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[WIP] Partial Entropic FGW solvers #702

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@cedricvincentcuaz cedricvincentcuaz commented Nov 27, 2024

Types of changes

  • Implement Entropic partial FGW solvers using projected gradient descent
  • Add these solvers to ot.solve_gromov
  • [TO DO] new exemples with (entropic) Partial FGW

Motivation and context / Related issue

How has this been tested (if it applies)

PR checklist

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

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codecov bot commented Nov 27, 2024

Codecov Report

Attention: Patch coverage is 98.15951% with 3 lines in your changes missing coverage. Please review.

Project coverage is 97.07%. Comparing base (b5cfb91) to head (4c97177).
Report is 4 commits behind head on master.

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #702      +/-   ##
==========================================
+ Coverage   97.05%   97.07%   +0.02%     
==========================================
  Files          98       98              
  Lines       19854    20114     +260     
==========================================
+ Hits        19269    19526     +257     
- Misses        585      588       +3     

The function solves the following optimization problem:

.. math::
\gamma = \mathop{\arg \min}_{\gamma} \quad (1 - \alpha) \langle \mathbf{T}, \mathbf{M} \rangle_F +

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Suggested change
\gamma = \mathop{\arg \min}_{\gamma} \quad (1 - \alpha) \langle \mathbf{T}, \mathbf{M} \rangle_F +
\gamma = \mathop{\arg \min}_{\gamma} \quad (1 - \alpha) \langle \mathbf{T}, \mathbf{M} \rangle_F

The function solves the following optimization problem:

.. math::
PGW = \min_{\gamma} \quad (1 - \alpha) \langle \mathbf{T}, \mathbf{M} \rangle_F +

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Suggested change
PGW = \min_{\gamma} \quad (1 - \alpha) \langle \mathbf{T}, \mathbf{M} \rangle_F +
PGW = \min_{\gamma} \quad (1 - \alpha) \langle \mathbf{T}, \mathbf{M} \rangle_F


Returns
-------
:math: `gamma` : (dim_a, dim_b) ndarray

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Suggested change
:math: `gamma` : (dim_a, dim_b) ndarray
:math:`gamma` : ndarray, shape (dim_a, dim_b)

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3 participants