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[MRG] Gromov-Wasserstein closed form for linesearch and integration of Fused Gromov-Wasserstein #86

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Merged
merged 20 commits into from
Jun 4, 2019

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tvayer
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@tvayer tvayer commented May 28, 2019

Hello,

This PR has two purposes:

  • First one is to allow using the closed form expression for the linesearch in the computation of GW (see the paper "Optimal Transport for structured data with application on graphs"). Until then , the linesearch is computed via amijo search which faces instabilities when matrices are very closed.
  • Second is to integrate functions for computing the Fused Gromov-Wasserstein distance between structured objects and the barycenter associated with this distance (see "Optimal Transport for structured data with application on graphs")
  • Also deleting some useless parameter in gromov.py

In this PR you will find:

  • Functions to calculate FGW and its barycenter in gromov.py
  • Examples of use of FGW: one simple computation between 2D measures (plot_fgw.py), and one barycenter example in example folder (plot_barycenter_fgw.py)
  • Changes in optim.py and gromov.py that allow computing using the closed form expression
  • Deleting the "T" parameter of the init_matrix method of in gromov.py
  • Add ref for Optimal Transport for structured data with application on graphs in Readme

tvayer added 2 commits May 28, 2019 16:08
FGW+gromov changes
bary fgw
@rflamary rflamary changed the title Gromov-Wasserstein closed form for linesearch and integration of Fused Gromov-Wasserstein [WIP] Gromov-Wasserstein closed form for linesearch and integration of Fused Gromov-Wasserstein May 28, 2019
tvayer added 10 commits May 28, 2019 17:13
solve conlict
solve 2
Tests + contributions
pep8
Reame +pep8
test check
python2 divide problem
wizard stuff
Doc+armijo
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Thank you very much @tvayer

here are a few comments that have to be taken into account

tvayer added 6 commits May 29, 2019 16:10
relative+absolute loss
py2 error
n_samples float
.0
pep8 + err
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Hello @tvayer,

thank you for the changes,

note that several comments of the rpevious code review remain unchanged.

@rflamary rflamary changed the title [WIP] Gromov-Wasserstein closed form for linesearch and integration of Fused Gromov-Wasserstein [MRG] Gromov-Wasserstein closed form for linesearch and integration of Fused Gromov-Wasserstein Jun 4, 2019
@rflamary rflamary merged commit 5a6b226 into PythonOT:master Jun 4, 2019
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2 participants