ot.da

Domain adaptation with optimal transport

Functions

ot.da.distribution_estimation_uniform(X)

estimates a uniform distribution from an array of samples \(\mathbf{X}\)

Parameters:

X (array-like, shape (n_samples, n_features)) – The array of samples

Returns:

mu – The uniform distribution estimated from \(\mathbf{X}\)

Return type:

array-like, shape (n_samples,)

ot.da.emd_laplace(a, b, xs, xt, M, sim='knn', sim_param=None, reg='pos', eta=1, alpha=0.5, numItermax=100, stopThr=1e-09, numInnerItermax=100000, stopInnerThr=1e-09, log=False, verbose=False)

Solve the optimal transport problem (OT) with Laplacian regularization

\[ \begin{align}\begin{aligned}\gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + \eta \cdot \Omega_\alpha(\gamma)\\s.t. \ \gamma \mathbf{1} = \mathbf{a}\\ \gamma^T \mathbf{1} = \mathbf{b}\\ \gamma \geq 0\end{aligned}\end{align} \]

where:

• \(\mathbf{a}\) and \(\mathbf{b}\) are source and target weights (sum to 1)

• \(\mathbf{x_s}\) and \(\mathbf{x_t}\) are source and target samples

• \(\mathbf{M}\) is the (ns, nt) metric cost matrix

• \(\Omega_\alpha\) is the Laplacian regularization term

\[\Omega_\alpha = \frac{1 - \alpha}{n_s^2} \sum_{i,j} \mathbf{S^s}_{i,j} \|T(\mathbf{x}^s_i) - T(\mathbf{x}^s_j) \|^2 + \frac{\alpha}{n_t^2} \sum_{i,j} \mathbf{S^t}_{i,j} \|T(\mathbf{x}^t_i) - T(\mathbf{x}^t_j) \|^2\]

with \(\mathbf{S^s}_{i,j}, \mathbf{S^t}_{i,j}\) denoting source and target similarity matrices and \(T(\cdot)\) being a barycentric mapping.

The algorithm used for solving the problem is the conditional gradient algorithm as proposed in [5].

Parameters:

• a (array-like (ns,)) – samples weights in the source domain

• b (array-like (nt,)) – samples weights in the target domain

• xs (array-like (ns,d)) – samples in the source domain

• xt (array-like (nt,d)) – samples in the target domain

• M (array-like (ns,nt)) – loss matrix

• sim (string, optional) – Type of similarity (‘knn’ or ‘gauss’) used to construct the Laplacian.

• sim_param (int or float, optional) – Parameter (number of the nearest neighbors for sim=’knn’ or bandwidth for sim=’gauss’) used to compute the Laplacian.

• reg (string) – Type of Laplacian regularization

• eta (float) – Regularization term for Laplacian regularization

• alpha (float) – Regularization term for source domain’s importance in regularization

• numItermax (int, optional) – Max number of iterations

• stopThr (float, optional) – Stop threshold on error (inner emd solver) (>0)

• numInnerItermax (int, optional) – Max number of iterations (inner CG solver)

• stopInnerThr (float, optional) – Stop threshold on error (inner CG solver) (>0)

• verbose (bool, optional) – Print information along iterations

• log (bool, optional) – record log if True

Returns:

• gamma ((ns, nt) array-like) – 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

[30]

R. Flamary, N. Courty, D. Tuia, A. Rakotomamonjy, “Optimal transport with Laplacian regularization: Applications to domain adaptation and shape matching,” in NIPS Workshop on Optimal Transport and Machine Learning OTML, 2014.

See also

ot.lp.emd

Unregularized OT

ot.optim.cg

General regularized OT

ot.da.sinkhorn_l1l2_gl(a, labels_a, b, M, reg, eta=0.1, numItermax=10, numInnerItermax=200, stopInnerThr=1e-09, eps=1e-12, verbose=False, log=False)

Solve the entropic regularization optimal transport problem with group lasso regularization

The function solves the following optimization problem:

\[ \begin{align}\begin{aligned}\gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + \mathrm{reg} \cdot \Omega_e(\gamma) + \eta \ \Omega_g(\gamma)\\s.t. \ \gamma \mathbf{1} = \mathbf{a}\\ \gamma^T \mathbf{1} = \mathbf{b}\\ \gamma \geq 0\end{aligned}\end{align} \]

where :

• \(\mathbf{M}\) is the (ns, nt) metric cost matrix

• \(\Omega_e\) is the entropic regularization term \(\Omega_e(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})\)

• \(\Omega_g\) is the group lasso regularization term \(\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^2\) where \(\mathcal{I}_c\) are the index of samples from class c in the source domain.

• \(\mathbf{a}\) and \(\mathbf{b}\) are source and target weights (sum to 1)

The algorithm used for solving the problem is the generalized conditional gradient as proposed in [5, 7].

Parameters:

• a (array-like (ns,)) – samples weights in the source domain

• labels_a (array-like (ns,)) – labels of samples in the source domain

• b (array-like (nt,)) – samples in the target domain

• M (array-like (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)

• eps (float, optional (default=1e-12)) – Small value to avoid division by zero

• verbose (bool, optional) – Print information along iterations

• log (bool, optional) – record log if True

Returns:

• gamma ((ns, nt) array-like) – 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

ot.da.sinkhorn_lpl1_mm(a, labels_a, b, M, reg, eta=0.1, numItermax=10, numInnerItermax=200, stopInnerThr=1e-09, verbose=False, log=False)

Solve the entropic regularization optimal transport problem with non-convex group lasso regularization

The function solves the following optimization problem:

\[ \begin{align}\begin{aligned}\gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + \mathrm{reg} \cdot \Omega_e(\gamma) + \eta \ \Omega_g(\gamma)\\s.t. \ \gamma \mathbf{1} = \mathbf{a}\\ \gamma^T \mathbf{1} = \mathbf{b}\\ \gamma \geq 0\end{aligned}\end{align} \]

where :

• \(\mathbf{M}\) is the (ns, nt) metric cost matrix

• \(\Omega_e\) is the entropic regularization term \(\Omega_e (\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})\)

• \(\Omega_g\) is the group lasso regularization term \(\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^{1/2}_1\) where \(\mathcal{I}_c\) are the index of samples from class c in the source domain.

• \(\mathbf{a}\) and \(\mathbf{b}\) are source and target weights (sum to 1)

The algorithm used for solving the problem is the generalized conditional gradient as proposed in [5, 7].

Parameters:

• a (array-like (ns,)) – samples weights in the source domain

• labels_a (array-like (ns,)) – labels of samples in the source domain

• b (array-like (nt,)) – samples weights in the target domain

• M (array-like (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, nt) array-like) – 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

Classes

class ot.da.BaseTransport

Base class for OTDA objects

Note

All estimators should specify all the parameters that can be set at the class level in their __init__ as explicit keyword arguments (no *args or **kwargs).

The fit method should:

• estimate a cost matrix and store it in a cost_ attribute

• estimate a coupling matrix and store it in a coupling_ attribute

• estimate distributions from source and target data and store them in mu_s and mu_t attributes

• store Xs and Xt in attributes to be used later on in transform and inverse_transform methods

transform method should always get as input a Xs parameter

inverse_transform method should always get as input a Xt parameter

transform_labels method should always get as input a ys parameter

inverse_transform_labels method should always get as input a yt parameter

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The training class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

fit_transform(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\) and transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels for training samples

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

transp_Xs – The source samples samples.

Return type:

array-like, shape (n_source_samples, n_features)

inverse_transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports target samples \(\mathbf{X_t}\) onto source samples \(\mathbf{X_s}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The source input samples.

• ys (array-like, shape (n_source_samples,)) – The source class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The target input samples.

• yt (array-like, shape (n_target_samples,)) –

  The target class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xt – The transported target samples.

Return type:

array-like, shape (n_source_samples, n_features)

inverse_transform_labels(yt=None)

Propagate target labels \(\mathbf{y_t}\) to obtain estimated source labels \(\mathbf{y_s}\)

Parameters:

yt (array-like, shape (n_target_samples,)) –

Returns:

transp_ys – Estimated soft source labels.

Return type:

array-like, shape (n_source_samples, nb_classes)

transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The source input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels for source samples

• Xt (array-like, shape (n_target_samples, n_features)) – The target input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels for target. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xs – The transport source samples.

Return type:

array-like, shape (n_source_samples, n_features)

transform_labels(ys=None)

Propagate source labels \(\mathbf{y_s}\) to obtain estimated target labels as in [27].

Parameters:

ys (array-like, shape (n_source_samples,)) – The source class labels

Returns:

transp_ys – Estimated soft target labels.

Return type:

array-like, shape (n_target_samples, nb_classes)

References

[27]

Ievgen Redko, Nicolas Courty, Rémi Flamary, Devis Tuia “Optimal transport for multi-source domain adaptation under target shift”, International Conference on Artificial Intelligence and Statistics (AISTATS), 2019.

Examples using ot.da.BaseTransport

OT with Laplacian regularization for domain adaptation

OT with Laplacian regularization for domain adaptation

OT for image color adaptation

OT for image color adaptation

OT for image color adaptation with mapping estimation

OT for image color adaptation with mapping estimation

OTDA unsupervised vs semi-supervised setting

OTDA unsupervised vs semi-supervised setting

Linear OT mapping estimation

Linear OT mapping estimation

OT for domain adaptation

OT for domain adaptation

OT for domain adaptation on empirical distributions

OT for domain adaptation on empirical distributions

OT for multi-source target shift

OT for multi-source target shift

class ot.da.EMDLaplaceTransport(reg_type='pos', reg_lap=1.0, reg_src=1.0, metric='sqeuclidean', norm=None, similarity='knn', similarity_param=None, max_iter=100, tol=1e-09, max_inner_iter=100000, inner_tol=1e-09, log=False, verbose=False, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans')

Domain Adaptation OT method based on Earth Mover’s Distance with Laplacian regularization

Parameters:

• reg_type (string optional (default='pos')) – Type of the regularization term: ‘pos’ and ‘disp’ for regularization term defined in [2] and [6], respectively.

• reg_lap (float, optional (default=1)) – Laplacian regularization parameter

• reg_src (float, optional (default=0.5)) – Source relative importance in regularization

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• similarity (string, optional (default="knn")) – The similarity to use either knn or gaussian

• similarity_param (int or float, optional (default=None)) – Parameter for the similarity: number of nearest neighbors or bandwidth if similarity=”knn” or “gaussian”, respectively. If None is provided, it is set to 3 or the average pairwise squared Euclidean distance, respectively.

• max_iter (int, optional (default=100)) – Max number of BCD iterations

• tol (float, optional (default=1e-5)) – Stop threshold on relative loss decrease (>0)

• max_inner_iter (int, optional (default=10)) – Max number of iterations (inner CG solver)

• inner_tol (float, optional (default=1e-6)) – Stop threshold on error (inner CG solver) (>0)

• log (int, optional (default=False)) – Controls the logs of the optimization algorithm

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

References

[1]

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

[2]

R. Flamary, N. Courty, D. Tuia, A. Rakotomamonjy, “Optimal transport with Laplacian regularization: Applications to domain adaptation and shape matching,” in NIPS Workshop on Optimal Transport and Machine Learning OTML, 2014.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

Examples using ot.da.EMDLaplaceTransport

OT with Laplacian regularization for domain adaptation

OT with Laplacian regularization for domain adaptation

class ot.da.EMDTransport(metric='sqeuclidean', norm=None, log=False, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=10, max_iter=100000)

Domain Adaptation OT method based on Earth Mover’s Distance

Parameters:

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• log (int, optional (default=False)) – Controls the logs of the optimization algorithm

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=10)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an infinite cost (10 times the maximum value of the cost matrix)

• max_iter (int, optional (default=100000)) – The maximum number of iterations before stopping the optimization algorithm if it has not converged.

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

References

[1]

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

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

Examples using ot.da.EMDTransport

OT with Laplacian regularization for domain adaptation

OT with Laplacian regularization for domain adaptation

OT for image color adaptation

OT for image color adaptation

OT for image color adaptation with mapping estimation

OT for image color adaptation with mapping estimation

OT for domain adaptation

OT for domain adaptation

OT for domain adaptation on empirical distributions

OT for domain adaptation on empirical distributions

class ot.da.JCPOTTransport(reg_e=0.1, max_iter=10, tol=1e-08, verbose=False, log=False, metric='sqeuclidean', out_of_sample_map='ferradans')

Domain Adaptation OT method for multi-source target shift based on Wasserstein barycenter algorithm.

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

coupling_

A set of optimal couplings between each source domain and the target domain

Type:

list of array-like objects, shape K x (n_source_samples, n_target_samples)

proportions_

Estimated class proportions in the target domain

Type:

array-like, shape (n_classes,)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

Ievgen Redko, Nicolas Courty, Rémi Flamary, Devis Tuia “Optimal transport for multi-source domain adaptation under target shift”, International Conference on Artificial Intelligence and Statistics (AISTATS), vol. 89, p.849-858, 2019.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Building coupling matrices from a list of source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (list of K array-like objects, shape K x (nk_source_samples, n_features)) – A list of the training input samples.

• ys (list of K array-like objects, shape K x (nk_source_samples,)) – A list of the class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

inverse_transform_labels(yt=None)

Propagate target labels \(\mathbf{y_t}\) to obtain estimated source labels \(\mathbf{y_s}\)

Parameters:

yt (array-like, shape (n_target_samples,)) – The target class labels

Returns:

transp_ys – A list of estimated soft source labels

Return type:

list of K array-like objects, shape K x (nk_source_samples, nb_classes)

transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (list of K array-like objects, shape K x (nk_source_samples, n_features)) – A list of the training input samples.

• ys (list of K array-like objects, shape K x (nk_source_samples,)) – A list of the class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

transform_labels(ys=None)

Propagate source labels \(\mathbf{y_s}\) to obtain target labels as in [27]

Parameters:

ys (list of K array-like objects, shape K x (nk_source_samples,)) – A list of the class labels

Returns:

yt – Estimated soft target labels.

Return type:

array-like, shape (n_target_samples, nb_classes)

References

[27]

Ievgen Redko, Nicolas Courty, Rémi Flamary, Devis Tuia “Optimal transport for multi-source domain adaptation under target shift”, International Conference on Artificial Intelligence and Statistics (AISTATS), 2019.

Examples using ot.da.JCPOTTransport

OT for multi-source target shift

OT for multi-source target shift

class ot.da.LinearGWTransport(log=False, sign_eigs=None, distribution_estimation=<function distribution_estimation_uniform>)

OT Gaussian Gromov-Wasserstein linear operator between empirical distributions

The function estimates the optimal linear operator that aligns the two empirical distributions optimally wrt the Gromov-Wasserstein distance. This is equivalent to estimating the closed form mapping between two Gaussian distributions \(\mathcal{N}(\mu_s,\Sigma_s)\) and \(\mathcal{N}(\mu_t,\Sigma_t)\) as proposed in [57].

The linear operator from source to target \(M\)

\[M(\mathbf{x})= \mathbf{A} \mathbf{x} + \mathbf{b}\]

where the matrix \(\mathbf{A}\) and the vector \(\mathbf{b}\) are defined in [57].

Parameters:

• sign_eigs (array-like (n_features), str, optional) – sign of the eigenvalues of the mapping matrix, by default all signs will be positive. If ‘skewness’ is provided, the sign of the eigenvalues is selected as the product of the sign of the skewness of the projected data.

• log (bool, optional) – record log if True

References

[57]

Delon, J., Desolneux, A., & Salmona, A. (2022). Gromov–Wasserstein distances between Gaussian distributions. Journal of Applied Probability, 59(4), 1178-1198.

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

Examples using ot.da.LinearGWTransport

Linear OT mapping estimation

Linear OT mapping estimation

class ot.da.LinearTransport(reg=1e-08, bias=True, log=False, distribution_estimation=<function distribution_estimation_uniform>)

OT linear operator between empirical distributions

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 \(\mathcal{N}(\mu_s,\Sigma_s)\) and \(\mathcal{N}(\mu_t,\Sigma_t)\) as proposed in [14] and discussed in remark 2.29 in [15].

The linear operator from source to target \(M\)

\[M(\mathbf{x})= \mathbf{A} \mathbf{x} + \mathbf{b}\]

where :

\[ \begin{align}\begin{aligned}\mathbf{A} &= \Sigma_s^{-1/2} \left(\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2} \right)^{1/2} \Sigma_s^{-1/2}\\\mathbf{b} &= \mu_t - \mathbf{A} \mu_s\end{aligned}\end{align} \]

Parameters:

• reg (float,optional) – regularization added to the daigonals of covariances (>0)

• bias (boolean, optional) – estimate bias \(\mathbf{b}\) else \(\mathbf{b} = 0\) (default:True)

• log (bool, optional) – record log if True

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.

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

inverse_transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports target samples \(\mathbf{X_t}\) onto source samples \(\mathbf{X_s}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xt – The transported target samples.

Return type:

array-like, shape (n_source_samples, n_features)

transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xs – The transport source samples.

Return type:

array-like, shape (n_source_samples, n_features)

Examples using ot.da.LinearTransport

Linear OT mapping estimation

Linear OT mapping estimation

class ot.da.MappingTransport(mu=1, eta=0.001, bias=False, metric='sqeuclidean', norm=None, kernel='linear', sigma=1, max_iter=100, tol=1e-05, max_inner_iter=10, inner_tol=1e-06, log=False, verbose=False, verbose2=False)

MappingTransport: DA methods that aims at jointly estimating a optimal transport coupling and the associated mapping

Parameters:

• mu (float, optional (default=1)) – Weight for the linear OT loss (>0)

• eta (float, optional (default=0.001)) – Regularization term for the linear mapping L (>0)

• bias (bool, optional (default=False)) – Estimate linear mapping with constant bias

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• kernel (string, optional (default="linear")) – The kernel to use either linear or gaussian

• sigma (float, optional (default=1)) – The gaussian kernel parameter

• max_iter (int, optional (default=100)) – Max number of BCD iterations

• tol (float, optional (default=1e-5)) – Stop threshold on relative loss decrease (>0)

• max_inner_iter (int, optional (default=10)) – Max number of iterations (inner CG solver)

• inner_tol (float, optional (default=1e-6)) – Stop threshold on error (inner CG solver) (>0)

• log (bool, optional (default=False)) – record log if True

• verbose (bool, optional (default=False)) – Print information along iterations

• verbose2 (bool, optional (default=False)) – Print information along iterations

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

mapping_

The associated mapping

• array-like, shape (n_features (+ 1), n_features), (if bias) for kernel == linear

• array-like, shape (n_source_samples (+ 1), n_features), (if bias) for kernel == gaussian

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[8]

M. Perrot, N. Courty, R. Flamary, A. Habrard, “Mapping estimation for discrete optimal transport”, Neural Information Processing Systems (NIPS), 2016.

fit(Xs=None, ys=None, Xt=None, yt=None)

Builds an optimal coupling and estimates the associated mapping from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self

Return type:

object

transform(Xs)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

Returns:

transp_Xs – The transport source samples.

Return type:

array-like, shape (n_source_samples, n_features)

Examples using ot.da.MappingTransport

OT mapping estimation for domain adaptation

OT mapping estimation for domain adaptation

OT for image color adaptation with mapping estimation

OT for image color adaptation with mapping estimation

class ot.da.NearestBrenierPotential(strongly_convex_constant=0.6, gradient_lipschitz_constant=1.4, log=False, its=100, seed=None)

Smooth Strongly Convex Nearest Brenier Potentials (SSNB) is a method from [58] that computes an l-strongly convex potential \(\varphi\) with an L-Lipschitz gradient such that \(\nabla \varphi \# \mu \approx \nu\). This regularity can be enforced only on the components of a partition of the ambient space (encoded by point classes), which is a relaxation compared to imposing global regularity.

SSNBs approach the target measure by solving the optimisation problem:

\begin{gather*} \varphi \in \text{argmin}_{\varphi \in \mathcal{F}}\ \text{W}_2(\nabla \varphi \#\mu_s, \mu_t), \end{gather*}

where \(\mathcal{F}\) is the space functions that are on every set \(E_k\) l-strongly convex with an L-Lipschitz gradient, given \((E_k)_{k \in [K]}\) a partition of the ambient source space.

The problem is solved on “fitting” source and target data via a convex Quadratically Constrained Quadratic Program, yielding the values phi and the gradients G at at the source points. The images of “new” source samples are then found by solving a (simpler) Quadratically Constrained Linear Program at each point, using the fitting “parameters” phi and G. We provide two possible images, which correspond to “lower” and “upper potentials” ([59], Theorem 3.14). Each of these two images are optimal solutions of the SSNB problem, and can be used in practice.

Warning

This function requires the CVXPY library

Warning

Accepts any backend but will convert to Numpy then back to the backend.

Parameters:

• strongly_convex_constant (float, optional) – constant for the strong convexity of the input potential phi, defaults to 0.6

• gradient_lipschitz_constant (float, optional) – constant for the Lipschitz property of the input gradient G, defaults to 1.4

• its (int, optional) – number of iterations, defaults to 100

• log (bool, optional) – record log if true

• seed (int or RandomState or None, optional) – Seed used for random number generator (for the initialisation in fit.

References

[58]

François-Pierre Paty, Alexandre d’Aspremont, and Marco Cuturi. Regularity as regularization: Smooth and strongly convex brenier potentials in optimal transport. In International Conference on Artificial Intelligence and Statistics, pages 1222–1232. PMLR, 2020.

[59]

Adrien B Taylor. Convex interpolation and performance estimation of first-order methods for convex optimization. PhD thesis, Catholic University of Louvain, Louvain-la-Neuve, Belgium, 2017.

See also

ot.mapping.nearest_brenier_potential_fit

Fitting the SSNB on source and target data

ot.mapping.nearest_brenier_potential_predict_bounds

Predicting SSNB images on new source data

fit(Xs=None, ys=None, Xt=None, yt=None)

Fits the Smooth Strongly Convex Nearest Brenier Potential [58] to the source data Xs to the target data Xt, with the partition given by the (optional) labels ys.

Wrapper for ot.mapping.nearest_brenier_potential_fit.

Warning

This function requires the CVXPY library

Warning

Accepts any backend but will convert to Numpy then back to the backend.

Parameters:

• Xs (array-like (n, d)) – source points used to compute the optimal values phi and G

• ys (array-like (n,), optional) – classes of the reference points, defaults to a single class

• Xt (array-like (n, d)) – values of the gradients at the reference points X

• yt (optional) – ignored.

Returns:

self – Returns self.

Return type:

object

References

[58]

François-Pierre Paty, Alexandre d’Aspremont, and Marco Cuturi. Regularity as regularization: Smooth and strongly convex brenier potentials in optimal transport. In International Conference on Artificial Intelligence and Statistics, pages 1222–1232. PMLR, 2020.

See also

ot.mapping.nearest_brenier_potential_fit

Fitting the SSNB on source and target data

transform(Xs, ys=None)

Computes the images of the new source samples Xs of classes ys by the fitted Smooth Strongly Convex Nearest Brenier Potentials (SSNB) [58]. The output is the images of two SSNB optimal maps, called ‘lower’ and ‘upper’ potentials (from [59], Theorem 3.14).

Wrapper for nearest_brenier_potential_predict_bounds.

Warning

This function requires the CVXPY library

Warning

Accepts any backend but will convert to Numpy then back to the backend.

Parameters:

• Xs (array-like (m, d)) – input source points

• ys (: array_like (m,), optional) – classes of the input source points, defaults to a single class

Returns:

G_lu – gradients of the lower and upper bounding potentials at Y (images of the source inputs)

Return type:

array-like (2, m, d)

References

[58]

François-Pierre Paty, Alexandre d’Aspremont, and Marco Cuturi. Regularity as regularization: Smooth and strongly convex brenier potentials in optimal transport. In International Conference on Artificial Intelligence and Statistics, pages 1222–1232. PMLR, 2020.

[59]

Adrien B Taylor. Convex interpolation and performance estimation of first-order methods for convex optimization. PhD thesis, Catholic University of Louvain, Louvain-la-Neuve, Belgium, 2017.

See also

ot.mapping.nearest_brenier_potential_predict_bounds

Predicting SSNB images on new source data

class ot.da.SinkhornL1l2Transport(reg_e=1.0, reg_cl=0.1, max_iter=10, max_inner_iter=200, tol=1e-08, verbose=False, log=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=10)

Domain Adaptation OT method based on sinkhorn algorithm + L1L2 class regularization.

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• reg_cl (float, optional (default=0.1)) – Class regularization parameter

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• max_inner_iter (int, float, optional (default=200)) – The number of iteration in the inner loop

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=10)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an infinite cost (10 times the maximum value of the cost matrix)

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

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

[2]

Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized conditional gradient: analysis of convergence and applications. arXiv preprint arXiv:1510.06567.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

Examples using ot.da.SinkhornL1l2Transport

OT for domain adaptation

OT for domain adaptation

class ot.da.SinkhornLpl1Transport(reg_e=1.0, reg_cl=0.1, max_iter=10, max_inner_iter=200, log=False, tol=1e-08, verbose=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=inf)

Domain Adaptation OT method based on sinkhorn algorithm + LpL1 class regularization.

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• reg_cl (float, optional (default=0.1)) – Class regularization parameter

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• max_inner_iter (int, float, optional (default=200)) – The number of iteration in the inner loop

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=np.infty)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit a cost defined by limit_max.

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

References

[1]

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

[2]

Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized conditional gradient: analysis of convergence and applications. arXiv preprint arXiv:1510.06567.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

Examples using ot.da.SinkhornLpl1Transport

OT for domain adaptation

OT for domain adaptation

OT for domain adaptation on empirical distributions

OT for domain adaptation on empirical distributions

class ot.da.SinkhornTransport(reg_e=1.0, method='sinkhorn', max_iter=1000, tol=1e-08, verbose=False, log=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=inf)

Domain Adaptation OT method based on Sinkhorn Algorithm

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• max_iter (int, float, optional (default=1000)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• tol (float, optional (default=10e-9)) – The precision required to stop the optimization algorithm.

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (int, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=np.infty)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an cost defined by this variable

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

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

[2]

M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

Examples using ot.da.SinkhornTransport

OT with Laplacian regularization for domain adaptation

OT with Laplacian regularization for domain adaptation

OT for image color adaptation

OT for image color adaptation

OT for image color adaptation with mapping estimation

OT for image color adaptation with mapping estimation

OTDA unsupervised vs semi-supervised setting

OTDA unsupervised vs semi-supervised setting

OT for domain adaptation

OT for domain adaptation

OT for domain adaptation on empirical distributions

OT for domain adaptation on empirical distributions

OT for multi-source target shift

OT for multi-source target shift

class ot.da.UnbalancedSinkhornTransport(reg_e=1.0, reg_m=0.1, method='sinkhorn', max_iter=10, tol=1e-09, verbose=False, log=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=10)

Domain Adaptation unbalanced OT method based on sinkhorn algorithm

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• reg_m (float, optional (default=0.1)) – Mass regularization parameter

• method (str) – method used for the solver either ‘sinkhorn’, ‘sinkhorn_stabilized’ or ‘sinkhorn_epsilon_scaling’, see those function for specific parameters

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=10)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an infinite cost (10 times the maximum value of the cost matrix)

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.BaseTransport

Base class for OTDA objects

Note

All estimators should specify all the parameters that can be set at the class level in their __init__ as explicit keyword arguments (no *args or **kwargs).

The fit method should:

• estimate a cost matrix and store it in a cost_ attribute

• estimate a coupling matrix and store it in a coupling_ attribute

• estimate distributions from source and target data and store them in mu_s and mu_t attributes

• store Xs and Xt in attributes to be used later on in transform and inverse_transform methods

transform method should always get as input a Xs parameter

inverse_transform method should always get as input a Xt parameter

transform_labels method should always get as input a ys parameter

inverse_transform_labels method should always get as input a yt parameter

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The training class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

fit_transform(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\) and transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels for training samples

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

transp_Xs – The source samples samples.

Return type:

array-like, shape (n_source_samples, n_features)

inverse_transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports target samples \(\mathbf{X_t}\) onto source samples \(\mathbf{X_s}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The source input samples.

• ys (array-like, shape (n_source_samples,)) – The source class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The target input samples.

• yt (array-like, shape (n_target_samples,)) –

  The target class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xt – The transported target samples.

Return type:

array-like, shape (n_source_samples, n_features)

inverse_transform_labels(yt=None)

Propagate target labels \(\mathbf{y_t}\) to obtain estimated source labels \(\mathbf{y_s}\)

Parameters:

yt (array-like, shape (n_target_samples,)) –

Returns:

transp_ys – Estimated soft source labels.

Return type:

array-like, shape (n_source_samples, nb_classes)

transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The source input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels for source samples

• Xt (array-like, shape (n_target_samples, n_features)) – The target input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels for target. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xs – The transport source samples.

Return type:

array-like, shape (n_source_samples, n_features)

transform_labels(ys=None)

Propagate source labels \(\mathbf{y_s}\) to obtain estimated target labels as in [27].

Parameters:

ys (array-like, shape (n_source_samples,)) – The source class labels

Returns:

transp_ys – Estimated soft target labels.

Return type:

array-like, shape (n_target_samples, nb_classes)

References

[27]

Ievgen Redko, Nicolas Courty, Rémi Flamary, Devis Tuia “Optimal transport for multi-source domain adaptation under target shift”, International Conference on Artificial Intelligence and Statistics (AISTATS), 2019.

class ot.da.EMDLaplaceTransport(reg_type='pos', reg_lap=1.0, reg_src=1.0, metric='sqeuclidean', norm=None, similarity='knn', similarity_param=None, max_iter=100, tol=1e-09, max_inner_iter=100000, inner_tol=1e-09, log=False, verbose=False, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans')

Domain Adaptation OT method based on Earth Mover’s Distance with Laplacian regularization

Parameters:

• reg_type (string optional (default='pos')) – Type of the regularization term: ‘pos’ and ‘disp’ for regularization term defined in [2] and [6], respectively.

• reg_lap (float, optional (default=1)) – Laplacian regularization parameter

• reg_src (float, optional (default=0.5)) – Source relative importance in regularization

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• similarity (string, optional (default="knn")) – The similarity to use either knn or gaussian

• similarity_param (int or float, optional (default=None)) – Parameter for the similarity: number of nearest neighbors or bandwidth if similarity=”knn” or “gaussian”, respectively. If None is provided, it is set to 3 or the average pairwise squared Euclidean distance, respectively.

• max_iter (int, optional (default=100)) – Max number of BCD iterations

• tol (float, optional (default=1e-5)) – Stop threshold on relative loss decrease (>0)

• max_inner_iter (int, optional (default=10)) – Max number of iterations (inner CG solver)

• inner_tol (float, optional (default=1e-6)) – Stop threshold on error (inner CG solver) (>0)

• log (int, optional (default=False)) – Controls the logs of the optimization algorithm

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

References

[1]

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

[2]

R. Flamary, N. Courty, D. Tuia, A. Rakotomamonjy, “Optimal transport with Laplacian regularization: Applications to domain adaptation and shape matching,” in NIPS Workshop on Optimal Transport and Machine Learning OTML, 2014.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.EMDTransport(metric='sqeuclidean', norm=None, log=False, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=10, max_iter=100000)

Domain Adaptation OT method based on Earth Mover’s Distance

Parameters:

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• log (int, optional (default=False)) – Controls the logs of the optimization algorithm

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=10)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an infinite cost (10 times the maximum value of the cost matrix)

• max_iter (int, optional (default=100000)) – The maximum number of iterations before stopping the optimization algorithm if it has not converged.

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

References

[1]

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

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.JCPOTTransport(reg_e=0.1, max_iter=10, tol=1e-08, verbose=False, log=False, metric='sqeuclidean', out_of_sample_map='ferradans')

Domain Adaptation OT method for multi-source target shift based on Wasserstein barycenter algorithm.

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

coupling_

A set of optimal couplings between each source domain and the target domain

Type:

list of array-like objects, shape K x (n_source_samples, n_target_samples)

proportions_

Estimated class proportions in the target domain

Type:

array-like, shape (n_classes,)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

Ievgen Redko, Nicolas Courty, Rémi Flamary, Devis Tuia “Optimal transport for multi-source domain adaptation under target shift”, International Conference on Artificial Intelligence and Statistics (AISTATS), vol. 89, p.849-858, 2019.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Building coupling matrices from a list of source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (list of K array-like objects, shape K x (nk_source_samples, n_features)) – A list of the training input samples.

• ys (list of K array-like objects, shape K x (nk_source_samples,)) – A list of the class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

inverse_transform_labels(yt=None)

Propagate target labels \(\mathbf{y_t}\) to obtain estimated source labels \(\mathbf{y_s}\)

Parameters:

yt (array-like, shape (n_target_samples,)) – The target class labels

Returns:

transp_ys – A list of estimated soft source labels

Return type:

list of K array-like objects, shape K x (nk_source_samples, nb_classes)

transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (list of K array-like objects, shape K x (nk_source_samples, n_features)) – A list of the training input samples.

• ys (list of K array-like objects, shape K x (nk_source_samples,)) – A list of the class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

transform_labels(ys=None)

Propagate source labels \(\mathbf{y_s}\) to obtain target labels as in [27]

Parameters:

ys (list of K array-like objects, shape K x (nk_source_samples,)) – A list of the class labels

Returns:

yt – Estimated soft target labels.

Return type:

array-like, shape (n_target_samples, nb_classes)

References

[27]

Ievgen Redko, Nicolas Courty, Rémi Flamary, Devis Tuia “Optimal transport for multi-source domain adaptation under target shift”, International Conference on Artificial Intelligence and Statistics (AISTATS), 2019.

class ot.da.LinearGWTransport(log=False, sign_eigs=None, distribution_estimation=<function distribution_estimation_uniform>)

OT Gaussian Gromov-Wasserstein linear operator between empirical distributions

The function estimates the optimal linear operator that aligns the two empirical distributions optimally wrt the Gromov-Wasserstein distance. This is equivalent to estimating the closed form mapping between two Gaussian distributions \(\mathcal{N}(\mu_s,\Sigma_s)\) and \(\mathcal{N}(\mu_t,\Sigma_t)\) as proposed in [57].

The linear operator from source to target \(M\)

\[M(\mathbf{x})= \mathbf{A} \mathbf{x} + \mathbf{b}\]

where the matrix \(\mathbf{A}\) and the vector \(\mathbf{b}\) are defined in [57].

Parameters:

• sign_eigs (array-like (n_features), str, optional) – sign of the eigenvalues of the mapping matrix, by default all signs will be positive. If ‘skewness’ is provided, the sign of the eigenvalues is selected as the product of the sign of the skewness of the projected data.

• log (bool, optional) – record log if True

References

[57]

Delon, J., Desolneux, A., & Salmona, A. (2022). Gromov–Wasserstein distances between Gaussian distributions. Journal of Applied Probability, 59(4), 1178-1198.

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.LinearTransport(reg=1e-08, bias=True, log=False, distribution_estimation=<function distribution_estimation_uniform>)

OT linear operator between empirical distributions

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 \(\mathcal{N}(\mu_s,\Sigma_s)\) and \(\mathcal{N}(\mu_t,\Sigma_t)\) as proposed in [14] and discussed in remark 2.29 in [15].

The linear operator from source to target \(M\)

\[M(\mathbf{x})= \mathbf{A} \mathbf{x} + \mathbf{b}\]

where :

\[ \begin{align}\begin{aligned}\mathbf{A} &= \Sigma_s^{-1/2} \left(\Sigma_s^{1/2}\Sigma_t\Sigma_s^{1/2} \right)^{1/2} \Sigma_s^{-1/2}\\\mathbf{b} &= \mu_t - \mathbf{A} \mu_s\end{aligned}\end{align} \]

Parameters:

• reg (float,optional) – regularization added to the daigonals of covariances (>0)

• bias (boolean, optional) – estimate bias \(\mathbf{b}\) else \(\mathbf{b} = 0\) (default:True)

• log (bool, optional) – record log if True

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.

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

inverse_transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports target samples \(\mathbf{X_t}\) onto source samples \(\mathbf{X_s}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xt – The transported target samples.

Return type:

array-like, shape (n_source_samples, n_features)

transform(Xs=None, ys=None, Xt=None, yt=None, batch_size=128)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

• batch_size (int, optional (default=128)) – The batch size for out of sample inverse transform

Returns:

transp_Xs – The transport source samples.

Return type:

array-like, shape (n_source_samples, n_features)

class ot.da.MappingTransport(mu=1, eta=0.001, bias=False, metric='sqeuclidean', norm=None, kernel='linear', sigma=1, max_iter=100, tol=1e-05, max_inner_iter=10, inner_tol=1e-06, log=False, verbose=False, verbose2=False)

MappingTransport: DA methods that aims at jointly estimating a optimal transport coupling and the associated mapping

Parameters:

• mu (float, optional (default=1)) – Weight for the linear OT loss (>0)

• eta (float, optional (default=0.001)) – Regularization term for the linear mapping L (>0)

• bias (bool, optional (default=False)) – Estimate linear mapping with constant bias

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• kernel (string, optional (default="linear")) – The kernel to use either linear or gaussian

• sigma (float, optional (default=1)) – The gaussian kernel parameter

• max_iter (int, optional (default=100)) – Max number of BCD iterations

• tol (float, optional (default=1e-5)) – Stop threshold on relative loss decrease (>0)

• max_inner_iter (int, optional (default=10)) – Max number of iterations (inner CG solver)

• inner_tol (float, optional (default=1e-6)) – Stop threshold on error (inner CG solver) (>0)

• log (bool, optional (default=False)) – record log if True

• verbose (bool, optional (default=False)) – Print information along iterations

• verbose2 (bool, optional (default=False)) – Print information along iterations

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

mapping_

The associated mapping

• array-like, shape (n_features (+ 1), n_features), (if bias) for kernel == linear

• array-like, shape (n_source_samples (+ 1), n_features), (if bias) for kernel == gaussian

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[8]

M. Perrot, N. Courty, R. Flamary, A. Habrard, “Mapping estimation for discrete optimal transport”, Neural Information Processing Systems (NIPS), 2016.

fit(Xs=None, ys=None, Xt=None, yt=None)

Builds an optimal coupling and estimates the associated mapping from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self

Return type:

object

transform(Xs)

Transports source samples \(\mathbf{X_s}\) onto target ones \(\mathbf{X_t}\)

Parameters:

Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

Returns:

transp_Xs – The transport source samples.

Return type:

array-like, shape (n_source_samples, n_features)

class ot.da.NearestBrenierPotential(strongly_convex_constant=0.6, gradient_lipschitz_constant=1.4, log=False, its=100, seed=None)

Smooth Strongly Convex Nearest Brenier Potentials (SSNB) is a method from [58] that computes an l-strongly convex potential \(\varphi\) with an L-Lipschitz gradient such that \(\nabla \varphi \# \mu \approx \nu\). This regularity can be enforced only on the components of a partition of the ambient space (encoded by point classes), which is a relaxation compared to imposing global regularity.

SSNBs approach the target measure by solving the optimisation problem:

\begin{gather*} \varphi \in \text{argmin}_{\varphi \in \mathcal{F}}\ \text{W}_2(\nabla \varphi \#\mu_s, \mu_t), \end{gather*}

where \(\mathcal{F}\) is the space functions that are on every set \(E_k\) l-strongly convex with an L-Lipschitz gradient, given \((E_k)_{k \in [K]}\) a partition of the ambient source space.

The problem is solved on “fitting” source and target data via a convex Quadratically Constrained Quadratic Program, yielding the values phi and the gradients G at at the source points. The images of “new” source samples are then found by solving a (simpler) Quadratically Constrained Linear Program at each point, using the fitting “parameters” phi and G. We provide two possible images, which correspond to “lower” and “upper potentials” ([59], Theorem 3.14). Each of these two images are optimal solutions of the SSNB problem, and can be used in practice.

Warning

This function requires the CVXPY library

Warning

Accepts any backend but will convert to Numpy then back to the backend.

Parameters:

• strongly_convex_constant (float, optional) – constant for the strong convexity of the input potential phi, defaults to 0.6

• gradient_lipschitz_constant (float, optional) – constant for the Lipschitz property of the input gradient G, defaults to 1.4

• its (int, optional) – number of iterations, defaults to 100

• log (bool, optional) – record log if true

• seed (int or RandomState or None, optional) – Seed used for random number generator (for the initialisation in fit.

References

[58]

François-Pierre Paty, Alexandre d’Aspremont, and Marco Cuturi. Regularity as regularization: Smooth and strongly convex brenier potentials in optimal transport. In International Conference on Artificial Intelligence and Statistics, pages 1222–1232. PMLR, 2020.

[59]

Adrien B Taylor. Convex interpolation and performance estimation of first-order methods for convex optimization. PhD thesis, Catholic University of Louvain, Louvain-la-Neuve, Belgium, 2017.

See also

ot.mapping.nearest_brenier_potential_fit

Fitting the SSNB on source and target data

ot.mapping.nearest_brenier_potential_predict_bounds

Predicting SSNB images on new source data

fit(Xs=None, ys=None, Xt=None, yt=None)

Fits the Smooth Strongly Convex Nearest Brenier Potential [58] to the source data Xs to the target data Xt, with the partition given by the (optional) labels ys.

Wrapper for ot.mapping.nearest_brenier_potential_fit.

Warning

This function requires the CVXPY library

Warning

Accepts any backend but will convert to Numpy then back to the backend.

Parameters:

• Xs (array-like (n, d)) – source points used to compute the optimal values phi and G

• ys (array-like (n,), optional) – classes of the reference points, defaults to a single class

• Xt (array-like (n, d)) – values of the gradients at the reference points X

• yt (optional) – ignored.

Returns:

self – Returns self.

Return type:

object

References

[58]

François-Pierre Paty, Alexandre d’Aspremont, and Marco Cuturi. Regularity as regularization: Smooth and strongly convex brenier potentials in optimal transport. In International Conference on Artificial Intelligence and Statistics, pages 1222–1232. PMLR, 2020.

See also

ot.mapping.nearest_brenier_potential_fit

Fitting the SSNB on source and target data

transform(Xs, ys=None)

Computes the images of the new source samples Xs of classes ys by the fitted Smooth Strongly Convex Nearest Brenier Potentials (SSNB) [58]. The output is the images of two SSNB optimal maps, called ‘lower’ and ‘upper’ potentials (from [59], Theorem 3.14).

Wrapper for nearest_brenier_potential_predict_bounds.

Warning

This function requires the CVXPY library

Warning

Accepts any backend but will convert to Numpy then back to the backend.

Parameters:

• Xs (array-like (m, d)) – input source points

• ys (: array_like (m,), optional) – classes of the input source points, defaults to a single class

Returns:

G_lu – gradients of the lower and upper bounding potentials at Y (images of the source inputs)

Return type:

array-like (2, m, d)

References

[58]

François-Pierre Paty, Alexandre d’Aspremont, and Marco Cuturi. Regularity as regularization: Smooth and strongly convex brenier potentials in optimal transport. In International Conference on Artificial Intelligence and Statistics, pages 1222–1232. PMLR, 2020.

[59]

Adrien B Taylor. Convex interpolation and performance estimation of first-order methods for convex optimization. PhD thesis, Catholic University of Louvain, Louvain-la-Neuve, Belgium, 2017.

See also

ot.mapping.nearest_brenier_potential_predict_bounds

Predicting SSNB images on new source data

class ot.da.SinkhornL1l2Transport(reg_e=1.0, reg_cl=0.1, max_iter=10, max_inner_iter=200, tol=1e-08, verbose=False, log=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=10)

Domain Adaptation OT method based on sinkhorn algorithm + L1L2 class regularization.

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• reg_cl (float, optional (default=0.1)) – Class regularization parameter

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• max_inner_iter (int, float, optional (default=200)) – The number of iteration in the inner loop

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=10)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an infinite cost (10 times the maximum value of the cost matrix)

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

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

[2]

Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized conditional gradient: analysis of convergence and applications. arXiv preprint arXiv:1510.06567.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.SinkhornLpl1Transport(reg_e=1.0, reg_cl=0.1, max_iter=10, max_inner_iter=200, log=False, tol=1e-08, verbose=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=inf)

Domain Adaptation OT method based on sinkhorn algorithm + LpL1 class regularization.

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• reg_cl (float, optional (default=0.1)) – Class regularization parameter

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• max_inner_iter (int, float, optional (default=200)) – The number of iteration in the inner loop

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=np.infty)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit a cost defined by limit_max.

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

References

[1]

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

[2]

Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized conditional gradient: analysis of convergence and applications. arXiv preprint arXiv:1510.06567.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.SinkhornTransport(reg_e=1.0, method='sinkhorn', max_iter=1000, tol=1e-08, verbose=False, log=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=inf)

Domain Adaptation OT method based on Sinkhorn Algorithm

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• max_iter (int, float, optional (default=1000)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• tol (float, optional (default=10e-9)) – The precision required to stop the optimization algorithm.

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (int, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=np.infty)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an cost defined by this variable

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

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

[2]

M. Cuturi, Sinkhorn Distances : Lightspeed Computation of Optimal Transport, Advances in Neural Information Processing Systems (NIPS) 26, 2013

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs=None, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

class ot.da.UnbalancedSinkhornTransport(reg_e=1.0, reg_m=0.1, method='sinkhorn', max_iter=10, tol=1e-09, verbose=False, log=False, metric='sqeuclidean', norm=None, distribution_estimation=<function distribution_estimation_uniform>, out_of_sample_map='ferradans', limit_max=10)

Domain Adaptation unbalanced OT method based on sinkhorn algorithm

Parameters:

• reg_e (float, optional (default=1)) – Entropic regularization parameter

• reg_m (float, optional (default=0.1)) – Mass regularization parameter

• method (str) – method used for the solver either ‘sinkhorn’, ‘sinkhorn_stabilized’ or ‘sinkhorn_epsilon_scaling’, see those function for specific parameters

• max_iter (int, float, optional (default=10)) – The minimum number of iteration before stopping the optimization algorithm if it has not converged

• tol (float, optional (default=10e-9)) – Stop threshold on error (inner sinkhorn solver) (>0)

• verbose (bool, optional (default=False)) – Controls the verbosity of the optimization algorithm

• log (bool, optional (default=False)) – Controls the logs of the optimization algorithm

• metric (string, optional (default="sqeuclidean")) – The ground metric for the Wasserstein problem

• norm (string, optional (default=None)) – If given, normalize the ground metric to avoid numerical errors that can occur with large metric values.

• distribution_estimation (callable, optional (defaults to the uniform)) – The kind of distribution estimation to employ

• out_of_sample_map (string, optional (default="ferradans")) – The kind of out of sample mapping to apply to transport samples from a domain into another one. Currently the only possible option is “ferradans” which uses the method proposed in [6].

• limit_max (float, optional (default=10)) – Controls the semi supervised mode. Transport between labeled source and target samples of different classes will exhibit an infinite cost (10 times the maximum value of the cost matrix)

coupling_

The optimal coupling

Type:

array-like, shape (n_source_samples, n_target_samples)

log_

The dictionary of log, empty dict if parameter log is not True

Type:

dictionary

References

[1]

Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816.

[6]

Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), 1853-1882.

fit(Xs, ys=None, Xt=None, yt=None)

Build a coupling matrix from source and target sets of samples \((\mathbf{X_s}, \mathbf{y_s})\) and \((\mathbf{X_t}, \mathbf{y_t})\)

Parameters:

• Xs (array-like, shape (n_source_samples, n_features)) – The training input samples.

• ys (array-like, shape (n_source_samples,)) – The class labels

• Xt (array-like, shape (n_target_samples, n_features)) – The training input samples.

• yt (array-like, shape (n_target_samples,)) –

  The class labels. If some target samples are unlabelled, fill the \(\mathbf{y_t}\)’s elements with -1.

  Warning: Note that, due to this convention -1 cannot be used as a class label

Returns:

self – Returns self.

Return type:

object

ot.da.distribution_estimation_uniform(X)

estimates a uniform distribution from an array of samples \(\mathbf{X}\)

Parameters:

X (array-like, shape (n_samples, n_features)) – The array of samples

Returns:

mu – The uniform distribution estimated from \(\mathbf{X}\)

Return type:

array-like, shape (n_samples,)

ot.da.emd_laplace(a, b, xs, xt, M, sim='knn', sim_param=None, reg='pos', eta=1, alpha=0.5, numItermax=100, stopThr=1e-09, numInnerItermax=100000, stopInnerThr=1e-09, log=False, verbose=False)

Solve the optimal transport problem (OT) with Laplacian regularization

\[ \begin{align}\begin{aligned}\gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + \eta \cdot \Omega_\alpha(\gamma)\\s.t. \ \gamma \mathbf{1} = \mathbf{a}\\ \gamma^T \mathbf{1} = \mathbf{b}\\ \gamma \geq 0\end{aligned}\end{align} \]

where:

• \(\mathbf{a}\) and \(\mathbf{b}\) are source and target weights (sum to 1)

• \(\mathbf{x_s}\) and \(\mathbf{x_t}\) are source and target samples

• \(\mathbf{M}\) is the (ns, nt) metric cost matrix

• \(\Omega_\alpha\) is the Laplacian regularization term

\[\Omega_\alpha = \frac{1 - \alpha}{n_s^2} \sum_{i,j} \mathbf{S^s}_{i,j} \|T(\mathbf{x}^s_i) - T(\mathbf{x}^s_j) \|^2 + \frac{\alpha}{n_t^2} \sum_{i,j} \mathbf{S^t}_{i,j} \|T(\mathbf{x}^t_i) - T(\mathbf{x}^t_j) \|^2\]

with \(\mathbf{S^s}_{i,j}, \mathbf{S^t}_{i,j}\) denoting source and target similarity matrices and \(T(\cdot)\) being a barycentric mapping.

The algorithm used for solving the problem is the conditional gradient algorithm as proposed in [5].

Parameters:

• a (array-like (ns,)) – samples weights in the source domain

• b (array-like (nt,)) – samples weights in the target domain

• xs (array-like (ns,d)) – samples in the source domain

• xt (array-like (nt,d)) – samples in the target domain

• M (array-like (ns,nt)) – loss matrix

• sim (string, optional) – Type of similarity (‘knn’ or ‘gauss’) used to construct the Laplacian.

• sim_param (int or float, optional) – Parameter (number of the nearest neighbors for sim=’knn’ or bandwidth for sim=’gauss’) used to compute the Laplacian.

• reg (string) – Type of Laplacian regularization

• eta (float) – Regularization term for Laplacian regularization

• alpha (float) – Regularization term for source domain’s importance in regularization

• numItermax (int, optional) – Max number of iterations

• stopThr (float, optional) – Stop threshold on error (inner emd solver) (>0)

• numInnerItermax (int, optional) – Max number of iterations (inner CG solver)

• stopInnerThr (float, optional) – Stop threshold on error (inner CG solver) (>0)

• verbose (bool, optional) – Print information along iterations

• log (bool, optional) – record log if True

Returns:

• gamma ((ns, nt) array-like) – 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

[30]

R. Flamary, N. Courty, D. Tuia, A. Rakotomamonjy, “Optimal transport with Laplacian regularization: Applications to domain adaptation and shape matching,” in NIPS Workshop on Optimal Transport and Machine Learning OTML, 2014.

See also

ot.lp.emd

Unregularized OT

ot.optim.cg

General regularized OT

ot.da.sinkhorn_l1l2_gl(a, labels_a, b, M, reg, eta=0.1, numItermax=10, numInnerItermax=200, stopInnerThr=1e-09, eps=1e-12, verbose=False, log=False)

Solve the entropic regularization optimal transport problem with group lasso regularization

The function solves the following optimization problem:

\[ \begin{align}\begin{aligned}\gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + \mathrm{reg} \cdot \Omega_e(\gamma) + \eta \ \Omega_g(\gamma)\\s.t. \ \gamma \mathbf{1} = \mathbf{a}\\ \gamma^T \mathbf{1} = \mathbf{b}\\ \gamma \geq 0\end{aligned}\end{align} \]

where :

• \(\mathbf{M}\) is the (ns, nt) metric cost matrix

• \(\Omega_e\) is the entropic regularization term \(\Omega_e(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})\)

• \(\Omega_g\) is the group lasso regularization term \(\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^2\) where \(\mathcal{I}_c\) are the index of samples from class c in the source domain.

• \(\mathbf{a}\) and \(\mathbf{b}\) are source and target weights (sum to 1)

The algorithm used for solving the problem is the generalized conditional gradient as proposed in [5, 7].

Parameters:

• a (array-like (ns,)) – samples weights in the source domain

• labels_a (array-like (ns,)) – labels of samples in the source domain

• b (array-like (nt,)) – samples in the target domain

• M (array-like (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)

• eps (float, optional (default=1e-12)) – Small value to avoid division by zero

• verbose (bool, optional) – Print information along iterations

• log (bool, optional) – record log if True

Returns:

• gamma ((ns, nt) array-like) – 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

ot.da.sinkhorn_lpl1_mm(a, labels_a, b, M, reg, eta=0.1, numItermax=10, numInnerItermax=200, stopInnerThr=1e-09, verbose=False, log=False)

Solve the entropic regularization optimal transport problem with non-convex group lasso regularization

The function solves the following optimization problem:

\[ \begin{align}\begin{aligned}\gamma = \mathop{\arg \min}_\gamma \quad \langle \gamma, \mathbf{M} \rangle_F + \mathrm{reg} \cdot \Omega_e(\gamma) + \eta \ \Omega_g(\gamma)\\s.t. \ \gamma \mathbf{1} = \mathbf{a}\\ \gamma^T \mathbf{1} = \mathbf{b}\\ \gamma \geq 0\end{aligned}\end{align} \]

where :

• \(\mathbf{M}\) is the (ns, nt) metric cost matrix

• \(\Omega_e\) is the entropic regularization term \(\Omega_e (\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})\)

• \(\Omega_g\) is the group lasso regularization term \(\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^{1/2}_1\) where \(\mathcal{I}_c\) are the index of samples from class c in the source domain.

• \(\mathbf{a}\) and \(\mathbf{b}\) are source and target weights (sum to 1)

The algorithm used for solving the problem is the generalized conditional gradient as proposed in [5, 7].

Parameters:

• a (array-like (ns,)) – samples weights in the source domain

• labels_a (array-like (ns,)) – labels of samples in the source domain

• b (array-like (nt,)) – samples weights in the target domain

• M (array-like (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, nt) array-like) – 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