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[WIP] Add new features to unbalanced solvers #551

Merged
merged 20 commits into from
Nov 6, 2023
Merged

[WIP] Add new features to unbalanced solvers #551

merged 20 commits into from
Nov 6, 2023

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6Ulm
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@6Ulm 6Ulm commented Oct 31, 2023

Types of changes

  • Allow warmstart for sinkhorn_unbalanced.

  • Allow choices of entropic regularizer in sinkhorn_unbalanced: KL divergence and negative entropy.

  • Allow for reference measure (so more flexibility) in MM and L-BFGS-B solvers.

  • Fix error in the calculation of negative entropy in L-BFGS-B solver.

Motivation and context / Related issue

  • Unlike sinkhorn solver for entropic (balanced) OT, the current sinkhorn_unbalanced does not allow for warmstart of dual vectors.

  • The current sinkhorn_unbalanced corresponds to the negative entropy regularizer, but we need KL divergence for the fused unbalanced GW.

  • The fused unbalanced GW requires more flexible MM and L-BFGS-B solvers.

How has this been tested (if it applies)

  • Tested choices of entropic regularizer in sinkhorn_unbalanced: KL divergence and negative entropy.

  • Tested reference measure in MM and L-BFGS-B solvers.

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

@6Ulm 6Ulm closed this Oct 31, 2023
@6Ulm 6Ulm reopened this Oct 31, 2023
@6Ulm 6Ulm changed the title add new features to unbalanced solvers [WIP] Add new features to unbalanced solvers Oct 31, 2023
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codecov bot commented Oct 31, 2023

Codecov Report

Merging #551 (d03ff06) into master (1071759) will decrease coverage by 0.01%.
The diff coverage is 97.70%.

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #551      +/-   ##
==========================================
- Coverage   96.49%   96.48%   -0.01%     
==========================================
  Files          67       67              
  Lines       14669    14773     +104     
==========================================
+ Hits        14155    14254      +99     
- Misses        514      519       +5     

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@rflamary rflamary left a comment

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This looks great, a few comments on the order of parameters.

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@rflamary rflamary marked this pull request as ready for review November 2, 2023 14:55
@rflamary rflamary merged commit fe20bc6 into PythonOT:master Nov 6, 2023
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2 participants