# -*- coding: utf-8 -*-
"""
Domain adaptation with optimal transport
"""
# Author: Remi Flamary <remi.flamary@unice.fr>
# Nicolas Courty <ncourty@irisa.fr>
# Michael Perrot <michael.perrot@univ-st-etienne.fr>
# Nathalie Gayraud <nat.gayraud@gmail.com>
# Ievgen Redko <ievgen.redko@univ-st-etienne.fr>
# Eloi Tanguy <eloi.tanguy@u-paris.fr>
#
# License: MIT License
import numpy as np
import warnings
from .backend import get_backend
from .bregman import sinkhorn, jcpot_barycenter
from .lp import emd
from .utils import (
unif,
dist,
kernel,
cost_normalization,
label_normalization,
laplacian,
dots,
)
from .utils import (
BaseEstimator,
check_params,
deprecated,
labels_to_masks,
list_to_array,
)
from .unbalanced import sinkhorn_unbalanced
from .gaussian import (
empirical_bures_wasserstein_mapping,
empirical_gaussian_gromov_wasserstein_mapping,
)
from .optim import cg
from .optim import gcg
from .mapping import (
nearest_brenier_potential_fit,
nearest_brenier_potential_predict_bounds,
joint_OT_mapping_linear,
joint_OT_mapping_kernel,
)
[docs]
def sinkhorn_lpl1_mm(
a,
labels_a,
b,
M,
reg,
eta=0.1,
numItermax=10,
numInnerItermax=200,
stopInnerThr=1e-9,
verbose=False,
log=False,
):
r"""
Solve the entropic regularization optimal transport problem with non-convex
group lasso regularization
The function solves the following optimization problem:
.. math::
\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
where :
- :math:`\mathbf{M}` is the (`ns`, `nt`) metric cost matrix
- :math:`\Omega_e` is the entropic regularization term :math:`\Omega_e
(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})`
- :math:`\Omega_g` is the group lasso regularization term
:math:`\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^{1/2}_1`
where :math:`\mathcal{I}_c` are the index of samples from class `c`
in the source domain.
- :math:`\mathbf{a}` and :math:`\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 :ref:`[5, 7] <references-sinkhorn-lpl1-mm>`.
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-sinkhorn-lpl1-mm:
References
----------
.. [5] N. Courty; R. Flamary; D. Tuia; A. Rakotomamonjy,
"Optimal Transport for Domain Adaptation," in IEEE
Transactions on Pattern Analysis and Machine Intelligence ,
vol.PP, no.99, pp.1-1
.. [7] Rakotomamonjy, A., Flamary, R., & Courty, N. (2015).
Generalized conditional gradient: analysis of convergence
and applications. arXiv preprint arXiv:1510.06567.
See Also
--------
ot.lp.emd : Unregularized OT
ot.bregman.sinkhorn : Entropic regularized OT
ot.optim.cg : General regularized OT
"""
a, labels_a, b, M = list_to_array(a, labels_a, b, M)
nx = get_backend(a, labels_a, b, M)
p = 0.5
epsilon = 1e-3
labels_u, labels_idx = nx.unique(labels_a, return_inverse=True)
n_labels = labels_u.shape[0]
unroll_labels_idx = nx.eye(n_labels, type_as=M)[labels_idx]
W = nx.zeros(M.shape, type_as=M)
for _ in range(numItermax):
Mreg = M + eta * W
if log:
transp, log = sinkhorn(
a,
b,
Mreg,
reg,
numItermax=numInnerItermax,
stopThr=stopInnerThr,
log=True,
)
else:
transp = sinkhorn(
a, b, Mreg, reg, numItermax=numInnerItermax, stopThr=stopInnerThr
)
# the transport has been computed
# check if classes are really separated
W = (
nx.repeat(transp.T[:, :, None], n_labels, axis=2)
* unroll_labels_idx[None, :, :]
)
W = nx.sum(W, axis=1)
W = nx.dot(W, unroll_labels_idx.T)
W = p * ((W.T + epsilon) ** (p - 1))
if log:
return transp, log
else:
return transp
[docs]
def sinkhorn_l1l2_gl(
a,
labels_a,
b,
M,
reg,
eta=0.1,
numItermax=10,
numInnerItermax=200,
stopInnerThr=1e-9,
eps=1e-12,
verbose=False,
log=False,
):
r"""
Solve the entropic regularization optimal transport problem with group
lasso regularization
The function solves the following optimization problem:
.. math::
\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
where :
- :math:`\mathbf{M}` is the (`ns`, `nt`) metric cost matrix
- :math:`\Omega_e` is the entropic regularization term
:math:`\Omega_e(\gamma)=\sum_{i,j} \gamma_{i,j}\log(\gamma_{i,j})`
- :math:`\Omega_g` is the group lasso regularization term
:math:`\Omega_g(\gamma)=\sum_{i,c} \|\gamma_{i,\mathcal{I}_c}\|^2`
where :math:`\mathcal{I}_c` are the index of samples from class
`c` in the source domain.
- :math:`\mathbf{a}` and :math:`\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 :ref:`[5, 7] <references-sinkhorn-l1l2-gl>`.
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-sinkhorn-l1l2-gl:
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
"""
a, labels_a, b, M = list_to_array(a, labels_a, b, M)
nx = get_backend(a, labels_a, b, M)
labels_u, labels_idx = nx.unique(labels_a, return_inverse=True)
n_labels = labels_u.shape[0]
unroll_labels_idx = nx.eye(n_labels, type_as=labels_u)[None, labels_idx]
def f(G):
G_split = nx.repeat(G.T[:, :, None], n_labels, axis=2)
return nx.sum(nx.norm(G_split * unroll_labels_idx, axis=1))
def df(G):
G_split = nx.repeat(G.T[:, :, None], n_labels, axis=2) * unroll_labels_idx
W = nx.norm(G_split * unroll_labels_idx, axis=1, keepdims=True)
G_norm = G_split / nx.clip(W, eps, None)
return nx.sum(G_norm, axis=2).T
return gcg(
a,
b,
M,
reg,
eta,
f,
df,
G0=None,
numItermax=numItermax,
numInnerItermax=numInnerItermax,
stopThr=stopInnerThr,
verbose=verbose,
log=log,
)
OT_mapping_linear = deprecated(empirical_bures_wasserstein_mapping)
[docs]
def emd_laplace(
a,
b,
xs,
xt,
M,
sim="knn",
sim_param=None,
reg="pos",
eta=1,
alpha=0.5,
numItermax=100,
stopThr=1e-9,
numInnerItermax=100000,
stopInnerThr=1e-9,
log=False,
verbose=False,
):
r"""Solve the optimal transport problem (OT) with Laplacian regularization
.. math::
\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
where:
- :math:`\mathbf{a}` and :math:`\mathbf{b}` are source and target weights (sum to 1)
- :math:`\mathbf{x_s}` and :math:`\mathbf{x_t}` are source and target samples
- :math:`\mathbf{M}` is the (`ns`, `nt`) metric cost matrix
- :math:`\Omega_\alpha` is the Laplacian regularization term
.. math::
\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 :math:`\mathbf{S^s}_{i,j}, \mathbf{S^t}_{i,j}` denoting source and target similarity
matrices and :math:`T(\cdot)` being a barycentric mapping.
The algorithm used for solving the problem is the conditional gradient algorithm as proposed in
:ref:`[5] <references-emd-laplace>`.
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-emd-laplace:
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
"""
if not isinstance(sim_param, (int, float, type(None))):
raise ValueError(
"Similarity parameter should be an int or a float. Got {type} instead.".format(
type=type(sim_param).__name__
)
)
a, b, xs, xt, M = list_to_array(a, b, xs, xt, M)
nx = get_backend(a, b, xs, xt, M)
if sim == "gauss":
if sim_param is None:
sim_param = 1 / (2 * (nx.mean(dist(xs, xs, "sqeuclidean")) ** 2))
sS = kernel(xs, xs, method=sim, sigma=sim_param)
sT = kernel(xt, xt, method=sim, sigma=sim_param)
elif sim == "knn":
if sim_param is None:
sim_param = 3
try:
from sklearn.neighbors import kneighbors_graph
except ImportError:
raise ValueError(
"scikit-learn must be installed to use knn similarity. Install with `$pip install scikit-learn`."
)
sS = nx.from_numpy(
kneighbors_graph(X=nx.to_numpy(xs), n_neighbors=int(sim_param)).toarray(),
type_as=xs,
)
sS = (sS + sS.T) / 2
sT = nx.from_numpy(
kneighbors_graph(X=nx.to_numpy(xt), n_neighbors=int(sim_param)).toarray(),
type_as=xt,
)
sT = (sT + sT.T) / 2
else:
raise ValueError(
'Unknown similarity type {sim}. Currently supported similarity types are "knn" and "gauss".'.format(
sim=sim
)
)
lS = laplacian(sS)
lT = laplacian(sT)
def f(G):
return alpha * nx.trace(dots(xt.T, G.T, lS, G, xt)) + (1 - alpha) * nx.trace(
dots(xs.T, G, lT, G.T, xs)
)
ls2 = lS + lS.T
lt2 = lT + lT.T
xt2 = nx.dot(xt, xt.T)
if reg == "disp":
Cs = -eta * alpha / xs.shape[0] * dots(ls2, xs, xt.T)
Ct = -eta * (1 - alpha) / xt.shape[0] * dots(xs, xt.T, lt2)
M = M + Cs + Ct
def df(G):
return alpha * dots(ls2, G, xt2) + (1 - alpha) * dots(xs, xs.T, G, lt2)
return cg(
a,
b,
M,
reg=eta,
f=f,
df=df,
G0=None,
numItermax=numItermax,
numItermaxEmd=numInnerItermax,
stopThr=stopThr,
stopThr2=stopInnerThr,
verbose=verbose,
log=log,
)
[docs]
class BaseTransport(BaseEstimator):
"""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
"""
[docs]
def fit(self, Xs=None, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
nx = self._get_backend(Xs, ys, Xt, yt)
# check the necessary inputs parameters are here
if check_params(Xs=Xs, Xt=Xt):
# pairwise distance
self.cost_ = dist(Xs, Xt, metric=self.metric)
self.cost_, self.norm_cost_ = cost_normalization(
self.cost_, self.norm, return_value=True
)
if (ys is not None) and (yt is not None):
if self.limit_max != np.inf:
self.limit_max = self.limit_max * nx.max(self.cost_)
# missing_labels is a (ns, nt) matrix of {0, 1} such that
# the cells (i, j) has 0 iff either ys[i] or yt[j] is masked
missing_ys = (ys == -1) + nx.zeros(ys.shape, type_as=ys)
missing_yt = (yt == -1) + nx.zeros(yt.shape, type_as=yt)
missing_labels = missing_ys[:, None] @ missing_yt[None, :]
# labels_match is a (ns, nt) matrix of {True, False} such that
# the cells (i, j) has False if ys[i] != yt[i]
label_match = (ys[:, None] - yt[None, :]) != 0
# cost correction is a (ns, nt) matrix of {-Inf, float, Inf} such
# that he cells (i, j) has -Inf where there's no correction necessary
# by 'correction' we mean setting cost to a large value when
# labels do not match
# we suppress potential RuntimeWarning caused by Inf multiplication
# (as we explicitly cover potential NANs later)
with warnings.catch_warnings():
warnings.simplefilter("ignore", category=RuntimeWarning)
cost_correction = label_match * missing_labels * self.limit_max
# this operation is necessary because 0 * Inf = NAN
# thus is irrelevant when limit_max is finite
cost_correction = nx.nan_to_num(cost_correction, -np.inf)
self.cost_ = nx.maximum(self.cost_, cost_correction)
# distribution estimation
self.mu_s = self.distribution_estimation(Xs)
self.mu_t = self.distribution_estimation(Xt)
# store arrays of samples
self.xs_ = Xs
self.xt_ = Xt
return self
[docs]
class LinearTransport(BaseTransport):
r"""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 :math:`\mathcal{N}(\mu_s,\Sigma_s)`
and :math:`\mathcal{N}(\mu_t,\Sigma_t)` as proposed in
:ref:`[14] <references-lineartransport>` and discussed in remark 2.29 in
:ref:`[15] <references-lineartransport>`.
The linear operator from source to target :math:`M`
.. math::
M(\mathbf{x})= \mathbf{A} \mathbf{x} + \mathbf{b}
where :
.. math::
\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
Parameters
----------
reg : float,optional
regularization added to the daigonals of covariances (>0)
bias: boolean, optional
estimate bias :math:`\mathbf{b}` else :math:`\mathbf{b} = 0` (default:True)
log : bool, optional
record log if True
.. _references-lineartransport:
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.
"""
def __init__(
self,
reg=1e-8,
bias=True,
log=False,
distribution_estimation=distribution_estimation_uniform,
):
self.bias = bias
self.log = log
self.reg = reg
self.distribution_estimation = distribution_estimation
[docs]
def fit(self, Xs=None, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
nx = self._get_backend(Xs, ys, Xt, yt)
self.nx = nx
self.mu_s = self.distribution_estimation(Xs)
self.mu_t = self.distribution_estimation(Xt)
# coupling estimation
returned_ = empirical_bures_wasserstein_mapping(
Xs,
Xt,
reg=self.reg,
ws=nx.reshape(self.mu_s, (-1, 1)),
wt=nx.reshape(self.mu_t, (-1, 1)),
bias=self.bias,
log=self.log,
)
# deal with the value of log
if self.log:
self.A_, self.B_, self.log_ = returned_
else:
(
self.A_,
self.B_,
) = returned_
self.log_ = dict()
# re compute inverse mapping
self.A1_ = nx.inv(self.A_)
self.B1_ = -nx.dot(self.B_, self.A1_)
return self
[docs]
class LinearGWTransport(LinearTransport):
r"""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 :math:`\mathcal{N}(\mu_s,\Sigma_s)`
and :math:`\mathcal{N}(\mu_t,\Sigma_t)` as proposed in
:ref:`[57] <references-lineargwtransport>`.
The linear operator from source to target :math:`M`
.. math::
M(\mathbf{x})= \mathbf{A} \mathbf{x} + \mathbf{b}
where the matrix :math:`\mathbf{A}` and the vector :math:`\mathbf{b}` are
defined in :ref:`[57] <references-lineargwtransport>`.
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-lineargwtransport:
References
----------
.. [57] Delon, J., Desolneux, A., & Salmona, A. (2022). Gromov–Wasserstein
distances between Gaussian distributions. Journal of Applied Probability,
59(4), 1178-1198.
"""
def __init__(
self,
log=False,
sign_eigs=None,
distribution_estimation=distribution_estimation_uniform,
):
self.sign_eigs = sign_eigs
self.log = log
self.distribution_estimation = distribution_estimation
[docs]
def fit(self, Xs=None, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
nx = self._get_backend(Xs, ys, Xt, yt)
self.nx = nx
self.mu_s = self.distribution_estimation(Xs)
self.mu_t = self.distribution_estimation(Xt)
# coupling estimation
returned_ = empirical_gaussian_gromov_wasserstein_mapping(
Xs,
Xt,
ws=self.mu_s[:, None],
wt=self.mu_t[:, None],
sign_eigs=self.sign_eigs,
log=self.log,
)
# deal with the value of log
if self.log:
self.A_, self.B_, self.log_ = returned_
else:
(
self.A_,
self.B_,
) = returned_
self.log_ = dict()
# re compute inverse mapping
returned_1_ = empirical_gaussian_gromov_wasserstein_mapping(
Xt,
Xs,
ws=self.mu_t[:, None],
wt=self.mu_s[:, None],
sign_eigs=self.sign_eigs,
log=self.log,
)
if self.log:
self.A1_, self.B1_, self.log_1_ = returned_1_
else:
(
self.A1_,
self.B1_,
) = returned_1_
self.log_ = dict()
return self
[docs]
class SinkhornTransport(BaseTransport):
"""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. Accepted values are 'median',
'max', 'log' and 'loglog'.
distribution_estimation : callable, optional (defaults to the uniform)
The kind of distribution estimation to employ
out_of_sample_map : string, optional (default="continuous")
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 nearest neighbor method proposed in :ref:`[6]
<references-sinkhorntransport>` while "continuous" use the out of sample
method from :ref:`[66]
<references-sinkhorntransport>` and :ref:`[19]
<references-sinkhorntransport>`.
limit_max: float, optional (default=np.inf)
Controls the semi supervised mode. Transport between labeled source
and target samples of different classes will exhibit an cost defined
by this variable
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
log_ : dictionary
The dictionary of log, empty dict if parameter log is not True
.. _references-sinkhorntransport:
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.
.. [19] Seguy, V., Bhushan Damodaran, B., Flamary, R., Courty, N., Rolet, A.
& Blondel, M. Large-scale Optimal Transport and Mapping Estimation.
International Conference on Learning Representation (2018)
.. [66] Pooladian, Aram-Alexandre, and Jonathan Niles-Weed. "Entropic
estimation of optimal transport maps." arXiv preprint
arXiv:2109.12004 (2021).
"""
def __init__(
self,
reg_e=1.0,
method="sinkhorn_log",
max_iter=1000,
tol=10e-9,
verbose=False,
log=False,
metric="sqeuclidean",
norm=None,
distribution_estimation=distribution_estimation_uniform,
out_of_sample_map="continuous",
limit_max=np.inf,
):
if out_of_sample_map not in ["ferradans", "continuous"]:
raise ValueError("Unknown out_of_sample_map method")
self.reg_e = reg_e
self.method = method
self.max_iter = max_iter
self.tol = tol
self.verbose = verbose
self.log = log
self.metric = metric
self.norm = norm
self.limit_max = limit_max
self.distribution_estimation = distribution_estimation
self.out_of_sample_map = out_of_sample_map
[docs]
def fit(self, Xs=None, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
super(SinkhornTransport, self).fit(Xs, ys, Xt, yt)
if self.out_of_sample_map == "continuous":
self.log = True
if not self.method == "sinkhorn_log":
self.method = "sinkhorn_log"
warnings.warn(
"The method has been set to 'sinkhorn_log' as it is the only method available for out_of_sample_map='continuous'"
)
# coupling estimation
returned_ = sinkhorn(
a=self.mu_s,
b=self.mu_t,
M=self.cost_,
reg=self.reg_e,
method=self.method,
numItermax=self.max_iter,
stopThr=self.tol,
verbose=self.verbose,
log=self.log,
)
# deal with the value of log
if self.log:
self.coupling_, self.log_ = returned_
else:
self.coupling_ = returned_
self.log_ = dict()
return self
[docs]
class EMDTransport(BaseTransport):
"""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 :ref:`[6] <references-emdtransport>`.
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.
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
.. _references-emdtransport:
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.
"""
def __init__(
self,
metric="sqeuclidean",
norm=None,
log=False,
distribution_estimation=distribution_estimation_uniform,
out_of_sample_map="ferradans",
limit_max=10,
max_iter=100000,
):
self.metric = metric
self.norm = norm
self.log = log
self.limit_max = limit_max
self.distribution_estimation = distribution_estimation
self.out_of_sample_map = out_of_sample_map
self.max_iter = max_iter
[docs]
def fit(self, Xs, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
super(EMDTransport, self).fit(Xs, ys, Xt, yt)
returned_ = emd(
a=self.mu_s,
b=self.mu_t,
M=self.cost_,
numItermax=self.max_iter,
log=self.log,
)
# coupling estimation
if self.log:
self.coupling_, self.log_ = returned_
else:
self.coupling_ = returned_
self.log_ = dict()
return self
[docs]
class SinkhornLpl1Transport(BaseTransport):
r"""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 :ref:`[6] <references-sinkhornlpl1transport>`.
limit_max: float, optional (default=np.inf)
Controls the semi supervised mode. Transport between labeled source
and target samples of different classes will exhibit a cost defined by
limit_max.
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
.. _references-sinkhornlpl1transport:
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.
"""
def __init__(
self,
reg_e=1.0,
reg_cl=0.1,
max_iter=10,
max_inner_iter=200,
log=False,
tol=10e-9,
verbose=False,
metric="sqeuclidean",
norm=None,
distribution_estimation=distribution_estimation_uniform,
out_of_sample_map="ferradans",
limit_max=np.inf,
):
self.reg_e = reg_e
self.reg_cl = reg_cl
self.max_iter = max_iter
self.max_inner_iter = max_inner_iter
self.tol = tol
self.log = log
self.verbose = verbose
self.metric = metric
self.norm = norm
self.distribution_estimation = distribution_estimation
self.out_of_sample_map = out_of_sample_map
self.limit_max = limit_max
[docs]
def fit(self, Xs, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
# check the necessary inputs parameters are here
if check_params(Xs=Xs, Xt=Xt, ys=ys):
super(SinkhornLpl1Transport, self).fit(Xs, ys, Xt, yt)
returned_ = sinkhorn_lpl1_mm(
a=self.mu_s,
labels_a=ys,
b=self.mu_t,
M=self.cost_,
reg=self.reg_e,
eta=self.reg_cl,
numItermax=self.max_iter,
numInnerItermax=self.max_inner_iter,
stopInnerThr=self.tol,
verbose=self.verbose,
log=self.log,
)
# deal with the value of log
if self.log:
self.coupling_, self.log_ = returned_
else:
self.coupling_ = returned_
self.log_ = dict()
return self
[docs]
class EMDLaplaceTransport(BaseTransport):
"""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 :ref:`[2] <references-emdlaplacetransport>` and
:ref:`[6] <references-emdlaplacetransport>`, 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 :ref:`[6] <references-emdlaplacetransport>`.
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
.. _references-emdlaplacetransport:
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.
"""
def __init__(
self,
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-9,
max_inner_iter=100000,
inner_tol=1e-9,
log=False,
verbose=False,
distribution_estimation=distribution_estimation_uniform,
out_of_sample_map="ferradans",
):
self.reg = reg_type
self.reg_lap = reg_lap
self.reg_src = reg_src
self.metric = metric
self.norm = norm
self.similarity = similarity
self.sim_param = similarity_param
self.max_iter = max_iter
self.tol = tol
self.max_inner_iter = max_inner_iter
self.inner_tol = inner_tol
self.log = log
self.verbose = verbose
self.distribution_estimation = distribution_estimation
self.out_of_sample_map = out_of_sample_map
[docs]
def fit(self, Xs, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
super(EMDLaplaceTransport, self).fit(Xs, ys, Xt, yt)
returned_ = emd_laplace(
a=self.mu_s,
b=self.mu_t,
xs=self.xs_,
xt=self.xt_,
M=self.cost_,
sim=self.similarity,
sim_param=self.sim_param,
reg=self.reg,
eta=self.reg_lap,
alpha=self.reg_src,
numItermax=self.max_iter,
stopThr=self.tol,
numInnerItermax=self.max_inner_iter,
stopInnerThr=self.inner_tol,
log=self.log,
verbose=self.verbose,
)
# coupling estimation
if self.log:
self.coupling_, self.log_ = returned_
else:
self.coupling_ = returned_
self.log_ = dict()
return self
[docs]
class SinkhornL1l2Transport(BaseTransport):
"""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 :ref:`[6] <references-sinkhornl1l2transport>`.
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)
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
log_ : dictionary
The dictionary of log, empty dict if parameter log is not True
.. _references-sinkhornl1l2transport:
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.
"""
def __init__(
self,
reg_e=1.0,
reg_cl=0.1,
max_iter=10,
max_inner_iter=200,
tol=10e-9,
verbose=False,
log=False,
metric="sqeuclidean",
norm=None,
distribution_estimation=distribution_estimation_uniform,
out_of_sample_map="ferradans",
limit_max=10,
):
self.reg_e = reg_e
self.reg_cl = reg_cl
self.max_iter = max_iter
self.max_inner_iter = max_inner_iter
self.tol = tol
self.verbose = verbose
self.log = log
self.metric = metric
self.norm = norm
self.distribution_estimation = distribution_estimation
self.out_of_sample_map = out_of_sample_map
self.limit_max = limit_max
[docs]
def fit(self, Xs, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
# check the necessary inputs parameters are here
if check_params(Xs=Xs, Xt=Xt, ys=ys):
super(SinkhornL1l2Transport, self).fit(Xs, ys, Xt, yt)
returned_ = sinkhorn_l1l2_gl(
a=self.mu_s,
labels_a=ys,
b=self.mu_t,
M=self.cost_,
reg=self.reg_e,
eta=self.reg_cl,
numItermax=self.max_iter,
numInnerItermax=self.max_inner_iter,
stopInnerThr=self.tol,
verbose=self.verbose,
log=self.log,
)
# deal with the value of log
if self.log:
self.coupling_, self.log_ = returned_
else:
self.coupling_ = returned_
self.log_ = dict()
return self
[docs]
class MappingTransport(BaseEstimator):
"""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
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
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_ : dictionary
The dictionary of log, empty dict if parameter log is not True
References
----------
.. [8] M. Perrot, N. Courty, R. Flamary, A. Habrard,
"Mapping estimation for discrete optimal transport",
Neural Information Processing Systems (NIPS), 2016.
"""
def __init__(
self,
mu=1,
eta=0.001,
bias=False,
metric="sqeuclidean",
norm=None,
kernel="linear",
sigma=1,
max_iter=100,
tol=1e-5,
max_inner_iter=10,
inner_tol=1e-6,
log=False,
verbose=False,
verbose2=False,
):
self.metric = metric
self.norm = norm
self.mu = mu
self.eta = eta
self.bias = bias
self.kernel = kernel
self.sigma = sigma
self.max_iter = max_iter
self.tol = tol
self.max_inner_iter = max_inner_iter
self.inner_tol = inner_tol
self.log = log
self.verbose = verbose
self.verbose2 = verbose2
[docs]
def fit(self, Xs=None, ys=None, Xt=None, yt=None):
r"""Builds an optimal coupling and estimates the associated mapping
from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self
"""
self._get_backend(Xs, ys, Xt, yt)
# check the necessary inputs parameters are here
if check_params(Xs=Xs, Xt=Xt):
self.xs_ = Xs
self.xt_ = Xt
if self.kernel == "linear":
returned_ = joint_OT_mapping_linear(
Xs,
Xt,
mu=self.mu,
eta=self.eta,
bias=self.bias,
verbose=self.verbose,
verbose2=self.verbose2,
numItermax=self.max_iter,
numInnerItermax=self.max_inner_iter,
stopThr=self.tol,
stopInnerThr=self.inner_tol,
log=self.log,
)
elif self.kernel == "gaussian":
returned_ = joint_OT_mapping_kernel(
Xs,
Xt,
mu=self.mu,
eta=self.eta,
bias=self.bias,
sigma=self.sigma,
verbose=self.verbose,
verbose2=self.verbose,
numItermax=self.max_iter,
numInnerItermax=self.max_inner_iter,
stopInnerThr=self.inner_tol,
stopThr=self.tol,
log=self.log,
)
# deal with the value of log
if self.log:
self.coupling_, self.mapping_, self.log_ = returned_
else:
self.coupling_, self.mapping_ = returned_
self.log_ = dict()
return self
[docs]
class UnbalancedSinkhornTransport(BaseTransport):
"""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 :ref:`[6] <references-unbalancedsinkhorntransport>`.
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)
Attributes
----------
coupling_ : array-like, shape (n_source_samples, n_target_samples)
The optimal coupling
log_ : dictionary
The dictionary of log, empty dict if parameter log is not True
.. _references-unbalancedsinkhorntransport:
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.
"""
def __init__(
self,
reg_e=1.0,
reg_m=0.1,
method="sinkhorn",
max_iter=10,
tol=1e-9,
verbose=False,
log=False,
metric="sqeuclidean",
norm=None,
distribution_estimation=distribution_estimation_uniform,
out_of_sample_map="ferradans",
limit_max=10,
):
self.reg_e = reg_e
self.reg_m = reg_m
self.method = method
self.max_iter = max_iter
self.tol = tol
self.verbose = verbose
self.log = log
self.metric = metric
self.norm = norm
self.distribution_estimation = distribution_estimation
self.out_of_sample_map = out_of_sample_map
self.limit_max = limit_max
[docs]
def fit(self, Xs, ys=None, Xt=None, yt=None):
r"""Build a coupling matrix from source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
# check the necessary inputs parameters are here
if check_params(Xs=Xs, Xt=Xt):
super(UnbalancedSinkhornTransport, self).fit(Xs, ys, Xt, yt)
returned_ = sinkhorn_unbalanced(
a=self.mu_s,
b=self.mu_t,
M=self.cost_,
reg=self.reg_e,
reg_m=self.reg_m,
method=self.method,
numItermax=self.max_iter,
stopThr=self.tol,
verbose=self.verbose,
log=self.log,
)
# deal with the value of log
if self.log:
self.coupling_, self.log_ = returned_
else:
self.coupling_ = returned_
self.log_ = dict()
return self
[docs]
class JCPOTTransport(BaseTransport):
"""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 :ref:`[6] <references-jcpottransport>`.
Attributes
----------
coupling_ : list of array-like objects, shape K x (n_source_samples, n_target_samples)
A set of optimal couplings between each source domain and the target domain
proportions_ : array-like, shape (n_classes,)
Estimated class proportions in the target domain
log_ : dictionary
The dictionary of log, empty dict if parameter log is not True
.. _references-jcpottransport:
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.
"""
def __init__(
self,
reg_e=0.1,
max_iter=10,
tol=10e-9,
verbose=False,
log=False,
metric="sqeuclidean",
out_of_sample_map="ferradans",
):
self.reg_e = reg_e
self.max_iter = max_iter
self.tol = tol
self.verbose = verbose
self.log = log
self.metric = metric
self.out_of_sample_map = out_of_sample_map
[docs]
def fit(self, Xs, ys=None, Xt=None, yt=None):
r"""Building coupling matrices from a list of source and target sets of samples
:math:`(\mathbf{X_s}, \mathbf{y_s})` and :math:`(\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
:math:`\mathbf{y_t}`'s elements with -1.
Warning: Note that, due to this convention -1 cannot be used as a
class label
Returns
-------
self : object
Returns self.
"""
self._get_backend(*Xs, *ys, Xt, yt)
# check the necessary inputs parameters are here
if check_params(Xs=Xs, Xt=Xt, ys=ys):
self.xs_ = Xs
self.xt_ = Xt
returned_ = jcpot_barycenter(
Xs=Xs,
Ys=ys,
Xt=Xt,
reg=self.reg_e,
metric=self.metric,
distrinumItermax=self.max_iter,
stopThr=self.tol,
verbose=self.verbose,
log=True,
)
self.coupling_ = returned_[1]["gamma"]
# deal with the value of log
if self.log:
self.proportions_, self.log_ = returned_
else:
self.proportions_ = returned_
self.log_ = dict()
return self
[docs]
class NearestBrenierPotential(BaseTransport):
r"""
Smooth Strongly Convex Nearest Brenier Potentials (SSNB) is a method from :ref:`[58]` that computes
an l-strongly convex potential :math:`\varphi` with an L-Lipschitz gradient such that
:math:`\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:
.. math::
:nowrap:
\begin{gather*}
\varphi \in \text{argmin}_{\varphi \in \mathcal{F}}\ \text{W}_2(\nabla \varphi \#\mu_s, \mu_t),
\end{gather*}
where :math:`\mathcal{F}` is the space functions that are on every set :math:`E_k` l-strongly convex
with an L-Lipschitz gradient, given :math:`(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 :code:`phi` and the gradients :code:`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" :code:`phi` and :code:`G`. We provide two possible images, which
correspond to "lower" and "upper potentials" (:ref:`[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 :code:`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
"""
def __init__(
self,
strongly_convex_constant=0.6,
gradient_lipschitz_constant=1.4,
log=False,
its=100,
seed=None,
):
self.strongly_convex_constant = strongly_convex_constant
self.gradient_lipschitz_constant = gradient_lipschitz_constant
self.log = log
self.its = its
self.seed = seed
self.fit_log, self.predict_log = None, None
self.phi, self.G = None, None
self.fit_Xs, self.fit_ys, self.fit_Xt = None, None, None
[docs]
def fit(self, Xs=None, ys=None, Xt=None, yt=None):
r"""
Fits the Smooth Strongly Convex Nearest Brenier Potential [58] to the source data :code:`Xs` to the target data
:code:`Xt`, with the partition given by the (optional) labels :code:`ys`.
Wrapper for :code:`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 : object
Returns self.
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
"""
self.fit_Xs, self.fit_ys, self.fit_Xt = Xs, ys, Xt
returned = nearest_brenier_potential_fit(
Xs,
Xt,
X_classes=ys,
strongly_convex_constant=self.strongly_convex_constant,
gradient_lipschitz_constant=self.gradient_lipschitz_constant,
its=self.its,
log=self.log,
)
if self.log:
self.phi, self.G, self.fit_log = returned
else:
self.phi, self.G = returned
return self