out of samples by Ferradans supported for transform and inverse_transform

Author: Slasnista

ot/da.py

@@ -1167,9 +1167,18 @@ def transform(self, Xs=None, ys=None, Xt=None, yt=None):
             transp_Xs = np.dot(transp, self.Xt)
         else:
             # perform out of sample mapping
-            print("Warning: out of sample mapping not yet implemented")
-            print("input data will be returned")
-            transp_Xs = Xs
+
+            # get the nearest neighbor in the source domain
+            D0 = dist(Xs, self.Xs)
+            idx = np.argmin(D0, axis=1)
+
+            # transport the source samples
+            transp = self.Coupling_ / np.sum(self.Coupling_, 1)[:, None]
+            transp[~ np.isfinite(transp)] = 0
+            transp_Xs_ = np.dot(transp, self.Xt)
+
+            # define the transported points
+            transp_Xs = transp_Xs_[idx, :] + Xs - self.Xs[idx, :]
 
         return transp_Xs
 
@@ -1202,9 +1211,17 @@ def inverse_transform(self, Xs=None, ys=None, Xt=None, yt=None):
             transp_Xt = np.dot(transp_, self.Xs)
         else:
             # perform out of sample mapping
-            print("Warning: out of sample mapping not yet implemented")
-            print("input data will be returned")
-            transp_Xt = Xt
+
+            D0 = dist(Xt, self.Xt)
+            idx = np.argmin(D0, axis=1)
+
+            # transport the target samples
+            transp_ = self.Coupling_.T / np.sum(self.Coupling_, 0)[:, None]
+            transp_[~ np.isfinite(transp_)] = 0
+            transp_Xt_ = np.dot(transp_, self.Xs)
+
+            # define the transported points
+            transp_Xt = transp_Xt_[idx, :] + Xt - self.Xt[idx, :]
 
         return transp_Xt
 

test/test_da.py

@@ -45,8 +45,8 @@ def test_sinkhorn_lpl1_transport_class():
     Xs_new, _ = get_data_classif('3gauss', ns + 1)
     transp_Xs_new = clf.transform(Xs_new)
 
-    # check that the oos method is not working
-    assert_equal(transp_Xs_new, Xs_new)
+    # check that the oos method is working
+    assert_equal(transp_Xs_new.shape, Xs_new.shape)
 
     # test inverse transform
     transp_Xt = clf.inverse_transform(Xt=Xt)
@@ -55,8 +55,8 @@ def test_sinkhorn_lpl1_transport_class():
     Xt_new, _ = get_data_classif('3gauss2', nt + 1)
     transp_Xt_new = clf.inverse_transform(Xt=Xt_new)
 
-    # check that the oos method is not working and returns the input data
-    assert_equal(transp_Xt_new, Xt_new)
+    # check that the oos method is working
+    assert_equal(transp_Xt_new.shape, Xt_new.shape)
 
     # test fit_transform
     transp_Xs = clf.fit_transform(Xs=Xs, ys=ys, Xt=Xt)
@@ -108,8 +108,8 @@ def test_sinkhorn_l1l2_transport_class():
     Xs_new, _ = get_data_classif('3gauss', ns + 1)
     transp_Xs_new = clf.transform(Xs_new)
 
-    # check that the oos method is not working
-    assert_equal(transp_Xs_new, Xs_new)
+    # check that the oos method is working
+    assert_equal(transp_Xs_new.shape, Xs_new.shape)
 
     # test inverse transform
     transp_Xt = clf.inverse_transform(Xt=Xt)
@@ -118,8 +118,8 @@ def test_sinkhorn_l1l2_transport_class():
     Xt_new, _ = get_data_classif('3gauss2', nt + 1)
     transp_Xt_new = clf.inverse_transform(Xt=Xt_new)
 
-    # check that the oos method is not working and returns the input data
-    assert_equal(transp_Xt_new, Xt_new)
+    # check that the oos method is working
+    assert_equal(transp_Xt_new.shape, Xt_new.shape)
 
     # test fit_transform
     transp_Xs = clf.fit_transform(Xs=Xs, ys=ys, Xt=Xt)
@@ -171,8 +171,8 @@ def test_sinkhorn_transport_class():
     Xs_new, _ = get_data_classif('3gauss', ns + 1)
     transp_Xs_new = clf.transform(Xs_new)
 
-    # check that the oos method is not working
-    assert_equal(transp_Xs_new, Xs_new)
+    # check that the oos method is working
+    assert_equal(transp_Xs_new.shape, Xs_new.shape)
 
     # test inverse transform
     transp_Xt = clf.inverse_transform(Xt=Xt)
@@ -181,8 +181,8 @@ def test_sinkhorn_transport_class():
     Xt_new, _ = get_data_classif('3gauss2', nt + 1)
     transp_Xt_new = clf.inverse_transform(Xt=Xt_new)
 
-    # check that the oos method is not working and returns the input data
-    assert_equal(transp_Xt_new, Xt_new)
+    # check that the oos method is working
+    assert_equal(transp_Xt_new.shape, Xt_new.shape)
 
     # test fit_transform
     transp_Xs = clf.fit_transform(Xs=Xs, Xt=Xt)
@@ -234,8 +234,8 @@ def test_emd_transport_class():
     Xs_new, _ = get_data_classif('3gauss', ns + 1)
     transp_Xs_new = clf.transform(Xs_new)
 
-    # check that the oos method is not working
-    assert_equal(transp_Xs_new, Xs_new)
+    # check that the oos method is working
+    assert_equal(transp_Xs_new.shape, Xs_new.shape)
 
     # test inverse transform
     transp_Xt = clf.inverse_transform(Xt=Xt)
@@ -244,8 +244,8 @@ def test_emd_transport_class():
     Xt_new, _ = get_data_classif('3gauss2', nt + 1)
     transp_Xt_new = clf.inverse_transform(Xt=Xt_new)
 
-    # check that the oos method is not working and returns the input data
-    assert_equal(transp_Xt_new, Xt_new)
+    # check that the oos method is working
+    assert_equal(transp_Xt_new.shape, Xt_new.shape)
 
     # test fit_transform
     transp_Xs = clf.fit_transform(Xs=Xs, Xt=Xt)