first proposal for OT wrappers

Author: Slasnista

ot/da.py

@@ -916,3 +916,182 @@ def predict(self, x):
         else:
             print("Warning, model not fitted yet, returning None")
             return None
+
+##############################################################################
+# proposal
+##############################################################################
+
+from sklearn.base import BaseEstimator
+from sklearn.metrics import pairwise_distances
+
+"""
+- all methods have the same input parameters: Xs, Xt, ys, yt (what order ?)
+- ref: is the entropic reg parameter
+- eta: is the second reg parameter
+- gamma_: is the optimal coupling
+- mapping barycentric for the moment
+
+Questions:
+- Cost matrix estimation: from sklearn or from internal function ?
+- distribution estimation ? Look at Nathalie's approach
+- should everything been done into the fit from BaseTransport ?
+"""
+
+
+class BaseTransport(BaseEstimator):
+
+    def fit(self, Xs=None, ys=None, Xt=None, yt=None, method="sinkhorn"):
+        """fit: estimates the optimal coupling
+
+        Parameters:
+        -----------
+        - Xs: source samples, (ns samples, d features) numpy-like array
+        - ys: source labels
+        - Xt: target samples (nt samples, d features) numpy-like array
+        - yt: target labels
+        - method: algorithm to use to compute optimal coupling
+            (default: sinkhorn)
+
+        Returns:
+        --------
+        - self
+        """
+
+        # pairwise distance
+        Cost = pairwise_distances(Xs, Xt, metric=self.metric)
+
+        if self.mode == "semisupervised":
+            print("TODO: modify cost matrix accordingly")
+            pass
+
+        # distribution estimation: should we change it ?
+        mu_s = np.ones(Xs.shape[0]) / float(Xs.shape[0])
+        mu_t = np.ones(Xt.shape[0]) / float(Xt.shape[0])
+
+        if method == "sinkhorn":
+            self.gamma_ = sinkhorn(
+                a=mu_s, b=mu_t, M=Cost, reg=self.reg,
+                numItermax=self.max_iter, stopThr=self.tol,
+                verbose=self.verbose, log=self.log)
+        else:
+            print("TODO: implement the other methods")
+
+        return self
+
+    def fit_transform(self, Xs=None, ys=None, Xt=None, yt=None):
+        """fit_transform
+
+        Parameters:
+        -----------
+        - Xs: source samples, (ns samples, d features) numpy-like array
+        - ys: source labels
+        - Xt: target samples (nt samples, d features) numpy-like array
+        - yt: target labels
+
+        Returns:
+        --------
+        - transp_Xt
+        """
+
+        return self.fit(Xs, ys, Xt, yt, self.method).transform(Xs, ys, Xt, yt)
+
+    def transform(self, Xs=None, ys=None, Xt=None, yt=None):
+        """transform: as a convention transports source samples
+        onto target samples
+
+        Parameters:
+        -----------
+        - Xs: source samples, (ns samples, d features) numpy-like array
+        - ys: source labels
+        - Xt: target samples (nt samples, d features) numpy-like array
+        - yt: target labels
+
+        Returns:
+        --------
+        - transp_Xt
+        """
+
+        if self.mapping == "barycentric":
+            transp = self.gamma_ / np.sum(self.gamma_, 1)[:, None]
+
+            # set nans to 0
+            transp[~ np.isfinite(transp)] = 0
+
+            # compute transported samples
+            transp_Xs = np.dot(transp, Xt)
+
+        return transp_Xs
+
+    def inverse_transform(self, Xs=None, ys=None, Xt=None, yt=None):
+        """inverse_transform: as a convention transports target samples
+        onto source samples
+
+        Parameters:
+        -----------
+        - Xs: source samples, (ns samples, d features) numpy-like array
+        - ys: source labels
+        - Xt: target samples (nt samples, d features) numpy-like array
+        - yt: target labels
+
+        Returns:
+        --------
+        - transp_Xt
+        """
+
+        if self.mapping == "barycentric":
+            transp_ = self.gamma_.T / np.sum(self.gamma_, 0)[:, None]
+
+            # set nans to 0
+            transp_[~ np.isfinite(transp_)] = 0
+
+            # compute transported samples
+            transp_Xt = np.dot(transp_, Xs)
+        else:
+            print("mapping not yet implemented")
+
+        return transp_Xt
+
+
+class SinkhornTransport(BaseTransport):
+    """SinkhornTransport: class wrapper for optimal transport based on
+    Sinkhorn's algorithm
+
+    Parameters
+    ----------
+    - reg : parameter for entropic regularization
+    - mode: unsupervised (default) or semi supervised: controls whether
+        labels are taken into accout to construct the optimal coupling
+    - max_iter : maximum number of iterations
+    - tol : precision
+    - verbose : control verbosity
+    - log : control log
+
+    Attributes
+    ----------
+    - gamma_: optimal coupling estimated by the fit function
+    """
+
+    def __init__(self, reg=1., mode="unsupervised", max_iter=1000,
+                 tol=10e-9, verbose=False, log=False, mapping="barycentric",
+                 metric="sqeuclidean"):
+        self.reg = reg
+        self.mode = mode
+        self.max_iter = max_iter
+        self.tol = tol
+        self.verbose = verbose
+        self.log = log
+        self.mapping = mapping
+        self.metric = metric
+        self.method = "sinkhorn"
+
+    def fit(self, Xs=None, ys=None, Xt=None, yt=None):
+        """_fit
+        """
+        return super(SinkhornTransport, self).fit(
+            Xs, ys, Xt, yt, method=self.method)
+
+
+if __name__ == "__main__":
+    print("Small test")
+
+    st = SinkhornTransport()