Stochastic ot #62
Merged
Stochastic ot #62
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
added 3 commits
August 28, 2018 17:07
kilianFatras
force-pushed
the
stochastic_OT
branch
from
2785f5c to
436b228
Compare
kilianFatras
force-pushed
the
stochastic_OT
branch
from
abd9952 to
b13feb0
Compare
kilianFatras
force-pushed
the
stochastic_OT
branch
from
adf716c to
cd193f7
Compare
kilianFatras
force-pushed
the
stochastic_OT
branch
from
5b8ffa6 to
37e3b29
Compare
kilianFatras
force-pushed
the
stochastic_OT
branch
from
199f4fb to
e508779
Compare
|
Hello @kilianFatras, Thank you for the PR. Please provide a description of what this PR is doing. If it corrects a bug, add a test (commented) that check that this bug will no reappear in the future. If you have computational gain, an example of script with time before and after the PR would be nice also. |
kilianFatras
force-pushed
the
stochastic_OT
branch
from
1dfae87 to
b2b5ffc
Compare
rflamary
reviewed
Aug 29, 2018
There was a problem hiding this comment.
Hello @kilianFatras,
here are a few small comments and things to change before the merge.
ot/lp/__init__.py
Outdated
| @@ -21,6 +21,8 @@ | |||
|
|
|||
| __all__=['emd', 'emd2', 'barycenter', 'free_support_barycenter', 'cvx'] | |||
|
|
|||
| __all__=['emd', 'emd2', 'barycenter', 'cvx'] | |||
There was a problem hiding this comment.
delete this line, free_support_barycenter is a new function that has to be imported
test/test_stochastic.py
Outdated
| @@ -184,8 +185,34 @@ def test_dual_sgd_sinkhorn(): | |||
|
|
|||
| # check constratints | |||
| np.testing.assert_allclose( | |||
| zero, (G_sgd - G_sinkhorn).sum(1), atol=1e-02) # cf convergence sgd | |||
| zero, (G_sgd - G_sinkhorn).sum(1), atol=1e-04) # cf convergence sgd | |||
There was a problem hiding this comment.
this test makes no sens since you should sum the absolute value to test if error and not just the difference:
np.testing.assert_allclose(G_sgd.sum(1),G_sinkhorn.sum(1), atol=1e-02)same for sum(0)
kilianFatras
force-pushed
the
stochastic_OT
branch
2 times, most recently
from
74c7f5d to
698c1aa
Compare
kilianFatras
force-pushed
the
stochastic_OT
branch
from
3757826 to
fd6371c
Compare
kilianFatras
force-pushed
the
stochastic_OT
branch
from
59f9163 to
63b34bf
Compare
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR fixes a bug in the SGD dual solver function. This function is part of the stochastic semi dual and dual solver framework. There is also a speed up of the function by removing one for loop.