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In this PR I added the following:

  • Linear mapping estimation between empirical distribution (function+ class in ot.da)
  • Add tests for the new mapping and ot.utils + ot.gromov (>90% coverage now)
  • Readme+doc update for adding references

* Wasserstein Discriminant Analysis [11] (requires autograd + pymanopt).
* Gromov-Wasserstein distances and barycenters [12]
* Gromov-Wasserstein distances and barycenters ([13] and regularized [12])
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regularized what ?

Makefile Outdated
@@ -41,7 +41,7 @@ pep8 :
flake8 examples/ ot/ test/

test : FORCE pep8
python -m py.test -v test/ --cov=ot --cov-report html:cov_html
$(PYTHON) -m pytest -v test/ --cov=ot --cov-report html:cov_html

pytest : FORCE
python -m py.test -v test/ --cov=ot
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$(PYTHON) here ?

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yes its defined at the top of the file.

I will put it for every call to python.

README.md Outdated

[14] Knott, M. and Smith, C. S. [On the optimal mapping of distributions](https://link.springer.com/article/10.1007/BF00934745), Journal of Optimization Theory and Applications Vol 43, 1984.

[15] Peyré, G., & Cuturi, M. (2017). [Computational Optimal Transport](https://arxiv.org/pdf/1803.00567.pdf) , 2018.
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2018

distributions <https://link.springer.com/article/10.1007/BF00934745>`__,
Journal of Optimization Theory and Applications Vol 43, 1984.

[15] Peyré, G., & Cuturi, M. (2017). `Computational Optimal
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2017 --> 2018

ot/da.py Outdated
wt=None, bias=True, log=False):
""" return OT linear operator between samples

The function estimate the optimal linear operator that align the two
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estimateS
alignS

ot/da.py Outdated

The function estimate the optimal linear operator that align the two
empirical distributions. This is equivalent to estimating the closed
form mapping between two Gaussian distribution :math:`N(\mu_s,\Sigma_s)`
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distributionS

ot/da.py Outdated
xt : np.ndarray (nt,d)
samples in the target domain
reg : float,optional
regularization added to the daigonals of convariances (>0)
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diagonals

ot/da.py Outdated
class LinearTransport(BaseTransport):
""" OT linear operator between empirical distributions

The function estimate the optimal linear operator that align the two
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same typos here that for the corresponding function

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rflamary commented May 9, 2018

OK I'm merging, thank you @ncourty for the code review.

We now have 91% line coverage!

@rflamary rflamary merged commit 27032b6 into master May 9, 2018
@rflamary rflamary deleted the linear_mapping branch June 19, 2018 11:06
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2 participants