_or_copy(phase)) return ret
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_group.py
optionally_with_args
def optionally_with_args(phase, **kwargs): """Apply only the args that the phase knows. If the phase has a **kwargs-style argument, it counts as knowing all args. Args: phase: phase_descriptor.PhaseDescriptor or PhaseGroup or callable, or iterable of those, the phase or phase group (or iterable) to apply with_args to. **kwargs: arguments to apply to the phase. Returns: phase_descriptor.PhaseDescriptor or PhaseGroup or iterable with the updated args. """ if isinstance(phase, PhaseGroup): return phase.with_args(**kwargs) if isinstance(phase, collections.Iterable): return [optionally_with_args(p, **kwargs) for p in phase] if not isinstance(phase, phase_descriptor.PhaseDescriptor): phase = phase_descriptor.PhaseDescriptor.wrap_or_copy(phase) return phase.with_known_args(**kwargs)
python
def optionally_with_args(phase, **kwargs): """Apply only the args that the phase knows. If the phase has a **kwargs-style argument, it counts as knowing all args. Args: phase: phase_descriptor.PhaseDescriptor or PhaseGroup or callable, or iterable of those, the phase or phase group (or iterable) to apply with_args to. **kwargs: arguments to apply to the phase. Returns: phase_descriptor.PhaseDescriptor or PhaseGroup or iterable with the updated args. """ if isinstance(phase, PhaseGroup): return phase.with_args(**kwargs) if isinstance(phase, collections.Iterable): return [optionally_with_args(p, **kwargs) for p in phase] if not isinstance(phase, phase_descriptor.PhaseDescriptor): phase = phase_descriptor.PhaseDescriptor.wrap_or_copy(phase) return phase.with_known_args(**kwargs)
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_group.py#L222-L244
train
221,910
google/openhtf
openhtf/core/phase_group.py
optionally_with_plugs
def optionally_with_plugs(phase, **subplugs): """Apply only the with_plugs that the phase knows. This will determine the subset of plug overrides for only plugs the phase actually has. Args: phase: phase_descriptor.PhaseDescriptor or PhaseGroup or callable, or iterable of those, the phase or phase group (or iterable) to apply the plug changes to. **subplugs: mapping from plug name to derived plug class, the subplugs to apply. Raises: openhtf.plugs.InvalidPlugError: if a specified subplug class is not a valid replacement for the specified plug name. Returns: phase_descriptor.PhaseDescriptor or PhaseGroup or iterable with the updated plugs. """ if isinstance(phase, PhaseGroup): return phase.with_plugs(**subplugs) if isinstance(phase, collections.Iterable): return [optionally_with_plugs(p, **subplugs) for p in phase] if not isinstance(phase, phase_descriptor.PhaseDescriptor): phase = phase_descriptor.PhaseDescriptor.wrap_or_copy(phase) return phase.with_known_plugs(**subplugs)
python
def optionally_with_plugs(phase, **subplugs): """Apply only the with_plugs that the phase knows. This will determine the subset of plug overrides for only plugs the phase actually has. Args: phase: phase_descriptor.PhaseDescriptor or PhaseGroup or callable, or iterable of those, the phase or phase group (or iterable) to apply the plug changes to. **subplugs: mapping from plug name to derived plug class, the subplugs to apply. Raises: openhtf.plugs.InvalidPlugError: if a specified subplug class is not a valid replacement for the specified plug name. Returns: phase_descriptor.PhaseDescriptor or PhaseGroup or iterable with the updated plugs. """ if isinstance(phase, PhaseGroup): return phase.with_plugs(**subplugs) if isinstance(phase, collections.Iterable): return [optionally_with_plugs(p, **subplugs) for p in phase] if not isinstance(phase, phase_descriptor.PhaseDescriptor): phase = phase_descriptor.PhaseDescriptor.wrap_or_copy(phase) return phase.with_known_plugs(**subplugs)
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Apply only the with_plugs that the phase knows. This will determine the subset of plug overrides for only plugs the phase actually has. Args: phase: phase_descriptor.PhaseDescriptor or PhaseGroup or callable, or iterable of those, the phase or phase group (or iterable) to apply the plug changes to. **subplugs: mapping from plug name to derived plug class, the subplugs to apply. Raises: openhtf.plugs.InvalidPlugError: if a specified subplug class is not a valid replacement for the specified plug name. Returns: phase_descriptor.PhaseDescriptor or PhaseGroup or iterable with the updated plugs.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
221,911
google/openhtf
openhtf/core/phase_group.py
PhaseGroup.convert_if_not
def convert_if_not(cls, phases_or_groups): """Convert list of phases or groups into a new PhaseGroup if not already.""" if isinstance(phases_or_groups, PhaseGroup): return mutablerecords.CopyRecord(phases_or_groups) flattened = flatten_phases_and_groups(phases_or_groups) return cls(main=flattened)
python
def convert_if_not(cls, phases_or_groups): """Convert list of phases or groups into a new PhaseGroup if not already.""" if isinstance(phases_or_groups, PhaseGroup): return mutablerecords.CopyRecord(phases_or_groups) flattened = flatten_phases_and_groups(phases_or_groups) return cls(main=flattened)
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Convert list of phases or groups into a new PhaseGroup if not already.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_group.py#L79-L85
train
221,912
google/openhtf
openhtf/core/phase_group.py
PhaseGroup.with_context
def with_context(cls, setup_phases, teardown_phases): """Create PhaseGroup creator function with setup and teardown phases. Args: setup_phases: list of phase_descriptor.PhaseDescriptors/PhaseGroups/ callables/iterables, phases to run during the setup for the PhaseGroup returned from the created function. teardown_phases: list of phase_descriptor.PhaseDescriptors/PhaseGroups/ callables/iterables, phases to run during the teardown for the PhaseGroup returned from the created function. Returns: Function that takes *phases and returns a PhaseGroup with the predefined setup and teardown phases, with *phases as the main phases. """ setup = flatten_phases_and_groups(setup_phases) teardown = flatten_phases_and_groups(teardown_phases) def _context_wrapper(*phases): return cls(setup=setup, main=flatten_phases_and_groups(phases), teardown=teardown) return _context_wrapper
python
def with_context(cls, setup_phases, teardown_phases): """Create PhaseGroup creator function with setup and teardown phases. Args: setup_phases: list of phase_descriptor.PhaseDescriptors/PhaseGroups/ callables/iterables, phases to run during the setup for the PhaseGroup returned from the created function. teardown_phases: list of phase_descriptor.PhaseDescriptors/PhaseGroups/ callables/iterables, phases to run during the teardown for the PhaseGroup returned from the created function. Returns: Function that takes *phases and returns a PhaseGroup with the predefined setup and teardown phases, with *phases as the main phases. """ setup = flatten_phases_and_groups(setup_phases) teardown = flatten_phases_and_groups(teardown_phases) def _context_wrapper(*phases): return cls(setup=setup, main=flatten_phases_and_groups(phases), teardown=teardown) return _context_wrapper
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Create PhaseGroup creator function with setup and teardown phases. Args: setup_phases: list of phase_descriptor.PhaseDescriptors/PhaseGroups/ callables/iterables, phases to run during the setup for the PhaseGroup returned from the created function. teardown_phases: list of phase_descriptor.PhaseDescriptors/PhaseGroups/ callables/iterables, phases to run during the teardown for the PhaseGroup returned from the created function. Returns: Function that takes *phases and returns a PhaseGroup with the predefined setup and teardown phases, with *phases as the main phases.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_group.py#L88-L110
train
221,913
google/openhtf
openhtf/core/phase_group.py
PhaseGroup.combine
def combine(self, other, name=None): """Combine with another PhaseGroup and return the result.""" return PhaseGroup( setup=self.setup + other.setup, main=self.main + other.main, teardown=self.teardown + other.teardown, name=name)
python
def combine(self, other, name=None): """Combine with another PhaseGroup and return the result.""" return PhaseGroup( setup=self.setup + other.setup, main=self.main + other.main, teardown=self.teardown + other.teardown, name=name)
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Combine with another PhaseGroup and return the result.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_group.py
PhaseGroup.wrap
def wrap(self, main_phases, name=None): """Returns PhaseGroup with additional main phases.""" new_main = list(self.main) if isinstance(main_phases, collections.Iterable): new_main.extend(main_phases) else: new_main.append(main_phases) return PhaseGroup( setup=self.setup, main=new_main, teardown=self.teardown, name=name)
python
def wrap(self, main_phases, name=None): """Returns PhaseGroup with additional main phases.""" new_main = list(self.main) if isinstance(main_phases, collections.Iterable): new_main.extend(main_phases) else: new_main.append(main_phases) return PhaseGroup( setup=self.setup, main=new_main, teardown=self.teardown, name=name)
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Returns PhaseGroup with additional main phases.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
221,915
google/openhtf
openhtf/core/phase_group.py
PhaseGroup.flatten
def flatten(self): """Internally flatten out nested iterables.""" return PhaseGroup( setup=flatten_phases_and_groups(self.setup), main=flatten_phases_and_groups(self.main), teardown=flatten_phases_and_groups(self.teardown), name=self.name)
python
def flatten(self): """Internally flatten out nested iterables.""" return PhaseGroup( setup=flatten_phases_and_groups(self.setup), main=flatten_phases_and_groups(self.main), teardown=flatten_phases_and_groups(self.teardown), name=self.name)
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Internally flatten out nested iterables.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_group.py
PhaseGroup.load_code_info
def load_code_info(self): """Load coded info for all contained phases.""" return PhaseGroup( setup=load_code_info(self.setup), main=load_code_info(self.main), teardown=load_code_info(self.teardown), name=self.name)
python
def load_code_info(self): """Load coded info for all contained phases.""" return PhaseGroup( setup=load_code_info(self.setup), main=load_code_info(self.main), teardown=load_code_info(self.teardown), name=self.name)
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Load coded info for all contained phases.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/output/servers/pub_sub.py
PubSub.publish
def publish(cls, message, client_filter=None): """Publish messages to subscribers. Args: message: The message to publish. client_filter: A filter function to call passing in each client. Only clients for whom the function returns True will have the message sent to them. """ with cls._lock: for client in cls.subscribers: if (not client_filter) or client_filter(client): client.send(message)
python
def publish(cls, message, client_filter=None): """Publish messages to subscribers. Args: message: The message to publish. client_filter: A filter function to call passing in each client. Only clients for whom the function returns True will have the message sent to them. """ with cls._lock: for client in cls.subscribers: if (not client_filter) or client_filter(client): client.send(message)
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
221,918
google/openhtf
examples/repeat.py
FailTwicePlug.run
def run(self): """Increments counter and raises an exception for first two runs.""" self.count += 1 print('FailTwicePlug: Run number %s' % (self.count)) if self.count < 3: raise RuntimeError('Fails a couple times') return True
python
def run(self): """Increments counter and raises an exception for first two runs.""" self.count += 1 print('FailTwicePlug: Run number %s' % (self.count)) if self.count < 3: raise RuntimeError('Fails a couple times') return True
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_descriptor.py
PhaseOptions.format_strings
def format_strings(self, **kwargs): """String substitution of name.""" return mutablerecords.CopyRecord( self, name=util.format_string(self.name, kwargs))
python
def format_strings(self, **kwargs): """String substitution of name.""" return mutablerecords.CopyRecord( self, name=util.format_string(self.name, kwargs))
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String substitution of name.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_descriptor.py#L96-L99
train
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google/openhtf
openhtf/core/phase_descriptor.py
PhaseDescriptor.wrap_or_copy
def wrap_or_copy(cls, func, **options): """Return a new PhaseDescriptor from the given function or instance. We want to return a new copy so that you can reuse a phase with different options, plugs, measurements, etc. Args: func: A phase function or PhaseDescriptor instance. **options: Options to update on the result. Raises: PhaseWrapError: if func is a openhtf.PhaseGroup. Returns: A new PhaseDescriptor object. """ if isinstance(func, openhtf.PhaseGroup): raise PhaseWrapError('Cannot wrap PhaseGroup <%s> as a phase.' % ( func.name or 'Unnamed')) if isinstance(func, cls): # We want to copy so that a phase can be reused with different options # or kwargs. See with_args() below for more details. retval = mutablerecords.CopyRecord(func) else: retval = cls(func) retval.options.update(**options) return retval
python
def wrap_or_copy(cls, func, **options): """Return a new PhaseDescriptor from the given function or instance. We want to return a new copy so that you can reuse a phase with different options, plugs, measurements, etc. Args: func: A phase function or PhaseDescriptor instance. **options: Options to update on the result. Raises: PhaseWrapError: if func is a openhtf.PhaseGroup. Returns: A new PhaseDescriptor object. """ if isinstance(func, openhtf.PhaseGroup): raise PhaseWrapError('Cannot wrap PhaseGroup <%s> as a phase.' % ( func.name or 'Unnamed')) if isinstance(func, cls): # We want to copy so that a phase can be reused with different options # or kwargs. See with_args() below for more details. retval = mutablerecords.CopyRecord(func) else: retval = cls(func) retval.options.update(**options) return retval
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Return a new PhaseDescriptor from the given function or instance. We want to return a new copy so that you can reuse a phase with different options, plugs, measurements, etc. Args: func: A phase function or PhaseDescriptor instance. **options: Options to update on the result. Raises: PhaseWrapError: if func is a openhtf.PhaseGroup. Returns: A new PhaseDescriptor object.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
221,921
google/openhtf
openhtf/core/phase_descriptor.py
PhaseDescriptor.with_known_args
def with_known_args(self, **kwargs): """Send only known keyword-arguments to the phase when called.""" argspec = inspect.getargspec(self.func) stored = {} for key, arg in six.iteritems(kwargs): if key in argspec.args or argspec.keywords: stored[key] = arg if stored: return self.with_args(**stored) return self
python
def with_known_args(self, **kwargs): """Send only known keyword-arguments to the phase when called.""" argspec = inspect.getargspec(self.func) stored = {} for key, arg in six.iteritems(kwargs): if key in argspec.args or argspec.keywords: stored[key] = arg if stored: return self.with_args(**stored) return self
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
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train
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google/openhtf
openhtf/core/phase_descriptor.py
PhaseDescriptor.with_args
def with_args(self, **kwargs): """Send these keyword-arguments to the phase when called.""" # Make a copy so we can have multiple of the same phase with different args # in the same test. new_info = mutablerecords.CopyRecord(self) new_info.options = new_info.options.format_strings(**kwargs) new_info.extra_kwargs.update(kwargs) new_info.measurements = [m.with_args(**kwargs) for m in self.measurements] return new_info
python
def with_args(self, **kwargs): """Send these keyword-arguments to the phase when called.""" # Make a copy so we can have multiple of the same phase with different args # in the same test. new_info = mutablerecords.CopyRecord(self) new_info.options = new_info.options.format_strings(**kwargs) new_info.extra_kwargs.update(kwargs) new_info.measurements = [m.with_args(**kwargs) for m in self.measurements] return new_info
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_descriptor.py#L190-L198
train
221,923
google/openhtf
openhtf/core/phase_descriptor.py
PhaseDescriptor._apply_with_plugs
def _apply_with_plugs(self, subplugs, error_on_unknown): """Substitute plugs for placeholders for this phase. Args: subplugs: dict of plug name to plug class, plug classes to replace. error_on_unknown: bool, if True, then error when an unknown plug name is provided. Raises: openhtf.plugs.InvalidPlugError if for one of the plug names one of the following is true: - error_on_unknown is True and the plug name is not registered. - The new plug subclass is not a subclass of the original. - The original plug class is not a placeholder or automatic placeholder. Returns: PhaseDescriptor with updated plugs. """ plugs_by_name = {plug.name: plug for plug in self.plugs} new_plugs = dict(plugs_by_name) for name, sub_class in six.iteritems(subplugs): original_plug = plugs_by_name.get(name) accept_substitute = True if original_plug is None: if not error_on_unknown: continue accept_substitute = False elif isinstance(original_plug.cls, openhtf.plugs.PlugPlaceholder): accept_substitute = issubclass(sub_class, original_plug.cls.base_class) else: # Check __dict__ to see if the attribute is explicitly defined in the # class, rather than being defined in a parent class. accept_substitute = ('auto_placeholder' in original_plug.cls.__dict__ and original_plug.cls.auto_placeholder and issubclass(sub_class, original_plug.cls)) if not accept_substitute: raise openhtf.plugs.InvalidPlugError( 'Could not find valid placeholder for substitute plug %s ' 'required for phase %s' % (name, self.name)) new_plugs[name] = mutablerecords.CopyRecord(original_plug, cls=sub_class) return mutablerecords.CopyRecord( self, plugs=list(new_plugs.values()), options=self.options.format_strings(**subplugs), measurements=[m.with_args(**subplugs) for m in self.measurements])
python
def _apply_with_plugs(self, subplugs, error_on_unknown): """Substitute plugs for placeholders for this phase. Args: subplugs: dict of plug name to plug class, plug classes to replace. error_on_unknown: bool, if True, then error when an unknown plug name is provided. Raises: openhtf.plugs.InvalidPlugError if for one of the plug names one of the following is true: - error_on_unknown is True and the plug name is not registered. - The new plug subclass is not a subclass of the original. - The original plug class is not a placeholder or automatic placeholder. Returns: PhaseDescriptor with updated plugs. """ plugs_by_name = {plug.name: plug for plug in self.plugs} new_plugs = dict(plugs_by_name) for name, sub_class in six.iteritems(subplugs): original_plug = plugs_by_name.get(name) accept_substitute = True if original_plug is None: if not error_on_unknown: continue accept_substitute = False elif isinstance(original_plug.cls, openhtf.plugs.PlugPlaceholder): accept_substitute = issubclass(sub_class, original_plug.cls.base_class) else: # Check __dict__ to see if the attribute is explicitly defined in the # class, rather than being defined in a parent class. accept_substitute = ('auto_placeholder' in original_plug.cls.__dict__ and original_plug.cls.auto_placeholder and issubclass(sub_class, original_plug.cls)) if not accept_substitute: raise openhtf.plugs.InvalidPlugError( 'Could not find valid placeholder for substitute plug %s ' 'required for phase %s' % (name, self.name)) new_plugs[name] = mutablerecords.CopyRecord(original_plug, cls=sub_class) return mutablerecords.CopyRecord( self, plugs=list(new_plugs.values()), options=self.options.format_strings(**subplugs), measurements=[m.with_args(**subplugs) for m in self.measurements])
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Substitute plugs for placeholders for this phase. Args: subplugs: dict of plug name to plug class, plug classes to replace. error_on_unknown: bool, if True, then error when an unknown plug name is provided. Raises: openhtf.plugs.InvalidPlugError if for one of the plug names one of the following is true: - error_on_unknown is True and the plug name is not registered. - The new plug subclass is not a subclass of the original. - The original plug class is not a placeholder or automatic placeholder. Returns: PhaseDescriptor with updated plugs.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/core/phase_descriptor.py#L208-L255
train
221,924
google/openhtf
openhtf/plugs/usb/usb_handle.py
requires_open_handle
def requires_open_handle(method): # pylint: disable=invalid-name """Decorator to ensure a handle is open for certain methods. Subclasses should decorate their Read() and Write() with this rather than checking their own internal state, keeping all "is this handle open" logic in is_closed(). Args: method: A class method on a subclass of UsbHandle Raises: HandleClosedError: If this handle has been closed. Returns: A wrapper around method that ensures the handle is open before calling through to the wrapped method. """ @functools.wraps(method) def wrapper_requiring_open_handle(self, *args, **kwargs): """The wrapper to be returned.""" if self.is_closed(): raise usb_exceptions.HandleClosedError() return method(self, *args, **kwargs) return wrapper_requiring_open_handle
python
def requires_open_handle(method): # pylint: disable=invalid-name """Decorator to ensure a handle is open for certain methods. Subclasses should decorate their Read() and Write() with this rather than checking their own internal state, keeping all "is this handle open" logic in is_closed(). Args: method: A class method on a subclass of UsbHandle Raises: HandleClosedError: If this handle has been closed. Returns: A wrapper around method that ensures the handle is open before calling through to the wrapped method. """ @functools.wraps(method) def wrapper_requiring_open_handle(self, *args, **kwargs): """The wrapper to be returned.""" if self.is_closed(): raise usb_exceptions.HandleClosedError() return method(self, *args, **kwargs) return wrapper_requiring_open_handle
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Decorator to ensure a handle is open for certain methods. Subclasses should decorate their Read() and Write() with this rather than checking their own internal state, keeping all "is this handle open" logic in is_closed(). Args: method: A class method on a subclass of UsbHandle Raises: HandleClosedError: If this handle has been closed. Returns: A wrapper around method that ensures the handle is open before calling through to the wrapped method.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/usb/usb_handle.py#L36-L59
train
221,925
google/openhtf
openhtf/plugs/usb/usb_handle_stub.py
StubUsbHandle._dotify
def _dotify(cls, data): """Add dots.""" return ''.join(char if char in cls.PRINTABLE_DATA else '.' for char in data)
python
def _dotify(cls, data): """Add dots.""" return ''.join(char if char in cls.PRINTABLE_DATA else '.' for char in data)
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Add dots.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/usb/usb_handle_stub.py#L36-L38
train
221,926
google/openhtf
openhtf/plugs/usb/usb_handle_stub.py
StubUsbHandle.write
def write(self, data, dummy=None): """Stub Write method.""" assert not self.closed if self.expected_write_data is None: return expected_data = self.expected_write_data.pop(0) if expected_data != data: raise ValueError('Expected %s, got %s (%s)' % ( self._dotify(expected_data), binascii.hexlify(data), self._dotify(data)))
python
def write(self, data, dummy=None): """Stub Write method.""" assert not self.closed if self.expected_write_data is None: return expected_data = self.expected_write_data.pop(0) if expected_data != data: raise ValueError('Expected %s, got %s (%s)' % ( self._dotify(expected_data), binascii.hexlify(data), self._dotify(data)))
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Stub Write method.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/usb/usb_handle_stub.py#L40-L50
train
221,927
google/openhtf
openhtf/plugs/usb/usb_handle_stub.py
StubUsbHandle.read
def read(self, length, dummy=None): """Stub Read method.""" assert not self.closed data = self.expected_read_data.pop(0) if length < len(data): raise ValueError( 'Overflow packet length. Read %d bytes, got %d bytes: %s', length, len(data), self._dotify(data)) return data
python
def read(self, length, dummy=None): """Stub Read method.""" assert not self.closed data = self.expected_read_data.pop(0) if length < len(data): raise ValueError( 'Overflow packet length. Read %d bytes, got %d bytes: %s', length, len(data), self._dotify(data)) return data
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Stub Read method.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/usb/usb_handle_stub.py#L52-L60
train
221,928
google/openhtf
openhtf/plugs/cambrionix/__init__.py
EtherSync.get_usb_serial
def get_usb_serial(self, port_num): """Get the device serial number Args: port_num: port number on the Cambrionix unit Return: usb device serial number """ port = self.port_map[str(port_num)] arg = ''.join(['DEVICE INFO,', self._addr, '.', port]) cmd = (['esuit64', '-t', arg]) info = subprocess.check_output(cmd, stderr=subprocess.STDOUT) serial = None if "SERIAL" in info: serial_info = info.split('SERIAL:')[1] serial = serial_info.split('\n')[0].strip() use_info = info.split('BY')[1].split(' ')[1] if use_info == 'NO': cmd = (['esuit64', '-t', 'AUTO USE ALL']) subprocess.check_output(cmd, stderr=subprocess.STDOUT) time.sleep(50.0/1000.0) else: raise ValueError('No USB device detected') return serial
python
def get_usb_serial(self, port_num): """Get the device serial number Args: port_num: port number on the Cambrionix unit Return: usb device serial number """ port = self.port_map[str(port_num)] arg = ''.join(['DEVICE INFO,', self._addr, '.', port]) cmd = (['esuit64', '-t', arg]) info = subprocess.check_output(cmd, stderr=subprocess.STDOUT) serial = None if "SERIAL" in info: serial_info = info.split('SERIAL:')[1] serial = serial_info.split('\n')[0].strip() use_info = info.split('BY')[1].split(' ')[1] if use_info == 'NO': cmd = (['esuit64', '-t', 'AUTO USE ALL']) subprocess.check_output(cmd, stderr=subprocess.STDOUT) time.sleep(50.0/1000.0) else: raise ValueError('No USB device detected') return serial
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Get the device serial number Args: port_num: port number on the Cambrionix unit Return: usb device serial number
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/cambrionix/__init__.py#L47-L72
train
221,929
google/openhtf
openhtf/plugs/cambrionix/__init__.py
EtherSync.open_usb_handle
def open_usb_handle(self, port_num): """open usb port Args: port_num: port number on the Cambrionix unit Return: usb handle """ serial = self.get_usb_serial(port_num) return local_usb.LibUsbHandle.open(serial_number=serial)
python
def open_usb_handle(self, port_num): """open usb port Args: port_num: port number on the Cambrionix unit Return: usb handle """ serial = self.get_usb_serial(port_num) return local_usb.LibUsbHandle.open(serial_number=serial)
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open usb port Args: port_num: port number on the Cambrionix unit Return: usb handle
[ "open", "usb", "port" ]
655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/plugs/cambrionix/__init__.py#L74-L84
train
221,930
google/openhtf
openhtf/util/console_output.py
_printed_len
def _printed_len(some_string): """Compute the visible length of the string when printed.""" return len([x for x in ANSI_ESC_RE.sub('', some_string) if x in string.printable])
python
def _printed_len(some_string): """Compute the visible length of the string when printed.""" return len([x for x in ANSI_ESC_RE.sub('', some_string) if x in string.printable])
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Compute the visible length of the string when printed.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/console_output.py#L65-L68
train
221,931
google/openhtf
openhtf/util/console_output.py
banner_print
def banner_print(msg, color='', width=60, file=sys.stdout, logger=_LOG): """Print the message as a banner with a fixed width. Also logs the message (un-bannered) to the given logger at the debug level. Args: msg: The message to print. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. width: Total width for the resulting banner. file: A file object to which the banner text will be written. Intended for use with CLI output file objects like sys.stdout. logger: A logger to use, or None to disable logging. Example: >>> banner_print('Foo Bar Baz') ======================== Foo Bar Baz ======================= """ if logger: logger.debug(ANSI_ESC_RE.sub('', msg)) if CLI_QUIET: return lpad = int(math.ceil((width - _printed_len(msg) - 2) / 2.0)) * '=' rpad = int(math.floor((width - _printed_len(msg) - 2) / 2.0)) * '=' file.write('{sep}{color}{lpad} {msg} {rpad}{reset}{sep}{sep}'.format( sep=_linesep_for_file(file), color=color, lpad=lpad, msg=msg, rpad=rpad, reset=colorama.Style.RESET_ALL)) file.flush()
python
def banner_print(msg, color='', width=60, file=sys.stdout, logger=_LOG): """Print the message as a banner with a fixed width. Also logs the message (un-bannered) to the given logger at the debug level. Args: msg: The message to print. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. width: Total width for the resulting banner. file: A file object to which the banner text will be written. Intended for use with CLI output file objects like sys.stdout. logger: A logger to use, or None to disable logging. Example: >>> banner_print('Foo Bar Baz') ======================== Foo Bar Baz ======================= """ if logger: logger.debug(ANSI_ESC_RE.sub('', msg)) if CLI_QUIET: return lpad = int(math.ceil((width - _printed_len(msg) - 2) / 2.0)) * '=' rpad = int(math.floor((width - _printed_len(msg) - 2) / 2.0)) * '=' file.write('{sep}{color}{lpad} {msg} {rpad}{reset}{sep}{sep}'.format( sep=_linesep_for_file(file), color=color, lpad=lpad, msg=msg, rpad=rpad, reset=colorama.Style.RESET_ALL)) file.flush()
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Print the message as a banner with a fixed width. Also logs the message (un-bannered) to the given logger at the debug level. Args: msg: The message to print. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. width: Total width for the resulting banner. file: A file object to which the banner text will be written. Intended for use with CLI output file objects like sys.stdout. logger: A logger to use, or None to disable logging. Example: >>> banner_print('Foo Bar Baz') ======================== Foo Bar Baz =======================
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/console_output.py#L78-L109
train
221,932
google/openhtf
openhtf/util/console_output.py
bracket_print
def bracket_print(msg, color='', width=8, file=sys.stdout): """Prints the message in brackets in the specified color and end the line. Args: msg: The message to put inside the brackets (a brief status message). color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. width: Total desired width of the bracketed message. file: A file object to which the bracketed text will be written. Intended for use with CLI output file objects like sys.stdout. """ if CLI_QUIET: return lpad = int(math.ceil((width - 2 - _printed_len(msg)) / 2.0)) * ' ' rpad = int(math.floor((width - 2 - _printed_len(msg)) / 2.0)) * ' ' file.write('[{lpad}{bright}{color}{msg}{reset}{rpad}]'.format( lpad=lpad, bright=colorama.Style.BRIGHT, color=color, msg=msg, reset=colorama.Style.RESET_ALL, rpad=rpad)) file.write(colorama.Style.RESET_ALL) file.write(_linesep_for_file(file)) file.flush()
python
def bracket_print(msg, color='', width=8, file=sys.stdout): """Prints the message in brackets in the specified color and end the line. Args: msg: The message to put inside the brackets (a brief status message). color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. width: Total desired width of the bracketed message. file: A file object to which the bracketed text will be written. Intended for use with CLI output file objects like sys.stdout. """ if CLI_QUIET: return lpad = int(math.ceil((width - 2 - _printed_len(msg)) / 2.0)) * ' ' rpad = int(math.floor((width - 2 - _printed_len(msg)) / 2.0)) * ' ' file.write('[{lpad}{bright}{color}{msg}{reset}{rpad}]'.format( lpad=lpad, bright=colorama.Style.BRIGHT, color=color, msg=msg, reset=colorama.Style.RESET_ALL, rpad=rpad)) file.write(colorama.Style.RESET_ALL) file.write(_linesep_for_file(file)) file.flush()
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Prints the message in brackets in the specified color and end the line. Args: msg: The message to put inside the brackets (a brief status message). color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. width: Total desired width of the bracketed message. file: A file object to which the bracketed text will be written. Intended for use with CLI output file objects like sys.stdout.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/console_output.py#L112-L133
train
221,933
google/openhtf
openhtf/util/console_output.py
cli_print
def cli_print(msg, color='', end=None, file=sys.stdout, logger=_LOG): """Print the message to file and also log it. This function is intended as a 'tee' mechanism to enable the CLI interface as a first-class citizen, while ensuring that everything the operator sees also has an analogous logging entry in the test record for later inspection. Args: msg: The message to print/log. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. end: A custom line-ending string to print instead of newline. file: A file object to which the baracketed text will be written. Intended for use with CLI output file objects like sys.stdout. logger: A logger to use, or None to disable logging. """ if logger: logger.debug('-> {}'.format(msg)) if CLI_QUIET: return if end is None: end = _linesep_for_file(file) file.write('{color}{msg}{reset}{end}'.format( color=color, msg=msg, reset=colorama.Style.RESET_ALL, end=end))
python
def cli_print(msg, color='', end=None, file=sys.stdout, logger=_LOG): """Print the message to file and also log it. This function is intended as a 'tee' mechanism to enable the CLI interface as a first-class citizen, while ensuring that everything the operator sees also has an analogous logging entry in the test record for later inspection. Args: msg: The message to print/log. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. end: A custom line-ending string to print instead of newline. file: A file object to which the baracketed text will be written. Intended for use with CLI output file objects like sys.stdout. logger: A logger to use, or None to disable logging. """ if logger: logger.debug('-> {}'.format(msg)) if CLI_QUIET: return if end is None: end = _linesep_for_file(file) file.write('{color}{msg}{reset}{end}'.format( color=color, msg=msg, reset=colorama.Style.RESET_ALL, end=end))
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Print the message to file and also log it. This function is intended as a 'tee' mechanism to enable the CLI interface as a first-class citizen, while ensuring that everything the operator sees also has an analogous logging entry in the test record for later inspection. Args: msg: The message to print/log. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together in order to get any set of effects you want. end: A custom line-ending string to print instead of newline. file: A file object to which the baracketed text will be written. Intended for use with CLI output file objects like sys.stdout. logger: A logger to use, or None to disable logging.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/console_output.py#L136-L160
train
221,934
google/openhtf
openhtf/util/console_output.py
error_print
def error_print(msg, color=colorama.Fore.RED, file=sys.stderr): """Print the error message to the file in the specified color. Args: msg: The error message to be printed. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together here, but note that style strings will not be applied. file: A file object to which the baracketed text will be written. Intended for use with CLI output file objects, specifically sys.stderr. """ if CLI_QUIET: return file.write('{sep}{bright}{color}Error: {normal}{msg}{sep}{reset}'.format( sep=_linesep_for_file(file), bright=colorama.Style.BRIGHT, color=color, normal=colorama.Style.NORMAL, msg=msg, reset=colorama.Style.RESET_ALL)) file.flush()
python
def error_print(msg, color=colorama.Fore.RED, file=sys.stderr): """Print the error message to the file in the specified color. Args: msg: The error message to be printed. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together here, but note that style strings will not be applied. file: A file object to which the baracketed text will be written. Intended for use with CLI output file objects, specifically sys.stderr. """ if CLI_QUIET: return file.write('{sep}{bright}{color}Error: {normal}{msg}{sep}{reset}'.format( sep=_linesep_for_file(file), bright=colorama.Style.BRIGHT, color=color, normal=colorama.Style.NORMAL, msg=msg, reset=colorama.Style.RESET_ALL)) file.flush()
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Print the error message to the file in the specified color. Args: msg: The error message to be printed. color: Optional colorama color string to be applied to the message. You can concatenate colorama color strings together here, but note that style strings will not be applied. file: A file object to which the baracketed text will be written. Intended for use with CLI output file objects, specifically sys.stderr.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/console_output.py#L163-L179
train
221,935
google/openhtf
openhtf/util/console_output.py
action_result_context
def action_result_context(action_text, width=60, status_width=8, succeed_text='OK', fail_text='FAIL', unknown_text='????', file=sys.stdout, logger=_LOG): """A contextmanager that prints actions and results to the CLI. When entering the context, the action will be printed, and when the context is exited, the result will be printed. The object yielded by the context is used to mark the action as a success or failure, and a raise from inside the context will also result in the action being marked fail. If the result is left unset, then indicative text ("????") will be printed as the result. Args: action_text: Text to be displayed that describes the action being taken. width: Total width for each line of output. status_width: Width of the just the status message portion of each line. succeed_text: Status message displayed when the action succeeds. fail_text: Status message displayed when the action fails. unknown_text: Status message displayed when the result is left unset. file: Specific file object to write to write CLI output to. logger: A logger to use, or None to disable logging. Example usage: with action_result_context('Doing an action that will succeed...') as act: time.sleep(2) act.succeed() with action_result_context('Doing an action with unset result...') as act: time.sleep(2) with action_result_context('Doing an action that will fail...') as act: time.sleep(2) act.fail() with action_result_context('Doing an action that will raise...') as act: time.sleep(2) import textwrap raise RuntimeError(textwrap.dedent('''\ Uh oh, looks like there was a raise in the mix. If you see this message, it means you are running the console_output module directly rather than using it as a library. Things to try: * Not running it as a module. * Running it as a module and enjoying the preview text. * Getting another coffee.''')) Example output: Doing an action that will succeed... [ OK ] Doing an action with unset result... [ ???? ] Doing an action that will fail... [ FAIL ] Doing an action that will raise... [ FAIL ] ... """ if logger: logger.debug('Action - %s', action_text) if not CLI_QUIET: file.write(''.join((action_text, '\r'))) file.flush() spacing = (width - status_width - _printed_len(action_text)) * ' ' result = ActionResult() try: yield result except Exception as err: if logger: logger.debug('Result - %s [ %s ]', action_text, fail_text) if not CLI_QUIET: file.write(''.join((action_text, spacing))) bracket_print(fail_text, width=status_width, color=colorama.Fore.RED, file=file) if not isinstance(err, ActionFailedError): raise return result_text = succeed_text if result.success else unknown_text result_color = colorama.Fore.GREEN if result.success else colorama.Fore.YELLOW if logger: logger.debug('Result - %s [ %s ]', action_text, result_text) if not CLI_QUIET: file.write(''.join((action_text, spacing))) bracket_print(result_text, width=status_width, color=result_color, file=file)
python
def action_result_context(action_text, width=60, status_width=8, succeed_text='OK', fail_text='FAIL', unknown_text='????', file=sys.stdout, logger=_LOG): """A contextmanager that prints actions and results to the CLI. When entering the context, the action will be printed, and when the context is exited, the result will be printed. The object yielded by the context is used to mark the action as a success or failure, and a raise from inside the context will also result in the action being marked fail. If the result is left unset, then indicative text ("????") will be printed as the result. Args: action_text: Text to be displayed that describes the action being taken. width: Total width for each line of output. status_width: Width of the just the status message portion of each line. succeed_text: Status message displayed when the action succeeds. fail_text: Status message displayed when the action fails. unknown_text: Status message displayed when the result is left unset. file: Specific file object to write to write CLI output to. logger: A logger to use, or None to disable logging. Example usage: with action_result_context('Doing an action that will succeed...') as act: time.sleep(2) act.succeed() with action_result_context('Doing an action with unset result...') as act: time.sleep(2) with action_result_context('Doing an action that will fail...') as act: time.sleep(2) act.fail() with action_result_context('Doing an action that will raise...') as act: time.sleep(2) import textwrap raise RuntimeError(textwrap.dedent('''\ Uh oh, looks like there was a raise in the mix. If you see this message, it means you are running the console_output module directly rather than using it as a library. Things to try: * Not running it as a module. * Running it as a module and enjoying the preview text. * Getting another coffee.''')) Example output: Doing an action that will succeed... [ OK ] Doing an action with unset result... [ ???? ] Doing an action that will fail... [ FAIL ] Doing an action that will raise... [ FAIL ] ... """ if logger: logger.debug('Action - %s', action_text) if not CLI_QUIET: file.write(''.join((action_text, '\r'))) file.flush() spacing = (width - status_width - _printed_len(action_text)) * ' ' result = ActionResult() try: yield result except Exception as err: if logger: logger.debug('Result - %s [ %s ]', action_text, fail_text) if not CLI_QUIET: file.write(''.join((action_text, spacing))) bracket_print(fail_text, width=status_width, color=colorama.Fore.RED, file=file) if not isinstance(err, ActionFailedError): raise return result_text = succeed_text if result.success else unknown_text result_color = colorama.Fore.GREEN if result.success else colorama.Fore.YELLOW if logger: logger.debug('Result - %s [ %s ]', action_text, result_text) if not CLI_QUIET: file.write(''.join((action_text, spacing))) bracket_print(result_text, width=status_width, color=result_color, file=file)
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A contextmanager that prints actions and results to the CLI. When entering the context, the action will be printed, and when the context is exited, the result will be printed. The object yielded by the context is used to mark the action as a success or failure, and a raise from inside the context will also result in the action being marked fail. If the result is left unset, then indicative text ("????") will be printed as the result. Args: action_text: Text to be displayed that describes the action being taken. width: Total width for each line of output. status_width: Width of the just the status message portion of each line. succeed_text: Status message displayed when the action succeeds. fail_text: Status message displayed when the action fails. unknown_text: Status message displayed when the result is left unset. file: Specific file object to write to write CLI output to. logger: A logger to use, or None to disable logging. Example usage: with action_result_context('Doing an action that will succeed...') as act: time.sleep(2) act.succeed() with action_result_context('Doing an action with unset result...') as act: time.sleep(2) with action_result_context('Doing an action that will fail...') as act: time.sleep(2) act.fail() with action_result_context('Doing an action that will raise...') as act: time.sleep(2) import textwrap raise RuntimeError(textwrap.dedent('''\ Uh oh, looks like there was a raise in the mix. If you see this message, it means you are running the console_output module directly rather than using it as a library. Things to try: * Not running it as a module. * Running it as a module and enjoying the preview text. * Getting another coffee.''')) Example output: Doing an action that will succeed... [ OK ] Doing an action with unset result... [ ???? ] Doing an action that will fail... [ FAIL ] Doing an action that will raise... [ FAIL ] ...
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/console_output.py#L204-L290
train
221,936
google/openhtf
openhtf/util/exceptions.py
reraise
def reraise(exc_type, message=None, *args, **kwargs): # pylint: disable=invalid-name """reraises an exception for exception translation. This is primarily used for when you immediately reraise an exception that is thrown in a library, so that your client will not have to depend on various exceptions defined in the library implementation that is being abstracted. The advantage of this helper function is somewhat preserve traceback information although it is polluted by the reraise frame. Example Code: def A(): raise Exception('Whoops') def main(): try: A() except Exception as e: exceptions.reraise(ValueError) main() Traceback (most recent call last): File "exception.py", line 53, in <module> main() File "exception.py", line 49, in main reraise(ValueError) File "exception.py", line 47, in main A() File "exception.py", line 42, in A raise Exception('Whoops') ValueError: line 49 When this code is run, the additional stack frames for calling A() and raising within A() are printed out in exception, whereas a bare exception translation would lose this information. As long as you ignore the reraise stack frame, the stack trace is okay looking. Generally this can be fixed by hacking on CPython to allow modification of traceback objects ala https://github.com/mitsuhiko/jinja2/blob/master/jinja2/debug.py, but this is fixed in Python 3 anyways and that method is the definition of hackery. Args: exc_type: (Exception) Exception class to create. message: (str) Optional message to place in exception instance. Usually not needed as the original exception probably has a message that will be printed out in the modified stacktrace. *args: Args to pass to exception constructor. **kwargs: Kwargs to pass to exception constructor. """ last_lineno = inspect.currentframe().f_back.f_lineno line_msg = 'line %s: ' % last_lineno if message: line_msg += str(message) raise exc_type(line_msg, *args, **kwargs).raise_with_traceback(sys.exc_info()[2])
python
def reraise(exc_type, message=None, *args, **kwargs): # pylint: disable=invalid-name """reraises an exception for exception translation. This is primarily used for when you immediately reraise an exception that is thrown in a library, so that your client will not have to depend on various exceptions defined in the library implementation that is being abstracted. The advantage of this helper function is somewhat preserve traceback information although it is polluted by the reraise frame. Example Code: def A(): raise Exception('Whoops') def main(): try: A() except Exception as e: exceptions.reraise(ValueError) main() Traceback (most recent call last): File "exception.py", line 53, in <module> main() File "exception.py", line 49, in main reraise(ValueError) File "exception.py", line 47, in main A() File "exception.py", line 42, in A raise Exception('Whoops') ValueError: line 49 When this code is run, the additional stack frames for calling A() and raising within A() are printed out in exception, whereas a bare exception translation would lose this information. As long as you ignore the reraise stack frame, the stack trace is okay looking. Generally this can be fixed by hacking on CPython to allow modification of traceback objects ala https://github.com/mitsuhiko/jinja2/blob/master/jinja2/debug.py, but this is fixed in Python 3 anyways and that method is the definition of hackery. Args: exc_type: (Exception) Exception class to create. message: (str) Optional message to place in exception instance. Usually not needed as the original exception probably has a message that will be printed out in the modified stacktrace. *args: Args to pass to exception constructor. **kwargs: Kwargs to pass to exception constructor. """ last_lineno = inspect.currentframe().f_back.f_lineno line_msg = 'line %s: ' % last_lineno if message: line_msg += str(message) raise exc_type(line_msg, *args, **kwargs).raise_with_traceback(sys.exc_info()[2])
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reraises an exception for exception translation. This is primarily used for when you immediately reraise an exception that is thrown in a library, so that your client will not have to depend on various exceptions defined in the library implementation that is being abstracted. The advantage of this helper function is somewhat preserve traceback information although it is polluted by the reraise frame. Example Code: def A(): raise Exception('Whoops') def main(): try: A() except Exception as e: exceptions.reraise(ValueError) main() Traceback (most recent call last): File "exception.py", line 53, in <module> main() File "exception.py", line 49, in main reraise(ValueError) File "exception.py", line 47, in main A() File "exception.py", line 42, in A raise Exception('Whoops') ValueError: line 49 When this code is run, the additional stack frames for calling A() and raising within A() are printed out in exception, whereas a bare exception translation would lose this information. As long as you ignore the reraise stack frame, the stack trace is okay looking. Generally this can be fixed by hacking on CPython to allow modification of traceback objects ala https://github.com/mitsuhiko/jinja2/blob/master/jinja2/debug.py, but this is fixed in Python 3 anyways and that method is the definition of hackery. Args: exc_type: (Exception) Exception class to create. message: (str) Optional message to place in exception instance. Usually not needed as the original exception probably has a message that will be printed out in the modified stacktrace. *args: Args to pass to exception constructor. **kwargs: Kwargs to pass to exception constructor.
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655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09
https://github.com/google/openhtf/blob/655e85df7134db7bdf8f8fdd6ff9a6bf932e7b09/openhtf/util/exceptions.py#L22-L74
train
221,937
rflamary/POT
ot/plot.py
plot1D_mat
def plot1D_mat(a, b, M, title=''): """ Plot matrix M with the source and target 1D distribution Creates a subplot with the source distribution a on the left and target distribution b on the tot. The matrix M is shown in between. Parameters ---------- a : np.array, shape (na,) Source distribution b : np.array, shape (nb,) Target distribution M : np.array, shape (na,nb) Matrix to plot """ na, nb = M.shape gs = gridspec.GridSpec(3, 3) xa = np.arange(na) xb = np.arange(nb) ax1 = pl.subplot(gs[0, 1:]) pl.plot(xb, b, 'r', label='Target distribution') pl.yticks(()) pl.title(title) ax2 = pl.subplot(gs[1:, 0]) pl.plot(a, xa, 'b', label='Source distribution') pl.gca().invert_xaxis() pl.gca().invert_yaxis() pl.xticks(()) pl.subplot(gs[1:, 1:], sharex=ax1, sharey=ax2) pl.imshow(M, interpolation='nearest') pl.axis('off') pl.xlim((0, nb)) pl.tight_layout() pl.subplots_adjust(wspace=0., hspace=0.2)
python
def plot1D_mat(a, b, M, title=''): """ Plot matrix M with the source and target 1D distribution Creates a subplot with the source distribution a on the left and target distribution b on the tot. The matrix M is shown in between. Parameters ---------- a : np.array, shape (na,) Source distribution b : np.array, shape (nb,) Target distribution M : np.array, shape (na,nb) Matrix to plot """ na, nb = M.shape gs = gridspec.GridSpec(3, 3) xa = np.arange(na) xb = np.arange(nb) ax1 = pl.subplot(gs[0, 1:]) pl.plot(xb, b, 'r', label='Target distribution') pl.yticks(()) pl.title(title) ax2 = pl.subplot(gs[1:, 0]) pl.plot(a, xa, 'b', label='Source distribution') pl.gca().invert_xaxis() pl.gca().invert_yaxis() pl.xticks(()) pl.subplot(gs[1:, 1:], sharex=ax1, sharey=ax2) pl.imshow(M, interpolation='nearest') pl.axis('off') pl.xlim((0, nb)) pl.tight_layout() pl.subplots_adjust(wspace=0., hspace=0.2)
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Plot matrix M with the source and target 1D distribution Creates a subplot with the source distribution a on the left and target distribution b on the tot. The matrix M is shown in between. Parameters ---------- a : np.array, shape (na,) Source distribution b : np.array, shape (nb,) Target distribution M : np.array, shape (na,nb) Matrix to plot
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/plot.py#L14-L54
train
221,938
rflamary/POT
ot/plot.py
plot2D_samples_mat
def plot2D_samples_mat(xs, xt, G, thr=1e-8, **kwargs): """ Plot matrix M in 2D with lines using alpha values Plot lines between source and target 2D samples with a color proportional to the value of the matrix G between samples. Parameters ---------- xs : ndarray, shape (ns,2) Source samples positions b : ndarray, shape (nt,2) Target samples positions G : ndarray, shape (na,nb) OT matrix thr : float, optional threshold above which the line is drawn **kwargs : dict paameters given to the plot functions (default color is black if nothing given) """ if ('color' not in kwargs) and ('c' not in kwargs): kwargs['color'] = 'k' mx = G.max() for i in range(xs.shape[0]): for j in range(xt.shape[0]): if G[i, j] / mx > thr: pl.plot([xs[i, 0], xt[j, 0]], [xs[i, 1], xt[j, 1]], alpha=G[i, j] / mx, **kwargs)
python
def plot2D_samples_mat(xs, xt, G, thr=1e-8, **kwargs): """ Plot matrix M in 2D with lines using alpha values Plot lines between source and target 2D samples with a color proportional to the value of the matrix G between samples. Parameters ---------- xs : ndarray, shape (ns,2) Source samples positions b : ndarray, shape (nt,2) Target samples positions G : ndarray, shape (na,nb) OT matrix thr : float, optional threshold above which the line is drawn **kwargs : dict paameters given to the plot functions (default color is black if nothing given) """ if ('color' not in kwargs) and ('c' not in kwargs): kwargs['color'] = 'k' mx = G.max() for i in range(xs.shape[0]): for j in range(xt.shape[0]): if G[i, j] / mx > thr: pl.plot([xs[i, 0], xt[j, 0]], [xs[i, 1], xt[j, 1]], alpha=G[i, j] / mx, **kwargs)
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Plot matrix M in 2D with lines using alpha values Plot lines between source and target 2D samples with a color proportional to the value of the matrix G between samples. Parameters ---------- xs : ndarray, shape (ns,2) Source samples positions b : ndarray, shape (nt,2) Target samples positions G : ndarray, shape (na,nb) OT matrix thr : float, optional threshold above which the line is drawn **kwargs : dict paameters given to the plot functions (default color is black if nothing given)
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/plot.py#L57-L85
train
221,939
rflamary/POT
ot/gpu/da.py
sinkhorn_lpl1_mm
def sinkhorn_lpl1_mm(a, labels_a, b, M, reg, eta=0.1, numItermax=10, numInnerItermax=200, stopInnerThr=1e-9, verbose=False, log=False, to_numpy=True): """ Solve the entropic regularization optimal transport problem with nonconvex group lasso regularization on GPU If the input matrix are in numpy format, they will be uploaded to the GPU first which can incur significant time overhead. 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 weights 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 to_numpy : boolean, optional (default True) If true convert back the GPU array result to numpy format. 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 """ a, labels_a, b, M = utils.to_gpu(a, labels_a, b, M) p = 0.5 epsilon = 1e-3 indices_labels = [] labels_a2 = cp.asnumpy(labels_a) classes = npp.unique(labels_a2) for c in classes: idxc, = utils.to_gpu(npp.where(labels_a2 == 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, to_numpy=False) # the transport has been computed. Check if classes are really # separated W = np.ones(M.shape) for (i, c) in enumerate(classes): majs = np.sum(transp[indices_labels[i]], axis=0) majs = p * ((majs + epsilon)**(p - 1)) W[indices_labels[i]] = majs if to_numpy: return utils.to_np(transp) else: return transp
python
def sinkhorn_lpl1_mm(a, labels_a, b, M, reg, eta=0.1, numItermax=10, numInnerItermax=200, stopInnerThr=1e-9, verbose=False, log=False, to_numpy=True): """ Solve the entropic regularization optimal transport problem with nonconvex group lasso regularization on GPU If the input matrix are in numpy format, they will be uploaded to the GPU first which can incur significant time overhead. 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 weights 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 to_numpy : boolean, optional (default True) If true convert back the GPU array result to numpy format. 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 """ a, labels_a, b, M = utils.to_gpu(a, labels_a, b, M) p = 0.5 epsilon = 1e-3 indices_labels = [] labels_a2 = cp.asnumpy(labels_a) classes = npp.unique(labels_a2) for c in classes: idxc, = utils.to_gpu(npp.where(labels_a2 == 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, to_numpy=False) # the transport has been computed. Check if classes are really # separated W = np.ones(M.shape) for (i, c) in enumerate(classes): majs = np.sum(transp[indices_labels[i]], axis=0) majs = p * ((majs + epsilon)**(p - 1)) W[indices_labels[i]] = majs if to_numpy: return utils.to_np(transp) else: return transp
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Solve the entropic regularization optimal transport problem with nonconvex group lasso regularization on GPU If the input matrix are in numpy format, they will be uploaded to the GPU first which can incur significant time overhead. 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 weights 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 to_numpy : boolean, optional (default True) If true convert back the GPU array result to numpy format. 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
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/gpu/da.py#L22-L144
train
221,940
rflamary/POT
ot/datasets.py
get_2D_samples_gauss
def get_2D_samples_gauss(n, m, sigma, random_state=None): """ Deprecated see make_2D_samples_gauss """ return make_2D_samples_gauss(n, m, sigma, random_state=None)
python
def get_2D_samples_gauss(n, m, sigma, random_state=None): """ Deprecated see make_2D_samples_gauss """ return make_2D_samples_gauss(n, m, sigma, random_state=None)
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Deprecated see make_2D_samples_gauss
[ "Deprecated", "see", "make_2D_samples_gauss" ]
c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/datasets.py#L83-L85
train
221,941
rflamary/POT
ot/datasets.py
get_data_classif
def get_data_classif(dataset, n, nz=.5, theta=0, random_state=None, **kwargs): """ Deprecated see make_data_classif """ return make_data_classif(dataset, n, nz=.5, theta=0, random_state=None, **kwargs)
python
def get_data_classif(dataset, n, nz=.5, theta=0, random_state=None, **kwargs): """ Deprecated see make_data_classif """ return make_data_classif(dataset, n, nz=.5, theta=0, random_state=None, **kwargs)
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Deprecated see make_data_classif
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/datasets.py#L170-L172
train
221,942
rflamary/POT
ot/bregman.py
sinkhorn
def sinkhorn(a, b, M, reg, method='sinkhorn', numItermax=1000, stopThr=1e-9, verbose=False, log=False, **kwargs): u""" Solve the entropic regularization optimal transport problem and return the OT matrix The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 method : str method used for the solver either 'sinkhorn', 'greenkhorn', 'sinkhorn_stabilized' or 'sinkhorn_epsilon_scaling', see those function for specific parameters 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.sinkhorn(a,b,M,1) array([[ 0.36552929, 0.13447071], [ 0.13447071, 0.36552929]]) References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. See Also -------- ot.lp.emd : Unregularized OT ot.optim.cg : General regularized OT ot.bregman.sinkhorn_knopp : Classic Sinkhorn [2] ot.bregman.sinkhorn_stabilized: Stabilized sinkhorn [9][10] ot.bregman.sinkhorn_epsilon_scaling: Sinkhorn with epslilon scaling [9][10] """ if method.lower() == 'sinkhorn': def sink(): return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'greenkhorn': def sink(): return greenkhorn(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log) elif method.lower() == 'sinkhorn_stabilized': def sink(): return sinkhorn_stabilized(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'sinkhorn_epsilon_scaling': def sink(): return sinkhorn_epsilon_scaling( a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) else: print('Warning : unknown method using classic Sinkhorn Knopp') def sink(): return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sink()
python
def sinkhorn(a, b, M, reg, method='sinkhorn', numItermax=1000, stopThr=1e-9, verbose=False, log=False, **kwargs): u""" Solve the entropic regularization optimal transport problem and return the OT matrix The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 method : str method used for the solver either 'sinkhorn', 'greenkhorn', 'sinkhorn_stabilized' or 'sinkhorn_epsilon_scaling', see those function for specific parameters 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.sinkhorn(a,b,M,1) array([[ 0.36552929, 0.13447071], [ 0.13447071, 0.36552929]]) References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. See Also -------- ot.lp.emd : Unregularized OT ot.optim.cg : General regularized OT ot.bregman.sinkhorn_knopp : Classic Sinkhorn [2] ot.bregman.sinkhorn_stabilized: Stabilized sinkhorn [9][10] ot.bregman.sinkhorn_epsilon_scaling: Sinkhorn with epslilon scaling [9][10] """ if method.lower() == 'sinkhorn': def sink(): return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'greenkhorn': def sink(): return greenkhorn(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log) elif method.lower() == 'sinkhorn_stabilized': def sink(): return sinkhorn_stabilized(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'sinkhorn_epsilon_scaling': def sink(): return sinkhorn_epsilon_scaling( a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) else: print('Warning : unknown method using classic Sinkhorn Knopp') def sink(): return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sink()
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u""" Solve the entropic regularization optimal transport problem and return the OT matrix The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 method : str method used for the solver either 'sinkhorn', 'greenkhorn', 'sinkhorn_stabilized' or 'sinkhorn_epsilon_scaling', see those function for specific parameters 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.sinkhorn(a,b,M,1) array([[ 0.36552929, 0.13447071], [ 0.13447071, 0.36552929]]) References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. See Also -------- ot.lp.emd : Unregularized OT ot.optim.cg : General regularized OT ot.bregman.sinkhorn_knopp : Classic Sinkhorn [2] ot.bregman.sinkhorn_stabilized: Stabilized sinkhorn [9][10] ot.bregman.sinkhorn_epsilon_scaling: Sinkhorn with epslilon scaling [9][10]
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L16-L128
train
221,943
rflamary/POT
ot/bregman.py
sinkhorn2
def sinkhorn2(a, b, M, reg, method='sinkhorn', numItermax=1000, stopThr=1e-9, verbose=False, log=False, **kwargs): u""" Solve the entropic regularization optimal transport problem and return the loss The function solves the following optimization problem: .. math:: W = \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 method : str method used for the solver either 'sinkhorn', 'sinkhorn_stabilized' or 'sinkhorn_epsilon_scaling', see those function for specific parameters 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 ------- W : (nt) ndarray or float Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.sinkhorn2(a,b,M,1) array([ 0.26894142]) References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. [21] Altschuler J., Weed J., Rigollet P. : Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration, Advances in Neural Information Processing Systems (NIPS) 31, 2017 See Also -------- ot.lp.emd : Unregularized OT ot.optim.cg : General regularized OT ot.bregman.sinkhorn_knopp : Classic Sinkhorn [2] ot.bregman.greenkhorn : Greenkhorn [21] ot.bregman.sinkhorn_stabilized: Stabilized sinkhorn [9][10] ot.bregman.sinkhorn_epsilon_scaling: Sinkhorn with epslilon scaling [9][10] """ if method.lower() == 'sinkhorn': def sink(): return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'sinkhorn_stabilized': def sink(): return sinkhorn_stabilized(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'sinkhorn_epsilon_scaling': def sink(): return sinkhorn_epsilon_scaling( a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) else: print('Warning : unknown method using classic Sinkhorn Knopp') def sink(): return sinkhorn_knopp(a, b, M, reg, **kwargs) b = np.asarray(b, dtype=np.float64) if len(b.shape) < 2: b = b.reshape((-1, 1)) return sink()
python
def sinkhorn2(a, b, M, reg, method='sinkhorn', numItermax=1000, stopThr=1e-9, verbose=False, log=False, **kwargs): u""" Solve the entropic regularization optimal transport problem and return the loss The function solves the following optimization problem: .. math:: W = \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 method : str method used for the solver either 'sinkhorn', 'sinkhorn_stabilized' or 'sinkhorn_epsilon_scaling', see those function for specific parameters 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 ------- W : (nt) ndarray or float Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.sinkhorn2(a,b,M,1) array([ 0.26894142]) References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. [21] Altschuler J., Weed J., Rigollet P. : Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration, Advances in Neural Information Processing Systems (NIPS) 31, 2017 See Also -------- ot.lp.emd : Unregularized OT ot.optim.cg : General regularized OT ot.bregman.sinkhorn_knopp : Classic Sinkhorn [2] ot.bregman.greenkhorn : Greenkhorn [21] ot.bregman.sinkhorn_stabilized: Stabilized sinkhorn [9][10] ot.bregman.sinkhorn_epsilon_scaling: Sinkhorn with epslilon scaling [9][10] """ if method.lower() == 'sinkhorn': def sink(): return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'sinkhorn_stabilized': def sink(): return sinkhorn_stabilized(a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) elif method.lower() == 'sinkhorn_epsilon_scaling': def sink(): return sinkhorn_epsilon_scaling( a, b, M, reg, numItermax=numItermax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) else: print('Warning : unknown method using classic Sinkhorn Knopp') def sink(): return sinkhorn_knopp(a, b, M, reg, **kwargs) b = np.asarray(b, dtype=np.float64) if len(b.shape) < 2: b = b.reshape((-1, 1)) return sink()
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u""" Solve the entropic regularization optimal transport problem and return the loss The function solves the following optimization problem: .. math:: W = \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 method : str method used for the solver either 'sinkhorn', 'sinkhorn_stabilized' or 'sinkhorn_epsilon_scaling', see those function for specific parameters 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 ------- W : (nt) ndarray or float Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.sinkhorn2(a,b,M,1) array([ 0.26894142]) References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. [21] Altschuler J., Weed J., Rigollet P. : Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration, Advances in Neural Information Processing Systems (NIPS) 31, 2017 See Also -------- ot.lp.emd : Unregularized OT ot.optim.cg : General regularized OT ot.bregman.sinkhorn_knopp : Classic Sinkhorn [2] ot.bregman.greenkhorn : Greenkhorn [21] ot.bregman.sinkhorn_stabilized: Stabilized sinkhorn [9][10] ot.bregman.sinkhorn_epsilon_scaling: Sinkhorn with epslilon scaling [9][10]
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L131-L245
train
221,944
rflamary/POT
ot/bregman.py
geometricBar
def geometricBar(weights, alldistribT): """return the weighted geometric mean of distributions""" assert(len(weights) == alldistribT.shape[1]) return np.exp(np.dot(np.log(alldistribT), weights.T))
python
def geometricBar(weights, alldistribT): """return the weighted geometric mean of distributions""" assert(len(weights) == alldistribT.shape[1]) return np.exp(np.dot(np.log(alldistribT), weights.T))
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return the weighted geometric mean of distributions
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L968-L971
train
221,945
rflamary/POT
ot/bregman.py
geometricMean
def geometricMean(alldistribT): """return the geometric mean of distributions""" return np.exp(np.mean(np.log(alldistribT), axis=1))
python
def geometricMean(alldistribT): """return the geometric mean of distributions""" return np.exp(np.mean(np.log(alldistribT), axis=1))
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return the geometric mean of distributions
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L974-L976
train
221,946
rflamary/POT
ot/bregman.py
projR
def projR(gamma, p): """return the KL projection on the row constrints """ return np.multiply(gamma.T, p / np.maximum(np.sum(gamma, axis=1), 1e-10)).T
python
def projR(gamma, p): """return the KL projection on the row constrints """ return np.multiply(gamma.T, p / np.maximum(np.sum(gamma, axis=1), 1e-10)).T
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return the KL projection on the row constrints
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L979-L981
train
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rflamary/POT
ot/bregman.py
projC
def projC(gamma, q): """return the KL projection on the column constrints """ return np.multiply(gamma, q / np.maximum(np.sum(gamma, axis=0), 1e-10))
python
def projC(gamma, q): """return the KL projection on the column constrints """ return np.multiply(gamma, q / np.maximum(np.sum(gamma, axis=0), 1e-10))
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return the KL projection on the column constrints
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L984-L986
train
221,948
rflamary/POT
ot/bregman.py
barycenter
def barycenter(A, M, reg, weights=None, numItermax=1000, stopThr=1e-4, verbose=False, log=False): """Compute the entropic regularized wasserstein barycenter of distributions A 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 in the columns of matrix :math:`\mathbf{A}` - reg and :math:`\mathbf{M}` are respectively the regularization term and the cost matrix for OT The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [3]_ Parameters ---------- A : np.ndarray (d,n) n training distributions a_i of size d M : np.ndarray (d,d) loss matrix for OT reg : float Regularization term >0 weights : np.ndarray (n,) Weights of each histogram a_i 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 : (d,) ndarray Wasserstein barycenter log : dict log dictionary return only if log==True in parameters References ---------- .. [3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). Iterative Bregman projections for regularized transportation problems. SIAM Journal on Scientific Computing, 37(2), A1111-A1138. """ if weights is None: weights = np.ones(A.shape[1]) / A.shape[1] else: assert(len(weights) == A.shape[1]) if log: log = {'err': []} # M = M/np.median(M) # suggested by G. Peyre K = np.exp(-M / reg) cpt = 0 err = 1 UKv = np.dot(K, np.divide(A.T, np.sum(K, axis=0)).T) u = (geometricMean(UKv) / UKv.T).T while (err > stopThr and cpt < numItermax): cpt = cpt + 1 UKv = u * np.dot(K, np.divide(A, np.dot(K, u))) u = (u.T * geometricBar(weights, UKv)).T / UKv if cpt % 10 == 1: err = np.sum(np.std(UKv, axis=1)) # 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 return geometricBar(weights, UKv), log else: return geometricBar(weights, UKv)
python
def barycenter(A, M, reg, weights=None, numItermax=1000, stopThr=1e-4, verbose=False, log=False): """Compute the entropic regularized wasserstein barycenter of distributions A 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 in the columns of matrix :math:`\mathbf{A}` - reg and :math:`\mathbf{M}` are respectively the regularization term and the cost matrix for OT The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [3]_ Parameters ---------- A : np.ndarray (d,n) n training distributions a_i of size d M : np.ndarray (d,d) loss matrix for OT reg : float Regularization term >0 weights : np.ndarray (n,) Weights of each histogram a_i 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 : (d,) ndarray Wasserstein barycenter log : dict log dictionary return only if log==True in parameters References ---------- .. [3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). Iterative Bregman projections for regularized transportation problems. SIAM Journal on Scientific Computing, 37(2), A1111-A1138. """ if weights is None: weights = np.ones(A.shape[1]) / A.shape[1] else: assert(len(weights) == A.shape[1]) if log: log = {'err': []} # M = M/np.median(M) # suggested by G. Peyre K = np.exp(-M / reg) cpt = 0 err = 1 UKv = np.dot(K, np.divide(A.T, np.sum(K, axis=0)).T) u = (geometricMean(UKv) / UKv.T).T while (err > stopThr and cpt < numItermax): cpt = cpt + 1 UKv = u * np.dot(K, np.divide(A, np.dot(K, u))) u = (u.T * geometricBar(weights, UKv)).T / UKv if cpt % 10 == 1: err = np.sum(np.std(UKv, axis=1)) # 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 return geometricBar(weights, UKv), log else: return geometricBar(weights, UKv)
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Compute the entropic regularized wasserstein barycenter of distributions A 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 in the columns of matrix :math:`\mathbf{A}` - reg and :math:`\mathbf{M}` are respectively the regularization term and the cost matrix for OT The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [3]_ Parameters ---------- A : np.ndarray (d,n) n training distributions a_i of size d M : np.ndarray (d,d) loss matrix for OT reg : float Regularization term >0 weights : np.ndarray (n,) Weights of each histogram a_i 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 : (d,) ndarray Wasserstein barycenter log : dict log dictionary return only if log==True in parameters References ---------- .. [3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). Iterative Bregman projections for regularized transportation problems. SIAM Journal on Scientific Computing, 37(2), A1111-A1138.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L989-L1082
train
221,949
rflamary/POT
ot/bregman.py
convolutional_barycenter2d
def convolutional_barycenter2d(A, reg, weights=None, numItermax=10000, stopThr=1e-9, stabThr=1e-30, 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) stabThr : float, optional Stabilization threshold to avoid numerical precision issue 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) 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) def K(x): return 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(stabThr, K(U[r, :, :]))) b += weights[r] * np.log(np.maximum(stabThr, U[r, :, :] * KV[r, :, :])) b = np.exp(b) for r in range(A.shape[0]): U[r, :, :] = b / np.maximum(stabThr, 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
python
def convolutional_barycenter2d(A, reg, weights=None, numItermax=10000, stopThr=1e-9, stabThr=1e-30, 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) stabThr : float, optional Stabilization threshold to avoid numerical precision issue 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) 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) def K(x): return 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(stabThr, K(U[r, :, :]))) b += weights[r] * np.log(np.maximum(stabThr, U[r, :, :] * KV[r, :, :])) b = np.exp(b) for r in range(A.shape[0]): U[r, :, :] = b / np.maximum(stabThr, 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
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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) stabThr : float, optional Stabilization threshold to avoid numerical precision issue 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
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L1085-L1192
train
221,950
rflamary/POT
ot/bregman.py
unmix
def unmix(a, D, M, M0, h0, reg, reg0, alpha, numItermax=1000, stopThr=1e-3, verbose=False, log=False): """ Compute the unmixing of an observation with a given dictionary using Wasserstein distance The function solve the following optimization problem: .. math:: \mathbf{h} = arg\min_\mathbf{h} (1- \\alpha) W_{M,reg}(\mathbf{a},\mathbf{Dh})+\\alpha W_{M0,reg0}(\mathbf{h}_0,\mathbf{h}) where : - :math:`W_{M,reg}(\cdot,\cdot)` is the entropic regularized Wasserstein distance with M loss matrix (see ot.bregman.sinkhorn) - :math:`\mathbf{a}` is an observed distribution, :math:`\mathbf{h}_0` is aprior on unmixing - reg and :math:`\mathbf{M}` are respectively the regularization term and the cost matrix for OT data fitting - reg0 and :math:`\mathbf{M0}` are respectively the regularization term and the cost matrix for regularization - :math:`\\alpha`weight data fitting and regularization The optimization problem is solved suing the algorithm described in [4] Parameters ---------- a : np.ndarray (d) observed distribution D : np.ndarray (d,n) dictionary matrix M : np.ndarray (d,d) loss matrix M0 : np.ndarray (n,n) loss matrix h0 : np.ndarray (n,) prior on h reg : float Regularization term >0 (Wasserstein data fitting) reg0 : float Regularization term >0 (Wasserstein reg with h0) alpha : float How much should we trust the prior ([0,1]) 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 : (d,) ndarray Wasserstein barycenter log : dict log dictionary return only if log==True in parameters References ---------- .. [4] S. Nakhostin, N. Courty, R. Flamary, D. Tuia, T. Corpetti, Supervised planetary unmixing with optimal transport, Whorkshop on Hyperspectral Image and Signal Processing : Evolution in Remote Sensing (WHISPERS), 2016. """ # M = M/np.median(M) K = np.exp(-M / reg) # M0 = M0/np.median(M0) K0 = np.exp(-M0 / reg0) old = h0 err = 1 cpt = 0 # log = {'niter':0, 'all_err':[]} if log: log = {'err': []} while (err > stopThr and cpt < numItermax): K = projC(K, a) K0 = projC(K0, h0) new = np.sum(K0, axis=1) # we recombine the current selection from dictionnary inv_new = np.dot(D, new) other = np.sum(K, axis=1) # geometric interpolation delta = np.exp(alpha * np.log(other) + (1 - alpha) * np.log(inv_new)) K = projR(K, delta) K0 = np.dot(np.diag(np.dot(D.T, delta / inv_new)), K0) err = np.linalg.norm(np.sum(K0, axis=1) - old) old = new 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)) cpt = cpt + 1 if log: log['niter'] = cpt return np.sum(K0, axis=1), log else: return np.sum(K0, axis=1)
python
def unmix(a, D, M, M0, h0, reg, reg0, alpha, numItermax=1000, stopThr=1e-3, verbose=False, log=False): """ Compute the unmixing of an observation with a given dictionary using Wasserstein distance The function solve the following optimization problem: .. math:: \mathbf{h} = arg\min_\mathbf{h} (1- \\alpha) W_{M,reg}(\mathbf{a},\mathbf{Dh})+\\alpha W_{M0,reg0}(\mathbf{h}_0,\mathbf{h}) where : - :math:`W_{M,reg}(\cdot,\cdot)` is the entropic regularized Wasserstein distance with M loss matrix (see ot.bregman.sinkhorn) - :math:`\mathbf{a}` is an observed distribution, :math:`\mathbf{h}_0` is aprior on unmixing - reg and :math:`\mathbf{M}` are respectively the regularization term and the cost matrix for OT data fitting - reg0 and :math:`\mathbf{M0}` are respectively the regularization term and the cost matrix for regularization - :math:`\\alpha`weight data fitting and regularization The optimization problem is solved suing the algorithm described in [4] Parameters ---------- a : np.ndarray (d) observed distribution D : np.ndarray (d,n) dictionary matrix M : np.ndarray (d,d) loss matrix M0 : np.ndarray (n,n) loss matrix h0 : np.ndarray (n,) prior on h reg : float Regularization term >0 (Wasserstein data fitting) reg0 : float Regularization term >0 (Wasserstein reg with h0) alpha : float How much should we trust the prior ([0,1]) 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 : (d,) ndarray Wasserstein barycenter log : dict log dictionary return only if log==True in parameters References ---------- .. [4] S. Nakhostin, N. Courty, R. Flamary, D. Tuia, T. Corpetti, Supervised planetary unmixing with optimal transport, Whorkshop on Hyperspectral Image and Signal Processing : Evolution in Remote Sensing (WHISPERS), 2016. """ # M = M/np.median(M) K = np.exp(-M / reg) # M0 = M0/np.median(M0) K0 = np.exp(-M0 / reg0) old = h0 err = 1 cpt = 0 # log = {'niter':0, 'all_err':[]} if log: log = {'err': []} while (err > stopThr and cpt < numItermax): K = projC(K, a) K0 = projC(K0, h0) new = np.sum(K0, axis=1) # we recombine the current selection from dictionnary inv_new = np.dot(D, new) other = np.sum(K, axis=1) # geometric interpolation delta = np.exp(alpha * np.log(other) + (1 - alpha) * np.log(inv_new)) K = projR(K, delta) K0 = np.dot(np.diag(np.dot(D.T, delta / inv_new)), K0) err = np.linalg.norm(np.sum(K0, axis=1) - old) old = new 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)) cpt = cpt + 1 if log: log['niter'] = cpt return np.sum(K0, axis=1), log else: return np.sum(K0, axis=1)
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Compute the unmixing of an observation with a given dictionary using Wasserstein distance The function solve the following optimization problem: .. math:: \mathbf{h} = arg\min_\mathbf{h} (1- \\alpha) W_{M,reg}(\mathbf{a},\mathbf{Dh})+\\alpha W_{M0,reg0}(\mathbf{h}_0,\mathbf{h}) where : - :math:`W_{M,reg}(\cdot,\cdot)` is the entropic regularized Wasserstein distance with M loss matrix (see ot.bregman.sinkhorn) - :math:`\mathbf{a}` is an observed distribution, :math:`\mathbf{h}_0` is aprior on unmixing - reg and :math:`\mathbf{M}` are respectively the regularization term and the cost matrix for OT data fitting - reg0 and :math:`\mathbf{M0}` are respectively the regularization term and the cost matrix for regularization - :math:`\\alpha`weight data fitting and regularization The optimization problem is solved suing the algorithm described in [4] Parameters ---------- a : np.ndarray (d) observed distribution D : np.ndarray (d,n) dictionary matrix M : np.ndarray (d,d) loss matrix M0 : np.ndarray (n,n) loss matrix h0 : np.ndarray (n,) prior on h reg : float Regularization term >0 (Wasserstein data fitting) reg0 : float Regularization term >0 (Wasserstein reg with h0) alpha : float How much should we trust the prior ([0,1]) 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 : (d,) ndarray Wasserstein barycenter log : dict log dictionary return only if log==True in parameters References ---------- .. [4] S. Nakhostin, N. Courty, R. Flamary, D. Tuia, T. Corpetti, Supervised planetary unmixing with optimal transport, Whorkshop on Hyperspectral Image and Signal Processing : Evolution in Remote Sensing (WHISPERS), 2016.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L1195-L1300
train
221,951
rflamary/POT
ot/bregman.py
empirical_sinkhorn
def empirical_sinkhorn(X_s, X_t, reg, a=None, b=None, metric='sqeuclidean', numIterMax=10000, stopThr=1e-9, verbose=False, log=False, **kwargs): ''' Solve the entropic regularization optimal transport problem and return the OT matrix from empirical data The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - :math:`M` is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 2 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> emp_sinkhorn = empirical_sinkhorn(X_s, X_t, reg, verbose=False) >>> print(emp_sinkhorn) >>> [[4.99977301e-01 2.26989344e-05] [2.26989344e-05 4.99977301e-01]] References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. ''' if a is None: a = unif(np.shape(X_s)[0]) if b is None: b = unif(np.shape(X_t)[0]) M = dist(X_s, X_t, metric=metric) if log: pi, log = sinkhorn(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=True, **kwargs) return pi, log else: pi = sinkhorn(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=False, **kwargs) return pi
python
def empirical_sinkhorn(X_s, X_t, reg, a=None, b=None, metric='sqeuclidean', numIterMax=10000, stopThr=1e-9, verbose=False, log=False, **kwargs): ''' Solve the entropic regularization optimal transport problem and return the OT matrix from empirical data The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - :math:`M` is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 2 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> emp_sinkhorn = empirical_sinkhorn(X_s, X_t, reg, verbose=False) >>> print(emp_sinkhorn) >>> [[4.99977301e-01 2.26989344e-05] [2.26989344e-05 4.99977301e-01]] References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. ''' if a is None: a = unif(np.shape(X_s)[0]) if b is None: b = unif(np.shape(X_t)[0]) M = dist(X_s, X_t, metric=metric) if log: pi, log = sinkhorn(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=True, **kwargs) return pi, log else: pi = sinkhorn(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=False, **kwargs) return pi
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Solve the entropic regularization optimal transport problem and return the OT matrix from empirical data The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - :math:`M` is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 2 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> emp_sinkhorn = empirical_sinkhorn(X_s, X_t, reg, verbose=False) >>> print(emp_sinkhorn) >>> [[4.99977301e-01 2.26989344e-05] [2.26989344e-05 4.99977301e-01]] References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L1303-L1390
train
221,952
rflamary/POT
ot/bregman.py
empirical_sinkhorn2
def empirical_sinkhorn2(X_s, X_t, reg, a=None, b=None, metric='sqeuclidean', numIterMax=10000, stopThr=1e-9, verbose=False, log=False, **kwargs): ''' Solve the entropic regularization optimal transport problem from empirical data and return the OT loss The function solves the following optimization problem: .. math:: W = \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - :math:`M` is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 2 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> loss_sinkhorn = empirical_sinkhorn2(X_s, X_t, reg, verbose=False) >>> print(loss_sinkhorn) >>> [4.53978687e-05] References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. ''' if a is None: a = unif(np.shape(X_s)[0]) if b is None: b = unif(np.shape(X_t)[0]) M = dist(X_s, X_t, metric=metric) if log: sinkhorn_loss, log = sinkhorn2(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sinkhorn_loss, log else: sinkhorn_loss = sinkhorn2(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sinkhorn_loss
python
def empirical_sinkhorn2(X_s, X_t, reg, a=None, b=None, metric='sqeuclidean', numIterMax=10000, stopThr=1e-9, verbose=False, log=False, **kwargs): ''' Solve the entropic regularization optimal transport problem from empirical data and return the OT loss The function solves the following optimization problem: .. math:: W = \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - :math:`M` is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 2 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> loss_sinkhorn = empirical_sinkhorn2(X_s, X_t, reg, verbose=False) >>> print(loss_sinkhorn) >>> [4.53978687e-05] References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. ''' if a is None: a = unif(np.shape(X_s)[0]) if b is None: b = unif(np.shape(X_t)[0]) M = dist(X_s, X_t, metric=metric) if log: sinkhorn_loss, log = sinkhorn2(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sinkhorn_loss, log else: sinkhorn_loss = sinkhorn2(a, b, M, reg, numItermax=numIterMax, stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sinkhorn_loss
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Solve the entropic regularization optimal transport problem from empirical data and return the OT loss The function solves the following optimization problem: .. math:: W = \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - :math:`M` is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 2 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> loss_sinkhorn = empirical_sinkhorn2(X_s, X_t, reg, verbose=False) >>> print(loss_sinkhorn) >>> [4.53978687e-05] References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [9] Schmitzer, B. (2016). Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems. arXiv preprint arXiv:1610.06519. .. [10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L1393-L1480
train
221,953
rflamary/POT
ot/bregman.py
empirical_sinkhorn_divergence
def empirical_sinkhorn_divergence(X_s, X_t, reg, a=None, b=None, metric='sqeuclidean', numIterMax=10000, stopThr=1e-9, verbose=False, log=False, **kwargs): ''' Compute the sinkhorn divergence loss from empirical data The function solves the following optimization problems and return the sinkhorn divergence :math:`S`: .. math:: W &= \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) W_a &= \min_{\gamma_a} <\gamma_a,M_a>_F + reg\cdot\Omega(\gamma_a) W_b &= \min_{\gamma_b} <\gamma_b,M_b>_F + reg\cdot\Omega(\gamma_b) S &= W - 1/2 * (W_a + W_b) .. math:: s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 \gamma_a 1 = a \gamma_a^T 1= a \gamma_a\geq 0 \gamma_b 1 = b \gamma_b^T 1= b \gamma_b\geq 0 where : - :math:`M` (resp. :math:`M_a, M_b`) is the (ns,nt) metric cost matrix (resp (ns, ns) and (nt, nt)) - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 4 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> emp_sinkhorn_div = empirical_sinkhorn_divergence(X_s, X_t, reg) >>> print(emp_sinkhorn_div) >>> [2.99977435] References ---------- .. [23] Aude Genevay, Gabriel Peyré, Marco Cuturi, Learning Generative Models with Sinkhorn Divergences, Proceedings of the Twenty-First International Conference on Artficial Intelligence and Statistics, (AISTATS) 21, 2018 ''' if log: sinkhorn_loss_ab, log_ab = empirical_sinkhorn2(X_s, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_a, log_a = empirical_sinkhorn2(X_s, X_s, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_b, log_b = empirical_sinkhorn2(X_t, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_div = sinkhorn_loss_ab - 1 / 2 * (sinkhorn_loss_a + sinkhorn_loss_b) log = {} log['sinkhorn_loss_ab'] = sinkhorn_loss_ab log['sinkhorn_loss_a'] = sinkhorn_loss_a log['sinkhorn_loss_b'] = sinkhorn_loss_b log['log_sinkhorn_ab'] = log_ab log['log_sinkhorn_a'] = log_a log['log_sinkhorn_b'] = log_b return max(0, sinkhorn_div), log else: sinkhorn_loss_ab = empirical_sinkhorn2(X_s, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_a = empirical_sinkhorn2(X_s, X_s, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_b = empirical_sinkhorn2(X_t, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_div = sinkhorn_loss_ab - 1 / 2 * (sinkhorn_loss_a + sinkhorn_loss_b) return max(0, sinkhorn_div)
python
def empirical_sinkhorn_divergence(X_s, X_t, reg, a=None, b=None, metric='sqeuclidean', numIterMax=10000, stopThr=1e-9, verbose=False, log=False, **kwargs): ''' Compute the sinkhorn divergence loss from empirical data The function solves the following optimization problems and return the sinkhorn divergence :math:`S`: .. math:: W &= \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) W_a &= \min_{\gamma_a} <\gamma_a,M_a>_F + reg\cdot\Omega(\gamma_a) W_b &= \min_{\gamma_b} <\gamma_b,M_b>_F + reg\cdot\Omega(\gamma_b) S &= W - 1/2 * (W_a + W_b) .. math:: s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 \gamma_a 1 = a \gamma_a^T 1= a \gamma_a\geq 0 \gamma_b 1 = b \gamma_b^T 1= b \gamma_b\geq 0 where : - :math:`M` (resp. :math:`M_a, M_b`) is the (ns,nt) metric cost matrix (resp (ns, ns) and (nt, nt)) - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 4 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> emp_sinkhorn_div = empirical_sinkhorn_divergence(X_s, X_t, reg) >>> print(emp_sinkhorn_div) >>> [2.99977435] References ---------- .. [23] Aude Genevay, Gabriel Peyré, Marco Cuturi, Learning Generative Models with Sinkhorn Divergences, Proceedings of the Twenty-First International Conference on Artficial Intelligence and Statistics, (AISTATS) 21, 2018 ''' if log: sinkhorn_loss_ab, log_ab = empirical_sinkhorn2(X_s, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_a, log_a = empirical_sinkhorn2(X_s, X_s, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_b, log_b = empirical_sinkhorn2(X_t, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_div = sinkhorn_loss_ab - 1 / 2 * (sinkhorn_loss_a + sinkhorn_loss_b) log = {} log['sinkhorn_loss_ab'] = sinkhorn_loss_ab log['sinkhorn_loss_a'] = sinkhorn_loss_a log['sinkhorn_loss_b'] = sinkhorn_loss_b log['log_sinkhorn_ab'] = log_ab log['log_sinkhorn_a'] = log_a log['log_sinkhorn_b'] = log_b return max(0, sinkhorn_div), log else: sinkhorn_loss_ab = empirical_sinkhorn2(X_s, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_a = empirical_sinkhorn2(X_s, X_s, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_loss_b = empirical_sinkhorn2(X_t, X_t, reg, a, b, metric=metric, numIterMax=numIterMax, stopThr=1e-9, verbose=verbose, log=log, **kwargs) sinkhorn_div = sinkhorn_loss_ab - 1 / 2 * (sinkhorn_loss_a + sinkhorn_loss_b) return max(0, sinkhorn_div)
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Compute the sinkhorn divergence loss from empirical data The function solves the following optimization problems and return the sinkhorn divergence :math:`S`: .. math:: W &= \min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) W_a &= \min_{\gamma_a} <\gamma_a,M_a>_F + reg\cdot\Omega(\gamma_a) W_b &= \min_{\gamma_b} <\gamma_b,M_b>_F + reg\cdot\Omega(\gamma_b) S &= W - 1/2 * (W_a + W_b) .. math:: s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 \gamma_a 1 = a \gamma_a^T 1= a \gamma_a\geq 0 \gamma_b 1 = b \gamma_b^T 1= b \gamma_b\geq 0 where : - :math:`M` (resp. :math:`M_a, M_b`) is the (ns,nt) metric cost matrix (resp (ns, ns) and (nt, nt)) - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`a` and :math:`b` are source and target weights (sum to 1) Parameters ---------- X_s : np.ndarray (ns, d) samples in the source domain X_t : np.ndarray (nt, d) samples in the target domain reg : float Regularization term >0 a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples weights in the target domain 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 ------- gamma : (ns x nt) ndarray Regularized optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_s = 2 >>> n_t = 4 >>> reg = 0.1 >>> X_s = np.reshape(np.arange(n_s), (n_s, 1)) >>> X_t = np.reshape(np.arange(0, n_t), (n_t, 1)) >>> emp_sinkhorn_div = empirical_sinkhorn_divergence(X_s, X_t, reg) >>> print(emp_sinkhorn_div) >>> [2.99977435] References ---------- .. [23] Aude Genevay, Gabriel Peyré, Marco Cuturi, Learning Generative Models with Sinkhorn Divergences, Proceedings of the Twenty-First International Conference on Artficial Intelligence and Statistics, (AISTATS) 21, 2018
[ "Compute", "the", "sinkhorn", "divergence", "loss", "from", "empirical", "data" ]
c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/bregman.py#L1483-L1599
train
221,954
rflamary/POT
ot/lp/__init__.py
emd
def emd(a, b, M, numItermax=100000, log=False): """Solves the Earth Movers distance problem and returns the OT matrix .. math:: \gamma = arg\min_\gamma <\gamma,M>_F s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the metric cost matrix - a and b are the sample weights Uses the algorithm proposed in [1]_ Parameters ---------- a : (ns,) ndarray, float64 Source histogram (uniform weigth if empty list) b : (nt,) ndarray, float64 Target histogram (uniform weigth if empty list) M : (ns,nt) ndarray, float64 loss matrix numItermax : int, optional (default=100000) The maximum number of iterations before stopping the optimization algorithm if it has not converged. log: boolean, optional (default=False) If True, returns a dictionary containing the cost and dual variables. Otherwise returns only the optimal transportation matrix. Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict If input log is true, a dictionary containing the cost and dual variables and exit status Examples -------- Simple example with obvious solution. The function emd accepts lists and perform automatic conversion to numpy arrays >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.emd(a,b,M) array([[ 0.5, 0. ], [ 0. , 0.5]]) References ---------- .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011, December). Displacement interpolation using Lagrangian mass transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM. See Also -------- ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT""" a = np.asarray(a, dtype=np.float64) b = np.asarray(b, dtype=np.float64) M = np.asarray(M, dtype=np.float64) # if empty array given then use unifor distributions if len(a) == 0: a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] if len(b) == 0: b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] G, cost, u, v, result_code = emd_c(a, b, M, numItermax) result_code_string = check_result(result_code) if log: log = {} log['cost'] = cost log['u'] = u log['v'] = v log['warning'] = result_code_string log['result_code'] = result_code return G, log return G
python
def emd(a, b, M, numItermax=100000, log=False): """Solves the Earth Movers distance problem and returns the OT matrix .. math:: \gamma = arg\min_\gamma <\gamma,M>_F s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the metric cost matrix - a and b are the sample weights Uses the algorithm proposed in [1]_ Parameters ---------- a : (ns,) ndarray, float64 Source histogram (uniform weigth if empty list) b : (nt,) ndarray, float64 Target histogram (uniform weigth if empty list) M : (ns,nt) ndarray, float64 loss matrix numItermax : int, optional (default=100000) The maximum number of iterations before stopping the optimization algorithm if it has not converged. log: boolean, optional (default=False) If True, returns a dictionary containing the cost and dual variables. Otherwise returns only the optimal transportation matrix. Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict If input log is true, a dictionary containing the cost and dual variables and exit status Examples -------- Simple example with obvious solution. The function emd accepts lists and perform automatic conversion to numpy arrays >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.emd(a,b,M) array([[ 0.5, 0. ], [ 0. , 0.5]]) References ---------- .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011, December). Displacement interpolation using Lagrangian mass transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM. See Also -------- ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT""" a = np.asarray(a, dtype=np.float64) b = np.asarray(b, dtype=np.float64) M = np.asarray(M, dtype=np.float64) # if empty array given then use unifor distributions if len(a) == 0: a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] if len(b) == 0: b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] G, cost, u, v, result_code = emd_c(a, b, M, numItermax) result_code_string = check_result(result_code) if log: log = {} log['cost'] = cost log['u'] = u log['v'] = v log['warning'] = result_code_string log['result_code'] = result_code return G, log return G
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Solves the Earth Movers distance problem and returns the OT matrix .. math:: \gamma = arg\min_\gamma <\gamma,M>_F s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the metric cost matrix - a and b are the sample weights Uses the algorithm proposed in [1]_ Parameters ---------- a : (ns,) ndarray, float64 Source histogram (uniform weigth if empty list) b : (nt,) ndarray, float64 Target histogram (uniform weigth if empty list) M : (ns,nt) ndarray, float64 loss matrix numItermax : int, optional (default=100000) The maximum number of iterations before stopping the optimization algorithm if it has not converged. log: boolean, optional (default=False) If True, returns a dictionary containing the cost and dual variables. Otherwise returns only the optimal transportation matrix. Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict If input log is true, a dictionary containing the cost and dual variables and exit status Examples -------- Simple example with obvious solution. The function emd accepts lists and perform automatic conversion to numpy arrays >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.emd(a,b,M) array([[ 0.5, 0. ], [ 0. , 0.5]]) References ---------- .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011, December). Displacement interpolation using Lagrangian mass transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM. See Also -------- ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT
[ "Solves", "the", "Earth", "Movers", "distance", "problem", "and", "returns", "the", "OT", "matrix" ]
c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/lp/__init__.py#L25-L113
train
221,955
rflamary/POT
ot/lp/__init__.py
emd2
def emd2(a, b, M, processes=multiprocessing.cpu_count(), numItermax=100000, log=False, return_matrix=False): """Solves the Earth Movers distance problem and returns the loss .. math:: \gamma = arg\min_\gamma <\gamma,M>_F s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the metric cost matrix - a and b are the sample weights Uses the algorithm proposed in [1]_ Parameters ---------- a : (ns,) ndarray, float64 Source histogram (uniform weigth if empty list) b : (nt,) ndarray, float64 Target histogram (uniform weigth if empty list) M : (ns,nt) ndarray, float64 loss matrix numItermax : int, optional (default=100000) The maximum number of iterations before stopping the optimization algorithm if it has not converged. log: boolean, optional (default=False) If True, returns a dictionary containing the cost and dual variables. Otherwise returns only the optimal transportation cost. return_matrix: boolean, optional (default=False) If True, returns the optimal transportation matrix in the log. Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict If input log is true, a dictionary containing the cost and dual variables and exit status Examples -------- Simple example with obvious solution. The function emd accepts lists and perform automatic conversion to numpy arrays >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.emd2(a,b,M) 0.0 References ---------- .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011, December). Displacement interpolation using Lagrangian mass transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM. See Also -------- ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT""" a = np.asarray(a, dtype=np.float64) b = np.asarray(b, dtype=np.float64) M = np.asarray(M, dtype=np.float64) # if empty array given then use unifor distributions if len(a) == 0: a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] if len(b) == 0: b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] if log or return_matrix: def f(b): G, cost, u, v, resultCode = emd_c(a, b, M, numItermax) result_code_string = check_result(resultCode) log = {} if return_matrix: log['G'] = G log['u'] = u log['v'] = v log['warning'] = result_code_string log['result_code'] = resultCode return [cost, log] else: def f(b): G, cost, u, v, result_code = emd_c(a, b, M, numItermax) check_result(result_code) return cost if len(b.shape) == 1: return f(b) nb = b.shape[1] res = parmap(f, [b[:, i] for i in range(nb)], processes) return res
python
def emd2(a, b, M, processes=multiprocessing.cpu_count(), numItermax=100000, log=False, return_matrix=False): """Solves the Earth Movers distance problem and returns the loss .. math:: \gamma = arg\min_\gamma <\gamma,M>_F s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the metric cost matrix - a and b are the sample weights Uses the algorithm proposed in [1]_ Parameters ---------- a : (ns,) ndarray, float64 Source histogram (uniform weigth if empty list) b : (nt,) ndarray, float64 Target histogram (uniform weigth if empty list) M : (ns,nt) ndarray, float64 loss matrix numItermax : int, optional (default=100000) The maximum number of iterations before stopping the optimization algorithm if it has not converged. log: boolean, optional (default=False) If True, returns a dictionary containing the cost and dual variables. Otherwise returns only the optimal transportation cost. return_matrix: boolean, optional (default=False) If True, returns the optimal transportation matrix in the log. Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict If input log is true, a dictionary containing the cost and dual variables and exit status Examples -------- Simple example with obvious solution. The function emd accepts lists and perform automatic conversion to numpy arrays >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.emd2(a,b,M) 0.0 References ---------- .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011, December). Displacement interpolation using Lagrangian mass transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM. See Also -------- ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT""" a = np.asarray(a, dtype=np.float64) b = np.asarray(b, dtype=np.float64) M = np.asarray(M, dtype=np.float64) # if empty array given then use unifor distributions if len(a) == 0: a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] if len(b) == 0: b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] if log or return_matrix: def f(b): G, cost, u, v, resultCode = emd_c(a, b, M, numItermax) result_code_string = check_result(resultCode) log = {} if return_matrix: log['G'] = G log['u'] = u log['v'] = v log['warning'] = result_code_string log['result_code'] = resultCode return [cost, log] else: def f(b): G, cost, u, v, result_code = emd_c(a, b, M, numItermax) check_result(result_code) return cost if len(b.shape) == 1: return f(b) nb = b.shape[1] res = parmap(f, [b[:, i] for i in range(nb)], processes) return res
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Solves the Earth Movers distance problem and returns the loss .. math:: \gamma = arg\min_\gamma <\gamma,M>_F s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the metric cost matrix - a and b are the sample weights Uses the algorithm proposed in [1]_ Parameters ---------- a : (ns,) ndarray, float64 Source histogram (uniform weigth if empty list) b : (nt,) ndarray, float64 Target histogram (uniform weigth if empty list) M : (ns,nt) ndarray, float64 loss matrix numItermax : int, optional (default=100000) The maximum number of iterations before stopping the optimization algorithm if it has not converged. log: boolean, optional (default=False) If True, returns a dictionary containing the cost and dual variables. Otherwise returns only the optimal transportation cost. return_matrix: boolean, optional (default=False) If True, returns the optimal transportation matrix in the log. Returns ------- gamma: (ns x nt) ndarray Optimal transportation matrix for the given parameters log: dict If input log is true, a dictionary containing the cost and dual variables and exit status Examples -------- Simple example with obvious solution. The function emd accepts lists and perform automatic conversion to numpy arrays >>> import ot >>> a=[.5,.5] >>> b=[.5,.5] >>> M=[[0.,1.],[1.,0.]] >>> ot.emd2(a,b,M) 0.0 References ---------- .. [1] Bonneel, N., Van De Panne, M., Paris, S., & Heidrich, W. (2011, December). Displacement interpolation using Lagrangian mass transport. In ACM Transactions on Graphics (TOG) (Vol. 30, No. 6, p. 158). ACM. See Also -------- ot.bregman.sinkhorn : Entropic regularized OT ot.optim.cg : General regularized OT
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/lp/__init__.py#L116-L219
train
221,956
rflamary/POT
ot/da.py
sinkhorn_l1l2_gl
def sinkhorn_l1l2_gl(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 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}\|^2` 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.optim.gcg : Generalized conditional gradient for OT problems """ lstlab = np.unique(labels_a) def f(G): res = 0 for i in range(G.shape[1]): for lab in lstlab: temp = G[labels_a == lab, i] res += np.linalg.norm(temp) return res def df(G): W = np.zeros(G.shape) for i in range(G.shape[1]): for lab in lstlab: temp = G[labels_a == lab, i] n = np.linalg.norm(temp) if n: W[labels_a == lab, i] = temp / n return W return gcg(a, b, M, reg, eta, f, df, G0=None, numItermax=numItermax, numInnerItermax=numInnerItermax, stopThr=stopInnerThr, verbose=verbose, log=log)
python
def sinkhorn_l1l2_gl(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 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}\|^2` 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.optim.gcg : Generalized conditional gradient for OT problems """ lstlab = np.unique(labels_a) def f(G): res = 0 for i in range(G.shape[1]): for lab in lstlab: temp = G[labels_a == lab, i] res += np.linalg.norm(temp) return res def df(G): W = np.zeros(G.shape) for i in range(G.shape[1]): for lab in lstlab: temp = G[labels_a == lab, i] n = np.linalg.norm(temp) if n: W[labels_a == lab, i] = temp / n return W return gcg(a, b, M, reg, eta, f, df, G0=None, numItermax=numItermax, numInnerItermax=numInnerItermax, stopThr=stopInnerThr, verbose=verbose, log=log)
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Solve the entropic regularization optimal transport problem with 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}\|^2` 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.optim.gcg : Generalized conditional gradient for OT problems
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/da.py#L134-L238
train
221,957
rflamary/POT
ot/da.py
OT_mapping_linear
def OT_mapping_linear(xs, xt, reg=1e-6, ws=None, wt=None, bias=True, log=False): """ return OT linear operator between samples The function estimates the optimal linear operator that aligns the two empirical distributions. This is equivalent to estimating the closed form mapping between two Gaussian distributions :math:`N(\mu_s,\Sigma_s)` and :math:`N(\mu_t,\Sigma_t)` as proposed in [14] and discussed in remark 2.29 in [15]. The linear operator from source to target :math:`M` .. math:: M(x)=Ax+b where : .. math:: A=\Sigma_s^{-1/2}(\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2})^{1/2} \Sigma_s^{-1/2} .. math:: b=\mu_t-A\mu_s Parameters ---------- xs : np.ndarray (ns,d) samples in the source domain xt : np.ndarray (nt,d) samples in the target domain reg : float,optional regularization added to the diagonals of convariances (>0) ws : np.ndarray (ns,1), optional weights for the source samples wt : np.ndarray (ns,1), optional weights for the target samples bias: boolean, optional estimate bias b else b=0 (default:True) log : bool, optional record log if True Returns ------- A : (d x d) ndarray Linear operator b : (1 x d) ndarray bias log : dict log dictionary return only if log==True in parameters References ---------- .. [14] Knott, M. and Smith, C. S. "On the optimal mapping of distributions", Journal of Optimization Theory and Applications Vol 43, 1984 .. [15] Peyré, G., & Cuturi, M. (2017). "Computational Optimal Transport", 2018. """ d = xs.shape[1] if bias: mxs = xs.mean(0, keepdims=True) mxt = xt.mean(0, keepdims=True) xs = xs - mxs xt = xt - mxt else: mxs = np.zeros((1, d)) mxt = np.zeros((1, d)) if ws is None: ws = np.ones((xs.shape[0], 1)) / xs.shape[0] if wt is None: wt = np.ones((xt.shape[0], 1)) / xt.shape[0] Cs = (xs * ws).T.dot(xs) / ws.sum() + reg * np.eye(d) Ct = (xt * wt).T.dot(xt) / wt.sum() + reg * np.eye(d) Cs12 = linalg.sqrtm(Cs) Cs_12 = linalg.inv(Cs12) M0 = linalg.sqrtm(Cs12.dot(Ct.dot(Cs12))) A = Cs_12.dot(M0.dot(Cs_12)) b = mxt - mxs.dot(A) if log: log = {} log['Cs'] = Cs log['Ct'] = Ct log['Cs12'] = Cs12 log['Cs_12'] = Cs_12 return A, b, log else: return A, b
python
def OT_mapping_linear(xs, xt, reg=1e-6, ws=None, wt=None, bias=True, log=False): """ return OT linear operator between samples The function estimates the optimal linear operator that aligns the two empirical distributions. This is equivalent to estimating the closed form mapping between two Gaussian distributions :math:`N(\mu_s,\Sigma_s)` and :math:`N(\mu_t,\Sigma_t)` as proposed in [14] and discussed in remark 2.29 in [15]. The linear operator from source to target :math:`M` .. math:: M(x)=Ax+b where : .. math:: A=\Sigma_s^{-1/2}(\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2})^{1/2} \Sigma_s^{-1/2} .. math:: b=\mu_t-A\mu_s Parameters ---------- xs : np.ndarray (ns,d) samples in the source domain xt : np.ndarray (nt,d) samples in the target domain reg : float,optional regularization added to the diagonals of convariances (>0) ws : np.ndarray (ns,1), optional weights for the source samples wt : np.ndarray (ns,1), optional weights for the target samples bias: boolean, optional estimate bias b else b=0 (default:True) log : bool, optional record log if True Returns ------- A : (d x d) ndarray Linear operator b : (1 x d) ndarray bias log : dict log dictionary return only if log==True in parameters References ---------- .. [14] Knott, M. and Smith, C. S. "On the optimal mapping of distributions", Journal of Optimization Theory and Applications Vol 43, 1984 .. [15] Peyré, G., & Cuturi, M. (2017). "Computational Optimal Transport", 2018. """ d = xs.shape[1] if bias: mxs = xs.mean(0, keepdims=True) mxt = xt.mean(0, keepdims=True) xs = xs - mxs xt = xt - mxt else: mxs = np.zeros((1, d)) mxt = np.zeros((1, d)) if ws is None: ws = np.ones((xs.shape[0], 1)) / xs.shape[0] if wt is None: wt = np.ones((xt.shape[0], 1)) / xt.shape[0] Cs = (xs * ws).T.dot(xs) / ws.sum() + reg * np.eye(d) Ct = (xt * wt).T.dot(xt) / wt.sum() + reg * np.eye(d) Cs12 = linalg.sqrtm(Cs) Cs_12 = linalg.inv(Cs12) M0 = linalg.sqrtm(Cs12.dot(Ct.dot(Cs12))) A = Cs_12.dot(M0.dot(Cs_12)) b = mxt - mxs.dot(A) if log: log = {} log['Cs'] = Cs log['Ct'] = Ct log['Cs12'] = Cs12 log['Cs_12'] = Cs_12 return A, b, log else: return A, b
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return OT linear operator between samples The function estimates the optimal linear operator that aligns the two empirical distributions. This is equivalent to estimating the closed form mapping between two Gaussian distributions :math:`N(\mu_s,\Sigma_s)` and :math:`N(\mu_t,\Sigma_t)` as proposed in [14] and discussed in remark 2.29 in [15]. The linear operator from source to target :math:`M` .. math:: M(x)=Ax+b where : .. math:: A=\Sigma_s^{-1/2}(\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2})^{1/2} \Sigma_s^{-1/2} .. math:: b=\mu_t-A\mu_s Parameters ---------- xs : np.ndarray (ns,d) samples in the source domain xt : np.ndarray (nt,d) samples in the target domain reg : float,optional regularization added to the diagonals of convariances (>0) ws : np.ndarray (ns,1), optional weights for the source samples wt : np.ndarray (ns,1), optional weights for the target samples bias: boolean, optional estimate bias b else b=0 (default:True) log : bool, optional record log if True Returns ------- A : (d x d) ndarray Linear operator b : (1 x d) ndarray bias log : dict log dictionary return only if log==True in parameters References ---------- .. [14] Knott, M. and Smith, C. S. "On the optimal mapping of distributions", Journal of Optimization Theory and Applications Vol 43, 1984 .. [15] Peyré, G., & Cuturi, M. (2017). "Computational Optimal Transport", 2018.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/da.py#L639-L740
train
221,958
rflamary/POT
ot/gpu/utils.py
euclidean_distances
def euclidean_distances(a, b, squared=False, to_numpy=True): """ Compute the pairwise euclidean distance between matrices a and b. If the input matrix are in numpy format, they will be uploaded to the GPU first which can incur significant time overhead. Parameters ---------- a : np.ndarray (n, f) first matrix b : np.ndarray (m, f) second matrix to_numpy : boolean, optional (default True) If true convert back the GPU array result to numpy format. squared : boolean, optional (default False) if True, return squared euclidean distance matrix Returns ------- c : (n x m) np.ndarray or cupy.ndarray pairwise euclidean distance distance matrix """ a, b = to_gpu(a, b) a2 = np.sum(np.square(a), 1) b2 = np.sum(np.square(b), 1) c = -2 * np.dot(a, b.T) c += a2[:, None] c += b2[None, :] if not squared: np.sqrt(c, out=c) if to_numpy: return to_np(c) else: return c
python
def euclidean_distances(a, b, squared=False, to_numpy=True): """ Compute the pairwise euclidean distance between matrices a and b. If the input matrix are in numpy format, they will be uploaded to the GPU first which can incur significant time overhead. Parameters ---------- a : np.ndarray (n, f) first matrix b : np.ndarray (m, f) second matrix to_numpy : boolean, optional (default True) If true convert back the GPU array result to numpy format. squared : boolean, optional (default False) if True, return squared euclidean distance matrix Returns ------- c : (n x m) np.ndarray or cupy.ndarray pairwise euclidean distance distance matrix """ a, b = to_gpu(a, b) a2 = np.sum(np.square(a), 1) b2 = np.sum(np.square(b), 1) c = -2 * np.dot(a, b.T) c += a2[:, None] c += b2[None, :] if not squared: np.sqrt(c, out=c) if to_numpy: return to_np(c) else: return c
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Compute the pairwise euclidean distance between matrices a and b. If the input matrix are in numpy format, they will be uploaded to the GPU first which can incur significant time overhead. Parameters ---------- a : np.ndarray (n, f) first matrix b : np.ndarray (m, f) second matrix to_numpy : boolean, optional (default True) If true convert back the GPU array result to numpy format. squared : boolean, optional (default False) if True, return squared euclidean distance matrix Returns ------- c : (n x m) np.ndarray or cupy.ndarray pairwise euclidean distance distance matrix
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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train
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rflamary/POT
ot/gpu/utils.py
dist
def dist(x1, x2=None, metric='sqeuclidean', to_numpy=True): """Compute distance between samples in x1 and x2 on gpu Parameters ---------- x1 : np.array (n1,d) matrix with n1 samples of size d x2 : np.array (n2,d), optional matrix with n2 samples of size d (if None then x2=x1) metric : str Metric from 'sqeuclidean', 'euclidean', Returns ------- M : np.array (n1,n2) distance matrix computed with given metric """ if x2 is None: x2 = x1 if metric == "sqeuclidean": return euclidean_distances(x1, x2, squared=True, to_numpy=to_numpy) elif metric == "euclidean": return euclidean_distances(x1, x2, squared=False, to_numpy=to_numpy) else: raise NotImplementedError
python
def dist(x1, x2=None, metric='sqeuclidean', to_numpy=True): """Compute distance between samples in x1 and x2 on gpu Parameters ---------- x1 : np.array (n1,d) matrix with n1 samples of size d x2 : np.array (n2,d), optional matrix with n2 samples of size d (if None then x2=x1) metric : str Metric from 'sqeuclidean', 'euclidean', Returns ------- M : np.array (n1,n2) distance matrix computed with given metric """ if x2 is None: x2 = x1 if metric == "sqeuclidean": return euclidean_distances(x1, x2, squared=True, to_numpy=to_numpy) elif metric == "euclidean": return euclidean_distances(x1, x2, squared=False, to_numpy=to_numpy) else: raise NotImplementedError
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Compute distance between samples in x1 and x2 on gpu Parameters ---------- x1 : np.array (n1,d) matrix with n1 samples of size d x2 : np.array (n2,d), optional matrix with n2 samples of size d (if None then x2=x1) metric : str Metric from 'sqeuclidean', 'euclidean', Returns ------- M : np.array (n1,n2) distance matrix computed with given metric
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/gpu/utils.py#L57-L85
train
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rflamary/POT
ot/gpu/utils.py
to_gpu
def to_gpu(*args): """ Upload numpy arrays to GPU and return them""" if len(args) > 1: return (cp.asarray(x) for x in args) else: return cp.asarray(args[0])
python
def to_gpu(*args): """ Upload numpy arrays to GPU and return them""" if len(args) > 1: return (cp.asarray(x) for x in args) else: return cp.asarray(args[0])
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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rflamary/POT
ot/gpu/utils.py
to_np
def to_np(*args): """ convert GPU arras to numpy and return them""" if len(args) > 1: return (cp.asnumpy(x) for x in args) else: return cp.asnumpy(args[0])
python
def to_np(*args): """ convert GPU arras to numpy and return them""" if len(args) > 1: return (cp.asnumpy(x) for x in args) else: return cp.asnumpy(args[0])
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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train
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rflamary/POT
ot/lp/cvx.py
scipy_sparse_to_spmatrix
def scipy_sparse_to_spmatrix(A): """Efficient conversion from scipy sparse matrix to cvxopt sparse matrix""" coo = A.tocoo() SP = spmatrix(coo.data.tolist(), coo.row.tolist(), coo.col.tolist(), size=A.shape) return SP
python
def scipy_sparse_to_spmatrix(A): """Efficient conversion from scipy sparse matrix to cvxopt sparse matrix""" coo = A.tocoo() SP = spmatrix(coo.data.tolist(), coo.row.tolist(), coo.col.tolist(), size=A.shape) return SP
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/lp/cvx.py#L22-L26
train
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rflamary/POT
ot/optim.py
line_search_armijo
def line_search_armijo(f, xk, pk, gfk, old_fval, args=(), c1=1e-4, alpha0=0.99): """ Armijo linesearch function that works with matrices find an approximate minimum of f(xk+alpha*pk) that satifies the armijo conditions. Parameters ---------- f : function loss function xk : np.ndarray initial position pk : np.ndarray descent direction gfk : np.ndarray gradient of f at xk old_fval : float loss value at xk args : tuple, optional arguments given to f c1 : float, optional c1 const in armijo rule (>0) alpha0 : float, optional initial step (>0) Returns ------- alpha : float step that satisfy armijo conditions fc : int nb of function call fa : float loss value at step alpha """ xk = np.atleast_1d(xk) fc = [0] def phi(alpha1): fc[0] += 1 return f(xk + alpha1 * pk, *args) if old_fval is None: phi0 = phi(0.) else: phi0 = old_fval derphi0 = np.sum(pk * gfk) # Quickfix for matrices alpha, phi1 = scalar_search_armijo( phi, phi0, derphi0, c1=c1, alpha0=alpha0) return alpha, fc[0], phi1
python
def line_search_armijo(f, xk, pk, gfk, old_fval, args=(), c1=1e-4, alpha0=0.99): """ Armijo linesearch function that works with matrices find an approximate minimum of f(xk+alpha*pk) that satifies the armijo conditions. Parameters ---------- f : function loss function xk : np.ndarray initial position pk : np.ndarray descent direction gfk : np.ndarray gradient of f at xk old_fval : float loss value at xk args : tuple, optional arguments given to f c1 : float, optional c1 const in armijo rule (>0) alpha0 : float, optional initial step (>0) Returns ------- alpha : float step that satisfy armijo conditions fc : int nb of function call fa : float loss value at step alpha """ xk = np.atleast_1d(xk) fc = [0] def phi(alpha1): fc[0] += 1 return f(xk + alpha1 * pk, *args) if old_fval is None: phi0 = phi(0.) else: phi0 = old_fval derphi0 = np.sum(pk * gfk) # Quickfix for matrices alpha, phi1 = scalar_search_armijo( phi, phi0, derphi0, c1=c1, alpha0=alpha0) return alpha, fc[0], phi1
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Armijo linesearch function that works with matrices find an approximate minimum of f(xk+alpha*pk) that satifies the armijo conditions. Parameters ---------- f : function loss function xk : np.ndarray initial position pk : np.ndarray descent direction gfk : np.ndarray gradient of f at xk old_fval : float loss value at xk args : tuple, optional arguments given to f c1 : float, optional c1 const in armijo rule (>0) alpha0 : float, optional initial step (>0) Returns ------- alpha : float step that satisfy armijo conditions fc : int nb of function call fa : float loss value at step alpha
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/optim.py#L18-L72
train
221,964
rflamary/POT
ot/optim.py
cg
def cg(a, b, M, reg, f, df, G0=None, numItermax=200, stopThr=1e-9, verbose=False, log=False): """ Solve the general regularized OT problem with conditional gradient The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg*f(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`f` is the regularization term ( and df is its gradient) - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is conditional gradient as discussed in [1]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 G0 : np.ndarray (ns,nt), optional initial guess (default is indep joint density) 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [1] Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882. See Also -------- ot.lp.emd : Unregularized optimal ransport ot.bregman.sinkhorn : Entropic regularized optimal transport """ loop = 1 if log: log = {'loss': []} if G0 is None: G = np.outer(a, b) else: G = G0 def cost(G): return np.sum(M * G) + reg * f(G) f_val = cost(G) if log: log['loss'].append(f_val) it = 0 if verbose: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, 0)) while loop: it += 1 old_fval = f_val # problem linearization Mi = M + reg * df(G) # set M positive Mi += Mi.min() # solve linear program Gc = emd(a, b, Mi) deltaG = Gc - G # line search alpha, fc, f_val = line_search_armijo(cost, G, deltaG, Mi, f_val) G = G + alpha * deltaG # test convergence if it >= numItermax: loop = 0 delta_fval = (f_val - old_fval) / abs(f_val) if abs(delta_fval) < stopThr: loop = 0 if log: log['loss'].append(f_val) if verbose: if it % 20 == 0: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, delta_fval)) if log: return G, log else: return G
python
def cg(a, b, M, reg, f, df, G0=None, numItermax=200, stopThr=1e-9, verbose=False, log=False): """ Solve the general regularized OT problem with conditional gradient The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg*f(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`f` is the regularization term ( and df is its gradient) - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is conditional gradient as discussed in [1]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 G0 : np.ndarray (ns,nt), optional initial guess (default is indep joint density) 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [1] Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882. See Also -------- ot.lp.emd : Unregularized optimal ransport ot.bregman.sinkhorn : Entropic regularized optimal transport """ loop = 1 if log: log = {'loss': []} if G0 is None: G = np.outer(a, b) else: G = G0 def cost(G): return np.sum(M * G) + reg * f(G) f_val = cost(G) if log: log['loss'].append(f_val) it = 0 if verbose: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, 0)) while loop: it += 1 old_fval = f_val # problem linearization Mi = M + reg * df(G) # set M positive Mi += Mi.min() # solve linear program Gc = emd(a, b, Mi) deltaG = Gc - G # line search alpha, fc, f_val = line_search_armijo(cost, G, deltaG, Mi, f_val) G = G + alpha * deltaG # test convergence if it >= numItermax: loop = 0 delta_fval = (f_val - old_fval) / abs(f_val) if abs(delta_fval) < stopThr: loop = 0 if log: log['loss'].append(f_val) if verbose: if it % 20 == 0: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, delta_fval)) if log: return G, log else: return G
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Solve the general regularized OT problem with conditional gradient The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg*f(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`f` is the regularization term ( and df is its gradient) - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is conditional gradient as discussed in [1]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 G0 : np.ndarray (ns,nt), optional initial guess (default is indep joint density) 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [1] Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882. See Also -------- ot.lp.emd : Unregularized optimal ransport ot.bregman.sinkhorn : Entropic regularized optimal transport
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/optim.py#L75-L204
train
221,965
rflamary/POT
ot/optim.py
gcg
def gcg(a, b, M, reg1, reg2, f, df, G0=None, numItermax=10, numInnerItermax=200, stopThr=1e-9, verbose=False, log=False): """ Solve the general regularized OT problem with the generalized conditional gradient The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg1\cdot\Omega(\gamma) + reg2\cdot f(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`f` is the regularization term ( and df is its gradient) - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the generalized conditional gradient as discussed in [5,7]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg1 : float Entropic Regularization term >0 reg2 : float Second Regularization term >0 G0 : np.ndarray (ns,nt), optional initial guess (default is indep joint density) numItermax : int, optional Max number of iterations numInnerItermax : int, optional Max number of iterations of Sinkhorn stopThr : float, optional Stop threshol on error (>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.optim.cg : conditional gradient """ loop = 1 if log: log = {'loss': []} if G0 is None: G = np.outer(a, b) else: G = G0 def cost(G): return np.sum(M * G) + reg1 * np.sum(G * np.log(G)) + reg2 * f(G) f_val = cost(G) if log: log['loss'].append(f_val) it = 0 if verbose: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, 0)) while loop: it += 1 old_fval = f_val # problem linearization Mi = M + reg2 * df(G) # solve linear program with Sinkhorn # Gc = sinkhorn_stabilized(a,b, Mi, reg1, numItermax = numInnerItermax) Gc = sinkhorn(a, b, Mi, reg1, numItermax=numInnerItermax) deltaG = Gc - G # line search dcost = Mi + reg1 * (1 + np.log(G)) # ?? alpha, fc, f_val = line_search_armijo(cost, G, deltaG, dcost, f_val) G = G + alpha * deltaG # test convergence if it >= numItermax: loop = 0 delta_fval = (f_val - old_fval) / abs(f_val) if abs(delta_fval) < stopThr: loop = 0 if log: log['loss'].append(f_val) if verbose: if it % 20 == 0: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, delta_fval)) if log: return G, log else: return G
python
def gcg(a, b, M, reg1, reg2, f, df, G0=None, numItermax=10, numInnerItermax=200, stopThr=1e-9, verbose=False, log=False): """ Solve the general regularized OT problem with the generalized conditional gradient The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg1\cdot\Omega(\gamma) + reg2\cdot f(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`f` is the regularization term ( and df is its gradient) - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the generalized conditional gradient as discussed in [5,7]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg1 : float Entropic Regularization term >0 reg2 : float Second Regularization term >0 G0 : np.ndarray (ns,nt), optional initial guess (default is indep joint density) numItermax : int, optional Max number of iterations numInnerItermax : int, optional Max number of iterations of Sinkhorn stopThr : float, optional Stop threshol on error (>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.optim.cg : conditional gradient """ loop = 1 if log: log = {'loss': []} if G0 is None: G = np.outer(a, b) else: G = G0 def cost(G): return np.sum(M * G) + reg1 * np.sum(G * np.log(G)) + reg2 * f(G) f_val = cost(G) if log: log['loss'].append(f_val) it = 0 if verbose: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, 0)) while loop: it += 1 old_fval = f_val # problem linearization Mi = M + reg2 * df(G) # solve linear program with Sinkhorn # Gc = sinkhorn_stabilized(a,b, Mi, reg1, numItermax = numInnerItermax) Gc = sinkhorn(a, b, Mi, reg1, numItermax=numInnerItermax) deltaG = Gc - G # line search dcost = Mi + reg1 * (1 + np.log(G)) # ?? alpha, fc, f_val = line_search_armijo(cost, G, deltaG, dcost, f_val) G = G + alpha * deltaG # test convergence if it >= numItermax: loop = 0 delta_fval = (f_val - old_fval) / abs(f_val) if abs(delta_fval) < stopThr: loop = 0 if log: log['loss'].append(f_val) if verbose: if it % 20 == 0: print('{:5s}|{:12s}|{:8s}'.format( 'It.', 'Loss', 'Delta loss') + '\n' + '-' * 32) print('{:5d}|{:8e}|{:8e}'.format(it, f_val, delta_fval)) if log: return G, log else: return G
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Solve the general regularized OT problem with the generalized conditional gradient The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg1\cdot\Omega(\gamma) + reg2\cdot f(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma\geq 0 where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - :math:`f` is the regularization term ( and df is its gradient) - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the generalized conditional gradient as discussed in [5,7]_ Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) samples in the target domain M : np.ndarray (ns,nt) loss matrix reg1 : float Entropic Regularization term >0 reg2 : float Second Regularization term >0 G0 : np.ndarray (ns,nt), optional initial guess (default is indep joint density) numItermax : int, optional Max number of iterations numInnerItermax : int, optional Max number of iterations of Sinkhorn stopThr : float, optional Stop threshol on error (>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.optim.cg : conditional gradient
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/optim.py#L207-L341
train
221,966
rflamary/POT
ot/smooth.py
projection_simplex
def projection_simplex(V, z=1, axis=None): """ Projection of x onto the simplex, scaled by z P(x; z) = argmin_{y >= 0, sum(y) = z} ||y - x||^2 z: float or array If array, len(z) must be compatible with V axis: None or int - axis=None: project V by P(V.ravel(); z) - axis=1: project each V[i] by P(V[i]; z[i]) - axis=0: project each V[:, j] by P(V[:, j]; z[j]) """ if axis == 1: n_features = V.shape[1] U = np.sort(V, axis=1)[:, ::-1] z = np.ones(len(V)) * z cssv = np.cumsum(U, axis=1) - z[:, np.newaxis] ind = np.arange(n_features) + 1 cond = U - cssv / ind > 0 rho = np.count_nonzero(cond, axis=1) theta = cssv[np.arange(len(V)), rho - 1] / rho return np.maximum(V - theta[:, np.newaxis], 0) elif axis == 0: return projection_simplex(V.T, z, axis=1).T else: V = V.ravel().reshape(1, -1) return projection_simplex(V, z, axis=1).ravel()
python
def projection_simplex(V, z=1, axis=None): """ Projection of x onto the simplex, scaled by z P(x; z) = argmin_{y >= 0, sum(y) = z} ||y - x||^2 z: float or array If array, len(z) must be compatible with V axis: None or int - axis=None: project V by P(V.ravel(); z) - axis=1: project each V[i] by P(V[i]; z[i]) - axis=0: project each V[:, j] by P(V[:, j]; z[j]) """ if axis == 1: n_features = V.shape[1] U = np.sort(V, axis=1)[:, ::-1] z = np.ones(len(V)) * z cssv = np.cumsum(U, axis=1) - z[:, np.newaxis] ind = np.arange(n_features) + 1 cond = U - cssv / ind > 0 rho = np.count_nonzero(cond, axis=1) theta = cssv[np.arange(len(V)), rho - 1] / rho return np.maximum(V - theta[:, np.newaxis], 0) elif axis == 0: return projection_simplex(V.T, z, axis=1).T else: V = V.ravel().reshape(1, -1) return projection_simplex(V, z, axis=1).ravel()
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Projection of x onto the simplex, scaled by z P(x; z) = argmin_{y >= 0, sum(y) = z} ||y - x||^2 z: float or array If array, len(z) must be compatible with V axis: None or int - axis=None: project V by P(V.ravel(); z) - axis=1: project each V[i] by P(V[i]; z[i]) - axis=0: project each V[:, j] by P(V[:, j]; z[j])
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L47-L74
train
221,967
rflamary/POT
ot/smooth.py
dual_obj_grad
def dual_obj_grad(alpha, beta, a, b, C, regul): """ Compute objective value and gradients of dual objective. Parameters ---------- alpha: array, shape = len(a) beta: array, shape = len(b) Current iterate of dual potentials. a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- obj: float Objective value (higher is better). grad_alpha: array, shape = len(a) Gradient w.r.t. alpha. grad_beta: array, shape = len(b) Gradient w.r.t. beta. """ obj = np.dot(alpha, a) + np.dot(beta, b) grad_alpha = a.copy() grad_beta = b.copy() # X[:, j] = alpha + beta[j] - C[:, j] X = alpha[:, np.newaxis] + beta - C # val.shape = len(b) # G.shape = len(a) x len(b) val, G = regul.delta_Omega(X) obj -= np.sum(val) grad_alpha -= G.sum(axis=1) grad_beta -= G.sum(axis=0) return obj, grad_alpha, grad_beta
python
def dual_obj_grad(alpha, beta, a, b, C, regul): """ Compute objective value and gradients of dual objective. Parameters ---------- alpha: array, shape = len(a) beta: array, shape = len(b) Current iterate of dual potentials. a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- obj: float Objective value (higher is better). grad_alpha: array, shape = len(a) Gradient w.r.t. alpha. grad_beta: array, shape = len(b) Gradient w.r.t. beta. """ obj = np.dot(alpha, a) + np.dot(beta, b) grad_alpha = a.copy() grad_beta = b.copy() # X[:, j] = alpha + beta[j] - C[:, j] X = alpha[:, np.newaxis] + beta - C # val.shape = len(b) # G.shape = len(a) x len(b) val, G = regul.delta_Omega(X) obj -= np.sum(val) grad_alpha -= G.sum(axis=1) grad_beta -= G.sum(axis=0) return obj, grad_alpha, grad_beta
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Compute objective value and gradients of dual objective. Parameters ---------- alpha: array, shape = len(a) beta: array, shape = len(b) Current iterate of dual potentials. a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- obj: float Objective value (higher is better). grad_alpha: array, shape = len(a) Gradient w.r.t. alpha. grad_beta: array, shape = len(b) Gradient w.r.t. beta.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L192-L233
train
221,968
rflamary/POT
ot/smooth.py
solve_dual
def solve_dual(a, b, C, regul, method="L-BFGS-B", tol=1e-3, max_iter=500, verbose=False): """ Solve the "smoothed" dual objective. Parameters ---------- a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. method: str Solver to be used (passed to `scipy.optimize.minimize`). tol: float Tolerance parameter. max_iter: int Maximum number of iterations. Returns ------- alpha: array, shape = len(a) beta: array, shape = len(b) Dual potentials. """ def _func(params): # Unpack alpha and beta. alpha = params[:len(a)] beta = params[len(a):] obj, grad_alpha, grad_beta = dual_obj_grad(alpha, beta, a, b, C, regul) # Pack grad_alpha and grad_beta. grad = np.concatenate((grad_alpha, grad_beta)) # We need to maximize the dual. return -obj, -grad # Unfortunately, `minimize` only supports functions whose argument is a # vector. So, we need to concatenate alpha and beta. alpha_init = np.zeros(len(a)) beta_init = np.zeros(len(b)) params_init = np.concatenate((alpha_init, beta_init)) res = minimize(_func, params_init, method=method, jac=True, tol=tol, options=dict(maxiter=max_iter, disp=verbose)) alpha = res.x[:len(a)] beta = res.x[len(a):] return alpha, beta, res
python
def solve_dual(a, b, C, regul, method="L-BFGS-B", tol=1e-3, max_iter=500, verbose=False): """ Solve the "smoothed" dual objective. Parameters ---------- a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. method: str Solver to be used (passed to `scipy.optimize.minimize`). tol: float Tolerance parameter. max_iter: int Maximum number of iterations. Returns ------- alpha: array, shape = len(a) beta: array, shape = len(b) Dual potentials. """ def _func(params): # Unpack alpha and beta. alpha = params[:len(a)] beta = params[len(a):] obj, grad_alpha, grad_beta = dual_obj_grad(alpha, beta, a, b, C, regul) # Pack grad_alpha and grad_beta. grad = np.concatenate((grad_alpha, grad_beta)) # We need to maximize the dual. return -obj, -grad # Unfortunately, `minimize` only supports functions whose argument is a # vector. So, we need to concatenate alpha and beta. alpha_init = np.zeros(len(a)) beta_init = np.zeros(len(b)) params_init = np.concatenate((alpha_init, beta_init)) res = minimize(_func, params_init, method=method, jac=True, tol=tol, options=dict(maxiter=max_iter, disp=verbose)) alpha = res.x[:len(a)] beta = res.x[len(a):] return alpha, beta, res
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Solve the "smoothed" dual objective. Parameters ---------- a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. method: str Solver to be used (passed to `scipy.optimize.minimize`). tol: float Tolerance parameter. max_iter: int Maximum number of iterations. Returns ------- alpha: array, shape = len(a) beta: array, shape = len(b) Dual potentials.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L236-L289
train
221,969
rflamary/POT
ot/smooth.py
semi_dual_obj_grad
def semi_dual_obj_grad(alpha, a, b, C, regul): """ Compute objective value and gradient of semi-dual objective. Parameters ---------- alpha: array, shape = len(a) Current iterate of semi-dual potentials. a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a max_Omega(X) method. Returns ------- obj: float Objective value (higher is better). grad: array, shape = len(a) Gradient w.r.t. alpha. """ obj = np.dot(alpha, a) grad = a.copy() # X[:, j] = alpha - C[:, j] X = alpha[:, np.newaxis] - C # val.shape = len(b) # G.shape = len(a) x len(b) val, G = regul.max_Omega(X, b) obj -= np.dot(b, val) grad -= np.dot(G, b) return obj, grad
python
def semi_dual_obj_grad(alpha, a, b, C, regul): """ Compute objective value and gradient of semi-dual objective. Parameters ---------- alpha: array, shape = len(a) Current iterate of semi-dual potentials. a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a max_Omega(X) method. Returns ------- obj: float Objective value (higher is better). grad: array, shape = len(a) Gradient w.r.t. alpha. """ obj = np.dot(alpha, a) grad = a.copy() # X[:, j] = alpha - C[:, j] X = alpha[:, np.newaxis] - C # val.shape = len(b) # G.shape = len(a) x len(b) val, G = regul.max_Omega(X, b) obj -= np.dot(b, val) grad -= np.dot(G, b) return obj, grad
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Compute objective value and gradient of semi-dual objective. Parameters ---------- alpha: array, shape = len(a) Current iterate of semi-dual potentials. a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a max_Omega(X) method. Returns ------- obj: float Objective value (higher is better). grad: array, shape = len(a) Gradient w.r.t. alpha.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L292-L328
train
221,970
rflamary/POT
ot/smooth.py
solve_semi_dual
def solve_semi_dual(a, b, C, regul, method="L-BFGS-B", tol=1e-3, max_iter=500, verbose=False): """ Solve the "smoothed" semi-dual objective. Parameters ---------- a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a max_Omega(X) method. method: str Solver to be used (passed to `scipy.optimize.minimize`). tol: float Tolerance parameter. max_iter: int Maximum number of iterations. Returns ------- alpha: array, shape = len(a) Semi-dual potentials. """ def _func(alpha): obj, grad = semi_dual_obj_grad(alpha, a, b, C, regul) # We need to maximize the semi-dual. return -obj, -grad alpha_init = np.zeros(len(a)) res = minimize(_func, alpha_init, method=method, jac=True, tol=tol, options=dict(maxiter=max_iter, disp=verbose)) return res.x, res
python
def solve_semi_dual(a, b, C, regul, method="L-BFGS-B", tol=1e-3, max_iter=500, verbose=False): """ Solve the "smoothed" semi-dual objective. Parameters ---------- a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a max_Omega(X) method. method: str Solver to be used (passed to `scipy.optimize.minimize`). tol: float Tolerance parameter. max_iter: int Maximum number of iterations. Returns ------- alpha: array, shape = len(a) Semi-dual potentials. """ def _func(alpha): obj, grad = semi_dual_obj_grad(alpha, a, b, C, regul) # We need to maximize the semi-dual. return -obj, -grad alpha_init = np.zeros(len(a)) res = minimize(_func, alpha_init, method=method, jac=True, tol=tol, options=dict(maxiter=max_iter, disp=verbose)) return res.x, res
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Solve the "smoothed" semi-dual objective. Parameters ---------- a: array, shape = len(a) b: array, shape = len(b) Input histograms (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a max_Omega(X) method. method: str Solver to be used (passed to `scipy.optimize.minimize`). tol: float Tolerance parameter. max_iter: int Maximum number of iterations. Returns ------- alpha: array, shape = len(a) Semi-dual potentials.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L331-L368
train
221,971
rflamary/POT
ot/smooth.py
get_plan_from_dual
def get_plan_from_dual(alpha, beta, C, regul): """ Retrieve optimal transportation plan from optimal dual potentials. Parameters ---------- alpha: array, shape = len(a) beta: array, shape = len(b) Optimal dual potentials. C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- T: array, shape = len(a) x len(b) Optimal transportation plan. """ X = alpha[:, np.newaxis] + beta - C return regul.delta_Omega(X)[1]
python
def get_plan_from_dual(alpha, beta, C, regul): """ Retrieve optimal transportation plan from optimal dual potentials. Parameters ---------- alpha: array, shape = len(a) beta: array, shape = len(b) Optimal dual potentials. C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- T: array, shape = len(a) x len(b) Optimal transportation plan. """ X = alpha[:, np.newaxis] + beta - C return regul.delta_Omega(X)[1]
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Retrieve optimal transportation plan from optimal dual potentials. Parameters ---------- alpha: array, shape = len(a) beta: array, shape = len(b) Optimal dual potentials. C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- T: array, shape = len(a) x len(b) Optimal transportation plan.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L371-L391
train
221,972
rflamary/POT
ot/smooth.py
get_plan_from_semi_dual
def get_plan_from_semi_dual(alpha, b, C, regul): """ Retrieve optimal transportation plan from optimal semi-dual potentials. Parameters ---------- alpha: array, shape = len(a) Optimal semi-dual potentials. b: array, shape = len(b) Second input histogram (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- T: array, shape = len(a) x len(b) Optimal transportation plan. """ X = alpha[:, np.newaxis] - C return regul.max_Omega(X, b)[1] * b
python
def get_plan_from_semi_dual(alpha, b, C, regul): """ Retrieve optimal transportation plan from optimal semi-dual potentials. Parameters ---------- alpha: array, shape = len(a) Optimal semi-dual potentials. b: array, shape = len(b) Second input histogram (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- T: array, shape = len(a) x len(b) Optimal transportation plan. """ X = alpha[:, np.newaxis] - C return regul.max_Omega(X, b)[1] * b
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Retrieve optimal transportation plan from optimal semi-dual potentials. Parameters ---------- alpha: array, shape = len(a) Optimal semi-dual potentials. b: array, shape = len(b) Second input histogram (should be non-negative and sum to 1). C: array, shape = len(a) x len(b) Ground cost matrix. regul: Regularization object Should implement a delta_Omega(X) method. Returns ------- T: array, shape = len(a) x len(b) Optimal transportation plan.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L394-L415
train
221,973
rflamary/POT
ot/smooth.py
smooth_ot_dual
def smooth_ot_dual(a, b, M, reg, reg_type='l2', method="L-BFGS-B", stopThr=1e-9, numItermax=500, verbose=False, log=False): r""" Solve the regularized OT problem in the dual and return the OT matrix The function solves the smooth relaxed dual formulation (7) in [17]_ : .. math:: \max_{\alpha,\beta}\quad a^T\alpha+b^T\beta-\sum_j\delta_\Omega(\alpha+\beta_j-\mathbf{m}_j) where : - :math:`\mathbf{m}_j` is the jth column of the cost matrix - :math:`\delta_\Omega` is the convex conjugate of the regularization term :math:`\Omega` - a and b are source and target weights (sum to 1) The OT matrix can is reconstructed from the gradient of :math:`\delta_\Omega` (See [17]_ Proposition 1). The optimization algorithm is using gradient decent (L-BFGS by default). Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 reg_type : str Regularization type, can be the following (default ='l2'): - 'kl' : Kullback Leibler (~ Neg-entropy used in sinkhorn [2]_) - 'l2' : Squared Euclidean regularization method : str Solver to use for scipy.optimize.minimize 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). Smooth and Sparse Optimal Transport. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). See Also -------- ot.lp.emd : Unregularized OT ot.sinhorn : Entropic regularized OT ot.optim.cg : General regularized OT """ 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, verbose=verbose) # reconstruct transport matrix G = get_plan_from_dual(alpha, beta, M, regul) if log: log = {'alpha': alpha, 'beta': beta, 'res': res} return G, log else: return G
python
def smooth_ot_dual(a, b, M, reg, reg_type='l2', method="L-BFGS-B", stopThr=1e-9, numItermax=500, verbose=False, log=False): r""" Solve the regularized OT problem in the dual and return the OT matrix The function solves the smooth relaxed dual formulation (7) in [17]_ : .. math:: \max_{\alpha,\beta}\quad a^T\alpha+b^T\beta-\sum_j\delta_\Omega(\alpha+\beta_j-\mathbf{m}_j) where : - :math:`\mathbf{m}_j` is the jth column of the cost matrix - :math:`\delta_\Omega` is the convex conjugate of the regularization term :math:`\Omega` - a and b are source and target weights (sum to 1) The OT matrix can is reconstructed from the gradient of :math:`\delta_\Omega` (See [17]_ Proposition 1). The optimization algorithm is using gradient decent (L-BFGS by default). Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 reg_type : str Regularization type, can be the following (default ='l2'): - 'kl' : Kullback Leibler (~ Neg-entropy used in sinkhorn [2]_) - 'l2' : Squared Euclidean regularization method : str Solver to use for scipy.optimize.minimize 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). Smooth and Sparse Optimal Transport. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). See Also -------- ot.lp.emd : Unregularized OT ot.sinhorn : Entropic regularized OT ot.optim.cg : General regularized OT """ 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, verbose=verbose) # reconstruct transport matrix G = get_plan_from_dual(alpha, beta, M, regul) if log: log = {'alpha': alpha, 'beta': beta, 'res': res} return G, log else: return G
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r""" Solve the regularized OT problem in the dual and return the OT matrix The function solves the smooth relaxed dual formulation (7) in [17]_ : .. math:: \max_{\alpha,\beta}\quad a^T\alpha+b^T\beta-\sum_j\delta_\Omega(\alpha+\beta_j-\mathbf{m}_j) where : - :math:`\mathbf{m}_j` is the jth column of the cost matrix - :math:`\delta_\Omega` is the convex conjugate of the regularization term :math:`\Omega` - a and b are source and target weights (sum to 1) The OT matrix can is reconstructed from the gradient of :math:`\delta_\Omega` (See [17]_ Proposition 1). The optimization algorithm is using gradient decent (L-BFGS by default). Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 reg_type : str Regularization type, can be the following (default ='l2'): - 'kl' : Kullback Leibler (~ Neg-entropy used in sinkhorn [2]_) - 'l2' : Squared Euclidean regularization method : str Solver to use for scipy.optimize.minimize 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). Smooth and Sparse Optimal Transport. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). See Also -------- ot.lp.emd : Unregularized OT ot.sinhorn : Entropic regularized OT ot.optim.cg : General regularized OT
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/smooth.py#L418-L507
train
221,974
rflamary/POT
ot/smooth.py
smooth_ot_semi_dual
def smooth_ot_semi_dual(a, b, M, reg, reg_type='l2', method="L-BFGS-B", stopThr=1e-9, numItermax=500, verbose=False, log=False): r""" Solve the regularized OT problem in the semi-dual and return the OT matrix The function solves the smooth relaxed dual formulation (10) in [17]_ : .. math:: \max_{\alpha}\quad a^T\alpha-OT_\Omega^*(\alpha,b) where : .. math:: OT_\Omega^*(\alpha,b)=\sum_j b_j - :math:`\mathbf{m}_j` is the jth column of the cost matrix - :math:`OT_\Omega^*(\alpha,b)` is defined in Eq. (9) in [17] - a and b are source and target weights (sum to 1) The OT matrix can is reconstructed using [17]_ Proposition 2. The optimization algorithm is using gradient decent (L-BFGS by default). Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 reg_type : str Regularization type, can be the following (default ='l2'): - 'kl' : Kullback Leibler (~ Neg-entropy used in sinkhorn [2]_) - 'l2' : Squared Euclidean regularization method : str Solver to use for scipy.optimize.minimize 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). Smooth and Sparse Optimal Transport. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). See Also -------- ot.lp.emd : Unregularized OT ot.sinhorn : Entropic regularized OT ot.optim.cg : General regularized OT """ 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, verbose=verbose) # 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
python
def smooth_ot_semi_dual(a, b, M, reg, reg_type='l2', method="L-BFGS-B", stopThr=1e-9, numItermax=500, verbose=False, log=False): r""" Solve the regularized OT problem in the semi-dual and return the OT matrix The function solves the smooth relaxed dual formulation (10) in [17]_ : .. math:: \max_{\alpha}\quad a^T\alpha-OT_\Omega^*(\alpha,b) where : .. math:: OT_\Omega^*(\alpha,b)=\sum_j b_j - :math:`\mathbf{m}_j` is the jth column of the cost matrix - :math:`OT_\Omega^*(\alpha,b)` is defined in Eq. (9) in [17] - a and b are source and target weights (sum to 1) The OT matrix can is reconstructed using [17]_ Proposition 2. The optimization algorithm is using gradient decent (L-BFGS by default). Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 reg_type : str Regularization type, can be the following (default ='l2'): - 'kl' : Kullback Leibler (~ Neg-entropy used in sinkhorn [2]_) - 'l2' : Squared Euclidean regularization method : str Solver to use for scipy.optimize.minimize 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). Smooth and Sparse Optimal Transport. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). See Also -------- ot.lp.emd : Unregularized OT ot.sinhorn : Entropic regularized OT ot.optim.cg : General regularized OT """ 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, verbose=verbose) # 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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r""" Solve the regularized OT problem in the semi-dual and return the OT matrix The function solves the smooth relaxed dual formulation (10) in [17]_ : .. math:: \max_{\alpha}\quad a^T\alpha-OT_\Omega^*(\alpha,b) where : .. math:: OT_\Omega^*(\alpha,b)=\sum_j b_j - :math:`\mathbf{m}_j` is the jth column of the cost matrix - :math:`OT_\Omega^*(\alpha,b)` is defined in Eq. (9) in [17] - a and b are source and target weights (sum to 1) The OT matrix can is reconstructed using [17]_ Proposition 2. The optimization algorithm is using gradient decent (L-BFGS by default). Parameters ---------- a : np.ndarray (ns,) samples weights in the source domain b : np.ndarray (nt,) or np.ndarray (nt,nbb) samples in the target domain, compute sinkhorn with multiple targets and fixed M if b is a matrix (return OT loss + dual variables in log) M : np.ndarray (ns,nt) loss matrix reg : float Regularization term >0 reg_type : str Regularization type, can be the following (default ='l2'): - 'kl' : Kullback Leibler (~ Neg-entropy used in sinkhorn [2]_) - 'l2' : Squared Euclidean regularization method : str Solver to use for scipy.optimize.minimize 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 ------- gamma : (ns x nt) ndarray Optimal transportation matrix for the given parameters log : dict log dictionary return only if log==True in parameters References ---------- .. [2] M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013 .. [17] Blondel, M., Seguy, V., & Rolet, A. (2018). Smooth and Sparse Optimal Transport. Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (AISTATS). See Also -------- ot.lp.emd : Unregularized OT ot.sinhorn : Entropic regularized OT ot.optim.cg : General regularized OT
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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ot/utils.py
kernel
def kernel(x1, x2, method='gaussian', sigma=1, **kwargs): """Compute kernel matrix""" if method.lower() in ['gaussian', 'gauss', 'rbf']: K = np.exp(-dist(x1, x2) / (2 * sigma**2)) return K
python
def kernel(x1, x2, method='gaussian', sigma=1, **kwargs): """Compute kernel matrix""" if method.lower() in ['gaussian', 'gauss', 'rbf']: K = np.exp(-dist(x1, x2) / (2 * sigma**2)) return K
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def clean_zeros(a, b, M): """ Remove all components with zeros weights in a and b """ M2 = M[a > 0, :][:, b > 0].copy() # copy force c style matrix (froemd) a2 = a[a > 0] b2 = b[b > 0] return a2, b2, M2
python
def clean_zeros(a, b, M): """ Remove all components with zeros weights in a and b """ M2 = M[a > 0, :][:, b > 0].copy() # copy force c style matrix (froemd) a2 = a[a > 0] b2 = b[b > 0] return a2, b2, M2
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ot/utils.py
dist
def dist(x1, x2=None, metric='sqeuclidean'): """Compute distance between samples in x1 and x2 using function scipy.spatial.distance.cdist Parameters ---------- x1 : np.array (n1,d) matrix with n1 samples of size d x2 : np.array (n2,d), optional matrix with n2 samples of size d (if None then x2=x1) metric : str, fun, optional name of the metric to be computed (full list in the doc of scipy), If a string, the distance function can be 'braycurtis', 'canberra', 'chebyshev', 'cityblock', 'correlation', 'cosine', 'dice', 'euclidean', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'wminkowski', 'yule'. Returns ------- M : np.array (n1,n2) distance matrix computed with given metric """ if x2 is None: x2 = x1 if metric == "sqeuclidean": return euclidean_distances(x1, x2, squared=True) return cdist(x1, x2, metric=metric)
python
def dist(x1, x2=None, metric='sqeuclidean'): """Compute distance between samples in x1 and x2 using function scipy.spatial.distance.cdist Parameters ---------- x1 : np.array (n1,d) matrix with n1 samples of size d x2 : np.array (n2,d), optional matrix with n2 samples of size d (if None then x2=x1) metric : str, fun, optional name of the metric to be computed (full list in the doc of scipy), If a string, the distance function can be 'braycurtis', 'canberra', 'chebyshev', 'cityblock', 'correlation', 'cosine', 'dice', 'euclidean', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'wminkowski', 'yule'. Returns ------- M : np.array (n1,n2) distance matrix computed with given metric """ if x2 is None: x2 = x1 if metric == "sqeuclidean": return euclidean_distances(x1, x2, squared=True) return cdist(x1, x2, metric=metric)
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Compute distance between samples in x1 and x2 using function scipy.spatial.distance.cdist Parameters ---------- x1 : np.array (n1,d) matrix with n1 samples of size d x2 : np.array (n2,d), optional matrix with n2 samples of size d (if None then x2=x1) metric : str, fun, optional name of the metric to be computed (full list in the doc of scipy), If a string, the distance function can be 'braycurtis', 'canberra', 'chebyshev', 'cityblock', 'correlation', 'cosine', 'dice', 'euclidean', 'hamming', 'jaccard', 'kulsinski', 'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao', 'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'wminkowski', 'yule'. Returns ------- M : np.array (n1,n2) distance matrix computed with given metric
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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ot/utils.py
cost_normalization
def cost_normalization(C, norm=None): """ Apply normalization to the loss matrix Parameters ---------- C : np.array (n1, n2) The cost matrix to normalize. norm : str type of normalization from 'median','max','log','loglog'. Any other value do not normalize. Returns ------- C : np.array (n1, n2) The input cost matrix normalized according to given norm. """ if norm == "median": C /= float(np.median(C)) elif norm == "max": C /= float(np.max(C)) elif norm == "log": C = np.log(1 + C) elif norm == "loglog": C = np.log(1 + np.log(1 + C)) return C
python
def cost_normalization(C, norm=None): """ Apply normalization to the loss matrix Parameters ---------- C : np.array (n1, n2) The cost matrix to normalize. norm : str type of normalization from 'median','max','log','loglog'. Any other value do not normalize. Returns ------- C : np.array (n1, n2) The input cost matrix normalized according to given norm. """ if norm == "median": C /= float(np.median(C)) elif norm == "max": C /= float(np.max(C)) elif norm == "log": C = np.log(1 + C) elif norm == "loglog": C = np.log(1 + np.log(1 + C)) return C
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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ot/utils.py
parmap
def parmap(f, X, nprocs=multiprocessing.cpu_count()): """ paralell map for multiprocessing """ q_in = multiprocessing.Queue(1) q_out = multiprocessing.Queue() proc = [multiprocessing.Process(target=fun, args=(f, q_in, q_out)) for _ in range(nprocs)] for p in proc: p.daemon = True p.start() sent = [q_in.put((i, x)) for i, x in enumerate(X)] [q_in.put((None, None)) for _ in range(nprocs)] res = [q_out.get() for _ in range(len(sent))] [p.join() for p in proc] return [x for i, x in sorted(res)]
python
def parmap(f, X, nprocs=multiprocessing.cpu_count()): """ paralell map for multiprocessing """ q_in = multiprocessing.Queue(1) q_out = multiprocessing.Queue() proc = [multiprocessing.Process(target=fun, args=(f, q_in, q_out)) for _ in range(nprocs)] for p in proc: p.daemon = True p.start() sent = [q_in.put((i, x)) for i, x in enumerate(X)] [q_in.put((None, None)) for _ in range(nprocs)] res = [q_out.get() for _ in range(len(sent))] [p.join() for p in proc] return [x for i, x in sorted(res)]
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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def _is_deprecated(func): """Helper to check if func is wraped by our deprecated decorator""" if sys.version_info < (3, 5): raise NotImplementedError("This is only available for python3.5 " "or above") closures = getattr(func, '__closure__', []) if closures is None: closures = [] is_deprecated = ('deprecated' in ''.join([c.cell_contents for c in closures if isinstance(c.cell_contents, str)])) return is_deprecated
python
def _is_deprecated(func): """Helper to check if func is wraped by our deprecated decorator""" if sys.version_info < (3, 5): raise NotImplementedError("This is only available for python3.5 " "or above") closures = getattr(func, '__closure__', []) if closures is None: closures = [] is_deprecated = ('deprecated' in ''.join([c.cell_contents for c in closures if isinstance(c.cell_contents, str)])) return is_deprecated
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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ot/utils.py
deprecated._decorate_fun
def _decorate_fun(self, fun): """Decorate function fun""" msg = "Function %s is deprecated" % fun.__name__ if self.extra: msg += "; %s" % self.extra def wrapped(*args, **kwargs): warnings.warn(msg, category=DeprecationWarning) return fun(*args, **kwargs) wrapped.__name__ = fun.__name__ wrapped.__dict__ = fun.__dict__ wrapped.__doc__ = self._update_doc(fun.__doc__) return wrapped
python
def _decorate_fun(self, fun): """Decorate function fun""" msg = "Function %s is deprecated" % fun.__name__ if self.extra: msg += "; %s" % self.extra def wrapped(*args, **kwargs): warnings.warn(msg, category=DeprecationWarning) return fun(*args, **kwargs) wrapped.__name__ = fun.__name__ wrapped.__dict__ = fun.__dict__ wrapped.__doc__ = self._update_doc(fun.__doc__) return wrapped
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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rflamary/POT
ot/dr.py
split_classes
def split_classes(X, y): """split samples in X by classes in y """ lstsclass = np.unique(y) return [X[y == i, :].astype(np.float32) for i in lstsclass]
python
def split_classes(X, y): """split samples in X by classes in y """ lstsclass = np.unique(y) return [X[y == i, :].astype(np.float32) for i in lstsclass]
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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ot/dr.py
fda
def fda(X, y, p=2, reg=1e-16): """ Fisher Discriminant Analysis Parameters ---------- X : numpy.ndarray (n,d) Training samples y : np.ndarray (n,) labels for training samples p : int, optional size of dimensionnality reduction reg : float, optional Regularization term >0 (ridge regularization) Returns ------- P : (d x p) ndarray Optimal transportation matrix for the given parameters proj : fun projection function including mean centering """ mx = np.mean(X) X -= mx.reshape((1, -1)) # data split between classes d = X.shape[1] xc = split_classes(X, y) nc = len(xc) p = min(nc - 1, p) Cw = 0 for x in xc: Cw += np.cov(x, rowvar=False) Cw /= nc mxc = np.zeros((d, nc)) for i in range(nc): mxc[:, i] = np.mean(xc[i]) mx0 = np.mean(mxc, 1) Cb = 0 for i in range(nc): Cb += (mxc[:, i] - mx0).reshape((-1, 1)) * \ (mxc[:, i] - mx0).reshape((1, -1)) w, V = linalg.eig(Cb, Cw + reg * np.eye(d)) idx = np.argsort(w.real) Popt = V[:, idx[-p:]] def proj(X): return (X - mx.reshape((1, -1))).dot(Popt) return Popt, proj
python
def fda(X, y, p=2, reg=1e-16): """ Fisher Discriminant Analysis Parameters ---------- X : numpy.ndarray (n,d) Training samples y : np.ndarray (n,) labels for training samples p : int, optional size of dimensionnality reduction reg : float, optional Regularization term >0 (ridge regularization) Returns ------- P : (d x p) ndarray Optimal transportation matrix for the given parameters proj : fun projection function including mean centering """ mx = np.mean(X) X -= mx.reshape((1, -1)) # data split between classes d = X.shape[1] xc = split_classes(X, y) nc = len(xc) p = min(nc - 1, p) Cw = 0 for x in xc: Cw += np.cov(x, rowvar=False) Cw /= nc mxc = np.zeros((d, nc)) for i in range(nc): mxc[:, i] = np.mean(xc[i]) mx0 = np.mean(mxc, 1) Cb = 0 for i in range(nc): Cb += (mxc[:, i] - mx0).reshape((-1, 1)) * \ (mxc[:, i] - mx0).reshape((1, -1)) w, V = linalg.eig(Cb, Cw + reg * np.eye(d)) idx = np.argsort(w.real) Popt = V[:, idx[-p:]] def proj(X): return (X - mx.reshape((1, -1))).dot(Popt) return Popt, proj
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Fisher Discriminant Analysis Parameters ---------- X : numpy.ndarray (n,d) Training samples y : np.ndarray (n,) labels for training samples p : int, optional size of dimensionnality reduction reg : float, optional Regularization term >0 (ridge regularization) Returns ------- P : (d x p) ndarray Optimal transportation matrix for the given parameters proj : fun projection function including mean centering
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c5108efc7b6702e1af3928bef1032e6b37734d1c
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rflamary/POT
ot/stochastic.py
sag_entropic_transport
def sag_entropic_transport(a, b, M, reg, numItermax=10000, lr=None): ''' Compute the SAG algorithm to solve the regularized discrete measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1 = b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the SAG algorithm as proposed in [18]_ [alg.1] Parameters ---------- a : np.ndarray(ns,), source measure b : np.ndarray(nt,), target measure M : np.ndarray(ns, nt), cost matrix reg : float number, Regularization term > 0 numItermax : int number number of iteration lr : float number learning rate Returns ------- v : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' if lr is None: lr = 1. / max(a / reg) n_source = np.shape(M)[0] n_target = np.shape(M)[1] cur_beta = np.zeros(n_target) stored_gradient = np.zeros((n_source, n_target)) sum_stored_gradient = np.zeros(n_target) for _ in range(numItermax): i = np.random.randint(n_source) cur_coord_grad = a[i] * coordinate_grad_semi_dual(b, M, reg, cur_beta, i) sum_stored_gradient += (cur_coord_grad - stored_gradient[i]) stored_gradient[i] = cur_coord_grad cur_beta += lr * (1. / n_source) * sum_stored_gradient return cur_beta
python
def sag_entropic_transport(a, b, M, reg, numItermax=10000, lr=None): ''' Compute the SAG algorithm to solve the regularized discrete measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1 = b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the SAG algorithm as proposed in [18]_ [alg.1] Parameters ---------- a : np.ndarray(ns,), source measure b : np.ndarray(nt,), target measure M : np.ndarray(ns, nt), cost matrix reg : float number, Regularization term > 0 numItermax : int number number of iteration lr : float number learning rate Returns ------- v : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' if lr is None: lr = 1. / max(a / reg) n_source = np.shape(M)[0] n_target = np.shape(M)[1] cur_beta = np.zeros(n_target) stored_gradient = np.zeros((n_source, n_target)) sum_stored_gradient = np.zeros(n_target) for _ in range(numItermax): i = np.random.randint(n_source) cur_coord_grad = a[i] * coordinate_grad_semi_dual(b, M, reg, cur_beta, i) sum_stored_gradient += (cur_coord_grad - stored_gradient[i]) stored_gradient[i] = cur_coord_grad cur_beta += lr * (1. / n_source) * sum_stored_gradient return cur_beta
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Compute the SAG algorithm to solve the regularized discrete measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1 = b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the SAG algorithm as proposed in [18]_ [alg.1] Parameters ---------- a : np.ndarray(ns,), source measure b : np.ndarray(nt,), target measure M : np.ndarray(ns, nt), cost matrix reg : float number, Regularization term > 0 numItermax : int number number of iteration lr : float number learning rate Returns ------- v : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L86-L175
train
221,985
rflamary/POT
ot/stochastic.py
averaged_sgd_entropic_transport
def averaged_sgd_entropic_transport(a, b, M, reg, numItermax=300000, lr=None): ''' Compute the ASGD algorithm to solve the regularized semi continous measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the ASGD algorithm as proposed in [18]_ [alg.2] Parameters ---------- b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 numItermax : int number number of iteration lr : float number learning rate Returns ------- ave_v : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' if lr is None: lr = 1. / max(a / reg) n_source = np.shape(M)[0] n_target = np.shape(M)[1] cur_beta = np.zeros(n_target) ave_beta = np.zeros(n_target) for cur_iter in range(numItermax): k = cur_iter + 1 i = np.random.randint(n_source) cur_coord_grad = coordinate_grad_semi_dual(b, M, reg, cur_beta, i) cur_beta += (lr / np.sqrt(k)) * cur_coord_grad ave_beta = (1. / k) * cur_beta + (1 - 1. / k) * ave_beta return ave_beta
python
def averaged_sgd_entropic_transport(a, b, M, reg, numItermax=300000, lr=None): ''' Compute the ASGD algorithm to solve the regularized semi continous measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the ASGD algorithm as proposed in [18]_ [alg.2] Parameters ---------- b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 numItermax : int number number of iteration lr : float number learning rate Returns ------- ave_v : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' if lr is None: lr = 1. / max(a / reg) n_source = np.shape(M)[0] n_target = np.shape(M)[1] cur_beta = np.zeros(n_target) ave_beta = np.zeros(n_target) for cur_iter in range(numItermax): k = cur_iter + 1 i = np.random.randint(n_source) cur_coord_grad = coordinate_grad_semi_dual(b, M, reg, cur_beta, i) cur_beta += (lr / np.sqrt(k)) * cur_coord_grad ave_beta = (1. / k) * cur_beta + (1 - 1. / k) * ave_beta return ave_beta
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Compute the ASGD algorithm to solve the regularized semi continous measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the ASGD algorithm as proposed in [18]_ [alg.2] Parameters ---------- b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 numItermax : int number number of iteration lr : float number learning rate Returns ------- ave_v : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L178-L263
train
221,986
rflamary/POT
ot/stochastic.py
c_transform_entropic
def c_transform_entropic(b, M, reg, beta): ''' The goal is to recover u from the c-transform. The function computes the c_transform of a dual variable from the other dual variable: .. math:: u = v^{c,reg} = -reg \sum_j exp((v - M)/reg) b_j Where : - M is the (ns,nt) metric cost matrix - u, v are dual variables in R^IxR^J - reg is the regularization term It is used to recover an optimal u from optimal v solving the semi dual problem, see Proposition 2.1 of [18]_ Parameters ---------- b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float regularization term > 0 v : np.ndarray(nt,) dual variable Returns ------- u : np.ndarray(ns,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' n_source = np.shape(M)[0] alpha = np.zeros(n_source) for i in range(n_source): r = M[i, :] - beta min_r = np.min(r) exp_beta = np.exp(-(r - min_r) / reg) * b alpha[i] = min_r - reg * np.log(np.sum(exp_beta)) return alpha
python
def c_transform_entropic(b, M, reg, beta): ''' The goal is to recover u from the c-transform. The function computes the c_transform of a dual variable from the other dual variable: .. math:: u = v^{c,reg} = -reg \sum_j exp((v - M)/reg) b_j Where : - M is the (ns,nt) metric cost matrix - u, v are dual variables in R^IxR^J - reg is the regularization term It is used to recover an optimal u from optimal v solving the semi dual problem, see Proposition 2.1 of [18]_ Parameters ---------- b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float regularization term > 0 v : np.ndarray(nt,) dual variable Returns ------- u : np.ndarray(ns,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' n_source = np.shape(M)[0] alpha = np.zeros(n_source) for i in range(n_source): r = M[i, :] - beta min_r = np.min(r) exp_beta = np.exp(-(r - min_r) / reg) * b alpha[i] = min_r - reg * np.log(np.sum(exp_beta)) return alpha
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The goal is to recover u from the c-transform. The function computes the c_transform of a dual variable from the other dual variable: .. math:: u = v^{c,reg} = -reg \sum_j exp((v - M)/reg) b_j Where : - M is the (ns,nt) metric cost matrix - u, v are dual variables in R^IxR^J - reg is the regularization term It is used to recover an optimal u from optimal v solving the semi dual problem, see Proposition 2.1 of [18]_ Parameters ---------- b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float regularization term > 0 v : np.ndarray(nt,) dual variable Returns ------- u : np.ndarray(ns,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L266-L338
train
221,987
rflamary/POT
ot/stochastic.py
solve_semi_dual_entropic
def solve_semi_dual_entropic(a, b, M, reg, method, numItermax=10000, lr=None, log=False): ''' Compute the transportation matrix to solve the regularized discrete measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the SAG or ASGD algorithms as proposed in [18]_ Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 methode : str used method (SAG or ASGD) numItermax : int number number of iteration lr : float number learning rate n_source : int number size of the source measure n_target : int number size of the target measure log : bool, optional record log if True Returns ------- pi : np.ndarray(ns, nt) transportation matrix log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' if method.lower() == "sag": opt_beta = sag_entropic_transport(a, b, M, reg, numItermax, lr) elif method.lower() == "asgd": opt_beta = averaged_sgd_entropic_transport(a, b, M, reg, numItermax, lr) else: print("Please, select your method between SAG and ASGD") return None opt_alpha = c_transform_entropic(b, M, reg, opt_beta) pi = (np.exp((opt_alpha[:, None] + opt_beta[None, :] - M[:, :]) / reg) * a[:, None] * b[None, :]) if log: log = {} log['alpha'] = opt_alpha log['beta'] = opt_beta return pi, log else: return pi
python
def solve_semi_dual_entropic(a, b, M, reg, method, numItermax=10000, lr=None, log=False): ''' Compute the transportation matrix to solve the regularized discrete measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the SAG or ASGD algorithms as proposed in [18]_ Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 methode : str used method (SAG or ASGD) numItermax : int number number of iteration lr : float number learning rate n_source : int number size of the source measure n_target : int number size of the target measure log : bool, optional record log if True Returns ------- pi : np.ndarray(ns, nt) transportation matrix log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527. ''' if method.lower() == "sag": opt_beta = sag_entropic_transport(a, b, M, reg, numItermax, lr) elif method.lower() == "asgd": opt_beta = averaged_sgd_entropic_transport(a, b, M, reg, numItermax, lr) else: print("Please, select your method between SAG and ASGD") return None opt_alpha = c_transform_entropic(b, M, reg, opt_beta) pi = (np.exp((opt_alpha[:, None] + opt_beta[None, :] - M[:, :]) / reg) * a[:, None] * b[None, :]) if log: log = {} log['alpha'] = opt_alpha log['beta'] = opt_beta return pi, log else: return pi
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Compute the transportation matrix to solve the regularized discrete measures optimal transport max problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) The algorithm used for solving the problem is the SAG or ASGD algorithms as proposed in [18]_ Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 methode : str used method (SAG or ASGD) numItermax : int number number of iteration lr : float number learning rate n_source : int number size of the source measure n_target : int number size of the target measure log : bool, optional record log if True Returns ------- pi : np.ndarray(ns, nt) transportation matrix log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 300000 >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> method = "ASGD" >>> asgd_pi = stochastic.solve_semi_dual_entropic(a, b, M, reg, method, numItermax) >>> print(asgd_pi) References ---------- [Genevay et al., 2016] : Stochastic Optimization for Large-scale Optimal Transport, Advances in Neural Information Processing Systems (2016), arXiv preprint arxiv:1605.08527.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L341-L444
train
221,988
rflamary/POT
ot/stochastic.py
batch_grad_dual
def batch_grad_dual(a, b, M, reg, alpha, beta, batch_size, batch_alpha, batch_beta): ''' Computes the partial gradient of the dual optimal transport problem. For each (i,j) in a batch of coordinates, the partial gradients are : .. math:: \partial_{u_i} F = u_i * b_s/l_{v} - \sum_{j \in B_v} exp((u_i + v_j - M_{i,j})/reg) * a_i * b_j \partial_{v_j} F = v_j * b_s/l_{u} - \sum_{i \in B_u} exp((u_i + v_j - M_{i,j})/reg) * a_i * b_j Where : - M is the (ns,nt) metric cost matrix - u, v are dual variables in R^ixR^J - reg is the regularization term - :math:`B_u` and :math:`B_v` are lists of index - :math:`b_s` is the size of the batchs :math:`B_u` and :math:`B_v` - :math:`l_u` and :math:`l_v` are the lenghts of :math:`B_u` and :math:`B_v` - a and b are source and target weights (sum to 1) The algorithm used for solving the dual problem is the SGD algorithm as proposed in [19]_ [alg.1] Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 alpha : np.ndarray(ns,) dual variable beta : np.ndarray(nt,) dual variable batch_size : int number size of the batch batch_alpha : np.ndarray(bs,) batch of index of alpha batch_beta : np.ndarray(bs,) batch of index of beta Returns ------- grad : np.ndarray(ns,) partial grad F Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283. ''' G = - (np.exp((alpha[batch_alpha, None] + beta[None, batch_beta] - M[batch_alpha, :][:, batch_beta]) / reg) * a[batch_alpha, None] * b[None, batch_beta]) grad_beta = np.zeros(np.shape(M)[1]) grad_alpha = np.zeros(np.shape(M)[0]) grad_beta[batch_beta] = (b[batch_beta] * len(batch_alpha) / np.shape(M)[0] + G.sum(0)) grad_alpha[batch_alpha] = (a[batch_alpha] * len(batch_beta) / np.shape(M)[1] + G.sum(1)) return grad_alpha, grad_beta
python
def batch_grad_dual(a, b, M, reg, alpha, beta, batch_size, batch_alpha, batch_beta): ''' Computes the partial gradient of the dual optimal transport problem. For each (i,j) in a batch of coordinates, the partial gradients are : .. math:: \partial_{u_i} F = u_i * b_s/l_{v} - \sum_{j \in B_v} exp((u_i + v_j - M_{i,j})/reg) * a_i * b_j \partial_{v_j} F = v_j * b_s/l_{u} - \sum_{i \in B_u} exp((u_i + v_j - M_{i,j})/reg) * a_i * b_j Where : - M is the (ns,nt) metric cost matrix - u, v are dual variables in R^ixR^J - reg is the regularization term - :math:`B_u` and :math:`B_v` are lists of index - :math:`b_s` is the size of the batchs :math:`B_u` and :math:`B_v` - :math:`l_u` and :math:`l_v` are the lenghts of :math:`B_u` and :math:`B_v` - a and b are source and target weights (sum to 1) The algorithm used for solving the dual problem is the SGD algorithm as proposed in [19]_ [alg.1] Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 alpha : np.ndarray(ns,) dual variable beta : np.ndarray(nt,) dual variable batch_size : int number size of the batch batch_alpha : np.ndarray(bs,) batch of index of alpha batch_beta : np.ndarray(bs,) batch of index of beta Returns ------- grad : np.ndarray(ns,) partial grad F Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283. ''' G = - (np.exp((alpha[batch_alpha, None] + beta[None, batch_beta] - M[batch_alpha, :][:, batch_beta]) / reg) * a[batch_alpha, None] * b[None, batch_beta]) grad_beta = np.zeros(np.shape(M)[1]) grad_alpha = np.zeros(np.shape(M)[0]) grad_beta[batch_beta] = (b[batch_beta] * len(batch_alpha) / np.shape(M)[0] + G.sum(0)) grad_alpha[batch_alpha] = (a[batch_alpha] * len(batch_beta) / np.shape(M)[1] + G.sum(1)) return grad_alpha, grad_beta
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Computes the partial gradient of the dual optimal transport problem. For each (i,j) in a batch of coordinates, the partial gradients are : .. math:: \partial_{u_i} F = u_i * b_s/l_{v} - \sum_{j \in B_v} exp((u_i + v_j - M_{i,j})/reg) * a_i * b_j \partial_{v_j} F = v_j * b_s/l_{u} - \sum_{i \in B_u} exp((u_i + v_j - M_{i,j})/reg) * a_i * b_j Where : - M is the (ns,nt) metric cost matrix - u, v are dual variables in R^ixR^J - reg is the regularization term - :math:`B_u` and :math:`B_v` are lists of index - :math:`b_s` is the size of the batchs :math:`B_u` and :math:`B_v` - :math:`l_u` and :math:`l_v` are the lenghts of :math:`B_u` and :math:`B_v` - a and b are source and target weights (sum to 1) The algorithm used for solving the dual problem is the SGD algorithm as proposed in [19]_ [alg.1] Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 alpha : np.ndarray(ns,) dual variable beta : np.ndarray(nt,) dual variable batch_size : int number size of the batch batch_alpha : np.ndarray(bs,) batch of index of alpha batch_beta : np.ndarray(bs,) batch of index of beta Returns ------- grad : np.ndarray(ns,) partial grad F Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L452-L547
train
221,989
rflamary/POT
ot/stochastic.py
sgd_entropic_regularization
def sgd_entropic_regularization(a, b, M, reg, batch_size, numItermax, lr): ''' Compute the sgd algorithm to solve the regularized discrete measures optimal transport dual problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 batch_size : int number size of the batch numItermax : int number number of iteration lr : float number learning rate Returns ------- alpha : np.ndarray(ns,) dual variable beta : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283. ''' n_source = np.shape(M)[0] n_target = np.shape(M)[1] cur_alpha = np.zeros(n_source) cur_beta = np.zeros(n_target) for cur_iter in range(numItermax): k = np.sqrt(cur_iter + 1) batch_alpha = np.random.choice(n_source, batch_size, replace=False) batch_beta = np.random.choice(n_target, batch_size, replace=False) update_alpha, update_beta = batch_grad_dual(a, b, M, reg, cur_alpha, cur_beta, batch_size, batch_alpha, batch_beta) cur_alpha[batch_alpha] += (lr / k) * update_alpha[batch_alpha] cur_beta[batch_beta] += (lr / k) * update_beta[batch_beta] return cur_alpha, cur_beta
python
def sgd_entropic_regularization(a, b, M, reg, batch_size, numItermax, lr): ''' Compute the sgd algorithm to solve the regularized discrete measures optimal transport dual problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 batch_size : int number size of the batch numItermax : int number number of iteration lr : float number learning rate Returns ------- alpha : np.ndarray(ns,) dual variable beta : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283. ''' n_source = np.shape(M)[0] n_target = np.shape(M)[1] cur_alpha = np.zeros(n_source) cur_beta = np.zeros(n_target) for cur_iter in range(numItermax): k = np.sqrt(cur_iter + 1) batch_alpha = np.random.choice(n_source, batch_size, replace=False) batch_beta = np.random.choice(n_target, batch_size, replace=False) update_alpha, update_beta = batch_grad_dual(a, b, M, reg, cur_alpha, cur_beta, batch_size, batch_alpha, batch_beta) cur_alpha[batch_alpha] += (lr / k) * update_alpha[batch_alpha] cur_beta[batch_beta] += (lr / k) * update_beta[batch_beta] return cur_alpha, cur_beta
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Compute the sgd algorithm to solve the regularized discrete measures optimal transport dual problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term with :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 batch_size : int number size of the batch numItermax : int number number of iteration lr : float number learning rate Returns ------- alpha : np.ndarray(ns,) dual variable beta : np.ndarray(nt,) dual variable Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L550-L642
train
221,990
rflamary/POT
ot/stochastic.py
solve_dual_entropic
def solve_dual_entropic(a, b, M, reg, batch_size, numItermax=10000, lr=1, log=False): ''' Compute the transportation matrix to solve the regularized discrete measures optimal transport dual problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 batch_size : int number size of the batch numItermax : int number number of iteration lr : float number learning rate log : bool, optional record log if True Returns ------- pi : np.ndarray(ns, nt) transportation matrix log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283. ''' opt_alpha, opt_beta = sgd_entropic_regularization(a, b, M, reg, batch_size, numItermax, lr) pi = (np.exp((opt_alpha[:, None] + opt_beta[None, :] - M[:, :]) / reg) * a[:, None] * b[None, :]) if log: log = {} log['alpha'] = opt_alpha log['beta'] = opt_beta return pi, log else: return pi
python
def solve_dual_entropic(a, b, M, reg, batch_size, numItermax=10000, lr=1, log=False): ''' Compute the transportation matrix to solve the regularized discrete measures optimal transport dual problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 batch_size : int number size of the batch numItermax : int number number of iteration lr : float number learning rate log : bool, optional record log if True Returns ------- pi : np.ndarray(ns, nt) transportation matrix log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283. ''' opt_alpha, opt_beta = sgd_entropic_regularization(a, b, M, reg, batch_size, numItermax, lr) pi = (np.exp((opt_alpha[:, None] + opt_beta[None, :] - M[:, :]) / reg) * a[:, None] * b[None, :]) if log: log = {} log['alpha'] = opt_alpha log['beta'] = opt_beta return pi, log else: return pi
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Compute the transportation matrix to solve the regularized discrete measures optimal transport dual problem The function solves the following optimization problem: .. math:: \gamma = arg\min_\gamma <\gamma,M>_F + reg\cdot\Omega(\gamma) s.t. \gamma 1 = a \gamma^T 1= b \gamma \geq 0 Where : - M is the (ns,nt) metric cost matrix - :math:`\Omega` is the entropic regularization term :math:`\Omega(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})` - a and b are source and target weights (sum to 1) Parameters ---------- a : np.ndarray(ns,) source measure b : np.ndarray(nt,) target measure M : np.ndarray(ns, nt) cost matrix reg : float number Regularization term > 0 batch_size : int number size of the batch numItermax : int number number of iteration lr : float number learning rate log : bool, optional record log if True Returns ------- pi : np.ndarray(ns, nt) transportation matrix log : dict log dictionary return only if log==True in parameters Examples -------- >>> n_source = 7 >>> n_target = 4 >>> reg = 1 >>> numItermax = 20000 >>> lr = 0.1 >>> batch_size = 3 >>> log = True >>> a = ot.utils.unif(n_source) >>> b = ot.utils.unif(n_target) >>> rng = np.random.RandomState(0) >>> X_source = rng.randn(n_source, 2) >>> Y_target = rng.randn(n_target, 2) >>> M = ot.dist(X_source, Y_target) >>> sgd_dual_pi, log = stochastic.solve_dual_entropic(a, b, M, reg, batch_size, numItermax, lr, log) >>> print(log['alpha'], log['beta']) >>> print(sgd_dual_pi) References ---------- [Seguy et al., 2018] : International Conference on Learning Representation (2018), arXiv preprint arxiv:1711.02283.
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c5108efc7b6702e1af3928bef1032e6b37734d1c
https://github.com/rflamary/POT/blob/c5108efc7b6702e1af3928bef1032e6b37734d1c/ot/stochastic.py#L645-L736
train
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PyCQA/pyflakes
pyflakes/reporter.py
Reporter.flake
def flake(self, message): """ pyflakes found something wrong with the code. @param: A L{pyflakes.messages.Message}. """ self._stdout.write(str(message)) self._stdout.write('\n')
python
def flake(self, message): """ pyflakes found something wrong with the code. @param: A L{pyflakes.messages.Message}. """ self._stdout.write(str(message)) self._stdout.write('\n')
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pyflakes found something wrong with the code. @param: A L{pyflakes.messages.Message}.
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232cb1d27ee134bf96adc8f37e53589dc259b159
https://github.com/PyCQA/pyflakes/blob/232cb1d27ee134bf96adc8f37e53589dc259b159/pyflakes/reporter.py#L68-L75
train
221,992
PyCQA/pyflakes
pyflakes/checker.py
counter
def counter(items): """ Simplest required implementation of collections.Counter. Required as 2.6 does not have Counter in collections. """ results = {} for item in items: results[item] = results.get(item, 0) + 1 return results
python
def counter(items): """ Simplest required implementation of collections.Counter. Required as 2.6 does not have Counter in collections. """ results = {} for item in items: results[item] = results.get(item, 0) + 1 return results
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232cb1d27ee134bf96adc8f37e53589dc259b159
https://github.com/PyCQA/pyflakes/blob/232cb1d27ee134bf96adc8f37e53589dc259b159/pyflakes/checker.py#L103-L111
train
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PyCQA/pyflakes
pyflakes/checker.py
Importation.source_statement
def source_statement(self): """Generate a source statement equivalent to the import.""" if self._has_alias(): return 'import %s as %s' % (self.fullName, self.name) else: return 'import %s' % self.fullName
python
def source_statement(self): """Generate a source statement equivalent to the import.""" if self._has_alias(): return 'import %s as %s' % (self.fullName, self.name) else: return 'import %s' % self.fullName
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Generate a source statement equivalent to the import.
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232cb1d27ee134bf96adc8f37e53589dc259b159
https://github.com/PyCQA/pyflakes/blob/232cb1d27ee134bf96adc8f37e53589dc259b159/pyflakes/checker.py#L265-L270
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PyCQA/pyflakes
pyflakes/checker.py
Checker.CLASSDEF
def CLASSDEF(self, node): """ Check names used in a class definition, including its decorators, base classes, and the body of its definition. Additionally, add its name to the current scope. """ for deco in node.decorator_list: self.handleNode(deco, node) for baseNode in node.bases: self.handleNode(baseNode, node) if not PY2: for keywordNode in node.keywords: self.handleNode(keywordNode, node) self.pushScope(ClassScope) # doctest does not process doctest within a doctest # classes within classes are processed. if (self.withDoctest and not self._in_doctest() and not isinstance(self.scope, FunctionScope)): self.deferFunction(lambda: self.handleDoctests(node)) for stmt in node.body: self.handleNode(stmt, node) self.popScope() self.addBinding(node, ClassDefinition(node.name, node))
python
def CLASSDEF(self, node): """ Check names used in a class definition, including its decorators, base classes, and the body of its definition. Additionally, add its name to the current scope. """ for deco in node.decorator_list: self.handleNode(deco, node) for baseNode in node.bases: self.handleNode(baseNode, node) if not PY2: for keywordNode in node.keywords: self.handleNode(keywordNode, node) self.pushScope(ClassScope) # doctest does not process doctest within a doctest # classes within classes are processed. if (self.withDoctest and not self._in_doctest() and not isinstance(self.scope, FunctionScope)): self.deferFunction(lambda: self.handleDoctests(node)) for stmt in node.body: self.handleNode(stmt, node) self.popScope() self.addBinding(node, ClassDefinition(node.name, node))
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Check names used in a class definition, including its decorators, base classes, and the body of its definition. Additionally, add its name to the current scope.
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232cb1d27ee134bf96adc8f37e53589dc259b159
https://github.com/PyCQA/pyflakes/blob/232cb1d27ee134bf96adc8f37e53589dc259b159/pyflakes/checker.py#L1519-L1542
train
221,995
PyCQA/pyflakes
pyflakes/api.py
isPythonFile
def isPythonFile(filename): """Return True if filename points to a Python file.""" if filename.endswith('.py'): return True # Avoid obvious Emacs backup files if filename.endswith("~"): return False max_bytes = 128 try: with open(filename, 'rb') as f: text = f.read(max_bytes) if not text: return False except IOError: return False first_line = text.splitlines()[0] return PYTHON_SHEBANG_REGEX.match(first_line)
python
def isPythonFile(filename): """Return True if filename points to a Python file.""" if filename.endswith('.py'): return True # Avoid obvious Emacs backup files if filename.endswith("~"): return False max_bytes = 128 try: with open(filename, 'rb') as f: text = f.read(max_bytes) if not text: return False except IOError: return False first_line = text.splitlines()[0] return PYTHON_SHEBANG_REGEX.match(first_line)
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Return True if filename points to a Python file.
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232cb1d27ee134bf96adc8f37e53589dc259b159
https://github.com/PyCQA/pyflakes/blob/232cb1d27ee134bf96adc8f37e53589dc259b159/pyflakes/api.py#L102-L122
train
221,996
PyCQA/pyflakes
pyflakes/api.py
_exitOnSignal
def _exitOnSignal(sigName, message): """Handles a signal with sys.exit. Some of these signals (SIGPIPE, for example) don't exist or are invalid on Windows. So, ignore errors that might arise. """ import signal try: sigNumber = getattr(signal, sigName) except AttributeError: # the signal constants defined in the signal module are defined by # whether the C library supports them or not. So, SIGPIPE might not # even be defined. return def handler(sig, f): sys.exit(message) try: signal.signal(sigNumber, handler) except ValueError: # It's also possible the signal is defined, but then it's invalid. In # this case, signal.signal raises ValueError. pass
python
def _exitOnSignal(sigName, message): """Handles a signal with sys.exit. Some of these signals (SIGPIPE, for example) don't exist or are invalid on Windows. So, ignore errors that might arise. """ import signal try: sigNumber = getattr(signal, sigName) except AttributeError: # the signal constants defined in the signal module are defined by # whether the C library supports them or not. So, SIGPIPE might not # even be defined. return def handler(sig, f): sys.exit(message) try: signal.signal(sigNumber, handler) except ValueError: # It's also possible the signal is defined, but then it's invalid. In # this case, signal.signal raises ValueError. pass
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Handles a signal with sys.exit. Some of these signals (SIGPIPE, for example) don't exist or are invalid on Windows. So, ignore errors that might arise.
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232cb1d27ee134bf96adc8f37e53589dc259b159
https://github.com/PyCQA/pyflakes/blob/232cb1d27ee134bf96adc8f37e53589dc259b159/pyflakes/api.py#L160-L184
train
221,997
jazzband/django-model-utils
model_utils/managers.py
InheritanceQuerySetMixin._get_subclasses_recurse
def _get_subclasses_recurse(self, model, levels=None): """ Given a Model class, find all related objects, exploring children recursively, returning a `list` of strings representing the relations for select_related """ related_objects = [ f for f in model._meta.get_fields() if isinstance(f, OneToOneRel)] rels = [ rel for rel in related_objects if isinstance(rel.field, OneToOneField) and issubclass(rel.field.model, model) and model is not rel.field.model and rel.parent_link ] subclasses = [] if levels: levels -= 1 for rel in rels: if levels or levels is None: for subclass in self._get_subclasses_recurse( rel.field.model, levels=levels): subclasses.append( rel.get_accessor_name() + LOOKUP_SEP + subclass) subclasses.append(rel.get_accessor_name()) return subclasses
python
def _get_subclasses_recurse(self, model, levels=None): """ Given a Model class, find all related objects, exploring children recursively, returning a `list` of strings representing the relations for select_related """ related_objects = [ f for f in model._meta.get_fields() if isinstance(f, OneToOneRel)] rels = [ rel for rel in related_objects if isinstance(rel.field, OneToOneField) and issubclass(rel.field.model, model) and model is not rel.field.model and rel.parent_link ] subclasses = [] if levels: levels -= 1 for rel in rels: if levels or levels is None: for subclass in self._get_subclasses_recurse( rel.field.model, levels=levels): subclasses.append( rel.get_accessor_name() + LOOKUP_SEP + subclass) subclasses.append(rel.get_accessor_name()) return subclasses
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Given a Model class, find all related objects, exploring children recursively, returning a `list` of strings representing the relations for select_related
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d557c4253312774a7c2f14bcd02675e9ac2ea05f
https://github.com/jazzband/django-model-utils/blob/d557c4253312774a7c2f14bcd02675e9ac2ea05f/model_utils/managers.py#L146-L174
train
221,998
jazzband/django-model-utils
model_utils/managers.py
InheritanceQuerySetMixin._get_ancestors_path
def _get_ancestors_path(self, model, levels=None): """ Serves as an opposite to _get_subclasses_recurse, instead walking from the Model class up the Model's ancestry and constructing the desired select_related string backwards. """ if not issubclass(model, self.model): raise ValueError( "%r is not a subclass of %r" % (model, self.model)) ancestry = [] # should be a OneToOneField or None parent_link = model._meta.get_ancestor_link(self.model) if levels: levels -= 1 while parent_link is not None: related = parent_link.remote_field ancestry.insert(0, related.get_accessor_name()) if levels or levels is None: parent_model = related.model parent_link = parent_model._meta.get_ancestor_link( self.model) else: parent_link = None return LOOKUP_SEP.join(ancestry)
python
def _get_ancestors_path(self, model, levels=None): """ Serves as an opposite to _get_subclasses_recurse, instead walking from the Model class up the Model's ancestry and constructing the desired select_related string backwards. """ if not issubclass(model, self.model): raise ValueError( "%r is not a subclass of %r" % (model, self.model)) ancestry = [] # should be a OneToOneField or None parent_link = model._meta.get_ancestor_link(self.model) if levels: levels -= 1 while parent_link is not None: related = parent_link.remote_field ancestry.insert(0, related.get_accessor_name()) if levels or levels is None: parent_model = related.model parent_link = parent_model._meta.get_ancestor_link( self.model) else: parent_link = None return LOOKUP_SEP.join(ancestry)
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Serves as an opposite to _get_subclasses_recurse, instead walking from the Model class up the Model's ancestry and constructing the desired select_related string backwards.
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d557c4253312774a7c2f14bcd02675e9ac2ea05f
https://github.com/jazzband/django-model-utils/blob/d557c4253312774a7c2f14bcd02675e9ac2ea05f/model_utils/managers.py#L176-L200
train
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