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[MRG] Added argument for warmstart of dual vectors in Sinkhorn-based methods in ot.bregman #437

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Merged
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Feb 23, 2023
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[MRG] Added argument for warmstart of dual vectors in Sinkhorn-based methods in ot.bregman #437

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7ba5f03
Allow warmstart in sinkhorn and sinkhorn_log
6Ulm Feb 20, 2023
eabeabe
Added argument for warmstart of dual vectors in Sinkhorn-based method…
6Ulm Feb 22, 2023
cdd9373
Add the number of the PR
6Ulm Feb 22, 2023
f3d36b2
[WIP] CO-Optimal Transport
6Ulm Feb 22, 2023
53e50e5
Revert "[WIP] CO-Optimal Transport"
6Ulm Feb 22, 2023
96ea795
reformat with PEP8
6Ulm Feb 22, 2023
96449a0
Fix W291 trailing whitespace error in pep8 test
6Ulm Feb 23, 2023
49b4975
Merge branch 'master' into huy-tran
rflamary Feb 23, 2023
2571802
Rearange position of warmstart argument and edit its description
6Ulm Feb 23, 2023
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88 changes: 44 additions & 44 deletions RELEASES.md
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Original file line number Diff line number Diff line change
Expand Up @@ -12,8 +12,8 @@
- Added Generalized Wasserstein Barycenter solver + example (PR #372), fixed graphical details on the example (PR #376)
- Added Free Support Sinkhorn Barycenter + example (PR #387)
- New API for OT solver using function `ot.solve` (PR #388)
- Backend version of `ot.partial` and `ot.smooth` (PR #388)

- Backend version of `ot.partial` and `ot.smooth` (PR #388)
- Added argument for warmstart of dual potentials in Sinkhorn-based methods in `ot.bregman` (PR #437)

#### Closed issues

Expand All @@ -35,10 +35,10 @@ roughly 2^31) (PR #381)
- Fixed an issue where the doc could not be built due to some changes in matplotlib's API (Issue #403, PR #402)
- Replaced Numpy C Compiler with Setuptools C Compiler due to deprecation issues (Issue #408, PR #409)
- Fixed weak optimal transport docstring (Issue #404, PR #410)
- Fixed error with parameter `log=True`for `SinkhornLpl1Transport` (Issue #412,
- Fixed error with parameter `log=True`for `SinkhornLpl1Transport` (Issue #412,
PR #413)
- Fixed an issue about `warn` parameter in `sinkhorn2` (PR #417)
- Fix an issue where the parameter `stopThr` in `empirical_sinkhorn_divergence` was rendered useless by subcalls
- Fix an issue where the parameter `stopThr` in `empirical_sinkhorn_divergence` was rendered useless by subcalls
that explicitly specified `stopThr=1e-9` (Issue #421, PR #422).
- Fixed a bug breaking an example where we would try to make an array of arrays of different shapes (Issue #424, PR #425)

Expand Down Expand Up @@ -88,7 +88,7 @@ and [Factored coupling OT](https://pythonot.github.io/auto_examples/others/plot_

- Remove deprecated `ot.gpu` submodule (PR #361)
- Update examples in the gallery (PR #359)
- Add stochastic loss and OT plan computation for regularized OT and
- Add stochastic loss and OT plan computation for regularized OT and
backend examples(PR #360)
- Implementation of factored OT with emd and sinkhorn (PR #358)
- A brand new logo for POT (PR #357)
Expand All @@ -104,9 +104,9 @@ and [Factored coupling OT](https://pythonot.github.io/auto_examples/others/plot_

#### Closed issues

- Fix mass gradient of `ot.emd2` and `ot.gromov_wasserstein2` so that they are
- Fix mass gradient of `ot.emd2` and `ot.gromov_wasserstein2` so that they are
centered (Issue #364, PR #363)
- Fix bug in instantiating an `autograd` function `ValFunction` (Issue #337,
- Fix bug in instantiating an `autograd` function `ValFunction` (Issue #337,
PR #338)
- Fix POT ABI compatibility with old and new numpy (Issue #346, PR #349)
- Warning when feeding integer cost matrix to EMD solver resulting in an integer transport plan (Issue #345, PR #343)
Expand Down Expand Up @@ -156,21 +156,21 @@ As always we want to that the contributors who helped make POT better (and bug f

- Fix bug in older Numpy ABI (<1.20) (Issue #308, PR #326)
- Fix bug in `ot.dist` function when non euclidean distance (Issue #305, PR #306)
- Fix gradient scaling for functions using `nx.set_gradients` (Issue #309,
- Fix gradient scaling for functions using `nx.set_gradients` (Issue #309,
PR #310)
- Fix bug in generalized Conditional gradient solver and SinkhornL1L2
- Fix bug in generalized Conditional gradient solver and SinkhornL1L2
(Issue #311, PR #313)
- Fix log error in `gromov_barycenters` (Issue #317, PR #3018)

## 0.8.0
*November 2021*

This new stable release introduces several important features.
This new stable release introduces several important features.

First we now have
an OpenMP compatible exact ot solver in `ot.emd`. The OpenMP version is used
when the parameter `numThreads` is greater than one and can lead to nice
speedups on multi-core machines.
speedups on multi-core machines.

Second we have introduced a backend mechanism that allows to use standard POT
function seamlessly on Numpy, Pytorch and Jax arrays. Other backends are coming
Expand All @@ -189,7 +189,7 @@ for a [sliced Wasserstein gradient
flow](https://PythonOT.github.io/auto_examples/backends/plot_sliced_wass_grad_flow_pytorch.html)
and [optimizing the Gromov-Wassersein distance](https://PythonOT.github.io/auto_examples/backends/plot_optim_gromov_pytorch.html). Note that the Jax backend is still in early development and quite
slow at the moment, we strongly recommend for Jax users to use the [OTT
toolbox](https://github.com/google-research/ott) when possible.
toolbox](https://github.com/google-research/ott) when possible.
As a result of this new feature,
the old `ot.gpu` submodule is now deprecated since GPU
implementations can be done using GPU arrays on the torch backends.
Expand All @@ -212,7 +212,7 @@ Finally POT was accepted for publication in the Journal of Machine Learning
Research (JMLR) open source software track and we ask the POT users to cite [this
paper](https://www.jmlr.org/papers/v22/20-451.html) from now on. The documentation has been improved in particular by adding a
"Why OT?" section to the quick start guide and several new examples illustrating
the new features. The documentation now has two version : the stable version
the new features. The documentation now has two version : the stable version
[https://pythonot.github.io/](https://pythonot.github.io/)
corresponding to the last release and the master version [https://pythonot.github.io/master](https://pythonot.github.io/master) that corresponds to the
current master branch on GitHub.
Expand All @@ -222,7 +222,7 @@ As usual, we want to thank all the POT contributors (now 37 people have
contributed to the toolbox). But for this release we thank in particular Nathan
Cassereau and Kamel Guerda from the AI support team at
[IDRIS](http://www.idris.fr/) for their support to the development of the
backend and OpenMP implementations.
backend and OpenMP implementations.


#### New features
Expand Down Expand Up @@ -289,7 +289,7 @@ repository for the new documentation is now hosted at

This is the first release where the Python 2.7 tests have been removed. Most of
the toolbox should still work but we do not offer support for Python 2.7 and
will close related Issues.
will close related Issues.

A lot of changes have been done to the documentation that is now hosted on
[https://PythonOT.github.io/](https://PythonOT.github.io/) instead of
Expand Down Expand Up @@ -322,7 +322,7 @@ problems.

This release is also the moment to thank all the POT contributors (old and new)
for helping making POT such a nice toolbox. A lot of changes (also in the API)
are coming for the next versions.
are coming for the next versions.


#### Features
Expand Down Expand Up @@ -351,14 +351,14 @@ are coming for the next versions.
- Log bugs for Gromov-Wassertein solver (Issue #107, fixed in PR #108)
- Weight issues in barycenter function (PR #106)

## 0.6.0
## 0.6.0
*July 2019*

This is the first official stable release of POT and this means a jump to 0.6!
This is the first official stable release of POT and this means a jump to 0.6!
The library has been used in
the wild for a while now and we have reached a state where a lot of fundamental
OT solvers are available and tested. It has been quite stable in the last months
but kept the beta flag in its Pypi classifiers until now.
but kept the beta flag in its Pypi classifiers until now.

Note that this release will be the last one supporting officially Python 2.7 (See
https://python3statement.org/ for more reasons). For next release we will keep
Expand Down Expand Up @@ -387,7 +387,7 @@ graphs](https://github.com/rflamary/POT/blob/master/notebooks/plot_barycenter_fg

A lot of work has been done on the documentation with several new
examples corresponding to the new features and a lot of corrections for the
docstrings. But the most visible change is a new
docstrings. But the most visible change is a new
[quick start guide](https://pot.readthedocs.io/en/latest/quickstart.html) for
POT that gives several pointers about which function or classes allow to solve which
specific OT problem. When possible a link is provided to relevant examples.
Expand Down Expand Up @@ -425,29 +425,29 @@ bring new features and solvers to the library.
- Issue #72 Macosx build problem


## 0.5.0
## 0.5.0
*Sep 2018*

POT is 2 years old! This release brings numerous new features to the
POT is 2 years old! This release brings numerous new features to the
toolbox as listed below but also several bug correction.

Among the new features, we can highlight a [non-regularized Gromov-Wasserstein
solver](https://github.com/rflamary/POT/blob/master/notebooks/plot_gromov.ipynb),
a new [greedy variant of sinkhorn](https://pot.readthedocs.io/en/latest/all.html#ot.bregman.greenkhorn),
[non-regularized](https://pot.readthedocs.io/en/latest/all.html#ot.lp.barycenter),
Among the new features, we can highlight a [non-regularized Gromov-Wasserstein
solver](https://github.com/rflamary/POT/blob/master/notebooks/plot_gromov.ipynb),
a new [greedy variant of sinkhorn](https://pot.readthedocs.io/en/latest/all.html#ot.bregman.greenkhorn),
[non-regularized](https://pot.readthedocs.io/en/latest/all.html#ot.lp.barycenter),
[convolutional (2D)](https://github.com/rflamary/POT/blob/master/notebooks/plot_convolutional_barycenter.ipynb)
and [free support](https://github.com/rflamary/POT/blob/master/notebooks/plot_free_support_barycenter.ipynb)
Wasserstein barycenters and [smooth](https://github.com/rflamary/POT/blob/prV0.5/notebooks/plot_OT_1D_smooth.ipynb)
and [stochastic](https://pot.readthedocs.io/en/latest/all.html#ot.stochastic.sgd_entropic_regularization)
Wasserstein barycenters and [smooth](https://github.com/rflamary/POT/blob/prV0.5/notebooks/plot_OT_1D_smooth.ipynb)
and [stochastic](https://pot.readthedocs.io/en/latest/all.html#ot.stochastic.sgd_entropic_regularization)
implementation of entropic OT.

POT 0.5 also comes with a rewriting of ot.gpu using the cupy framework instead of
the unmaintained cudamat. Note that while we tried to keed changes to the
minimum, the OTDA classes were deprecated. If you are happy with the cudamat
POT 0.5 also comes with a rewriting of ot.gpu using the cupy framework instead of
the unmaintained cudamat. Note that while we tried to keed changes to the
minimum, the OTDA classes were deprecated. If you are happy with the cudamat
implementation, we recommend you stay with stable release 0.4 for now.

The code quality has also improved with 92% code coverage in tests that is now
printed to the log in the Travis builds. The documentation has also been
The code quality has also improved with 92% code coverage in tests that is now
printed to the log in the Travis builds. The documentation has also been
greatly improved with new modules and examples/notebooks.

This new release is so full of new stuff and corrections thanks to the old
Expand All @@ -466,24 +466,24 @@ and new POT contributors (you can see the list in the [readme](https://github.co
* Stochastic OT in the dual and semi-dual (PR #52 and PR #62)
* Free support barycenters (PR #56)
* Speed-up Sinkhorn function (PR #57 and PR #58)
* Add convolutional Wassersein barycenters for 2D images (PR #64)
* Add convolutional Wassersein barycenters for 2D images (PR #64)
* Add Greedy Sinkhorn variant (Greenkhorn) (PR #66)
* Big ot.gpu update with cupy implementation (instead of un-maintained cudamat) (PR #67)

#### Deprecation

Deprecated OTDA Classes were removed from ot.da and ot.gpu for version 0.5
(PR #48 and PR #67). The deprecation message has been for a year here since
Deprecated OTDA Classes were removed from ot.da and ot.gpu for version 0.5
(PR #48 and PR #67). The deprecation message has been for a year here since
0.4 and it is time to pull the plug.

#### Closed issues

* Issue #35 : remove import plot from ot/__init__.py (See PR #41)
* Issue #43 : Unusable parameter log for EMDTransport (See PR #44)
* Issue #55 : UnicodeDecodeError: 'ascii' while installing with pip
* Issue #55 : UnicodeDecodeError: 'ascii' while installing with pip


## 0.4
## 0.4
*15 Sep 2017*

This release contains a lot of contribution from new contributors.
Expand All @@ -493,22 +493,22 @@ This release contains a lot of contribution from new contributors.

* Automatic notebooks and doc update (PR #27)
* Add gromov Wasserstein solver and Gromov Barycenters (PR #23)
* emd and emd2 can now return dual variables and have max_iter (PR #29 and PR #25)
* emd and emd2 can now return dual variables and have max_iter (PR #29 and PR #25)
* New domain adaptation classes compatible with scikit-learn (PR #22)
* Proper tests with pytest on travis (PR #19)
* PEP 8 tests (PR #13)

#### Closed issues

* emd convergence problem du to fixed max iterations (#24)
* emd convergence problem du to fixed max iterations (#24)
* Semi supervised DA error (#26)

## 0.3.1
*11 Jul 2017*

* Correct bug in emd on windows

## 0.3
## 0.3
*7 Jul 2017*

* emd* and sinkhorn* are now performed in parallel for multiple target distributions
Expand All @@ -521,23 +521,23 @@ This release contains a lot of contribution from new contributors.
* GPU implementations for sinkhorn and group lasso regularization


## V0.2
## V0.2
*7 Apr 2017*

* New dimensionality reduction method (WDA)
* Efficient method emd2 returns only tarnsport (in paralell if several histograms given)



## 0.1.11
## 0.1.11
*5 Jan 2017*

* Add sphinx gallery for better documentation
* Small efficiency tweak in sinkhorn
* Add simple tic() toc() functions for timing


## 0.1.10
## 0.1.10
*7 Nov 2016*
* numerical stabilization for sinkhorn (log domain and epsilon scaling)

Expand Down
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