ott.geometry.geometry.Geometry

class ott.geometry.geometry.Geometry(cost_matrix=None, kernel_matrix=None, epsilon=None, relative_epsilon=None, scale_cost=1.0, src_mask=None, tgt_mask=None)

Base class to define ground costs/kernels used in optimal transport.

Optimal transport problems are intrinsically geometric: they compute an optimal way to transport mass from one configuration onto another. To define what is meant by optimality of transport requires defining a cost, of moving mass from one among several sources, towards one out of multiple targets. These sources and targets can be provided as points in vectors spaces, grids, or more generally exclusively described through a (dissimilarity) cost matrix, or almost equivalently, a (similarity) kernel matrix.

Once that cost or kernel matrix is set, the Geometry class provides a basic operations to be run with the Sinkhorn algorithm.

Parameters:

• cost_matrix (Optional[Array]) – Cost matrix of shape [n, m].

• kernel_matrix (Optional[Array]) – Kernel matrix of shape [n, m].

• epsilon (Union[float, Epsilon, None]) – Regularization parameter. If None and either relative_epsilon = True or relative_epsilon = None, this defaults to the value computed in mean_cost_matrix / 20. If passed as a float, then the regularizer that is ultimately used is either that float value (if relative_epsilon = False or None) or that float times the mean_cost_matrix (if relative_epsilon = True). Look for Epsilon when passed as a scheduler.

• relative_epsilon (Optional[bool]) – when False, the parameter epsilon specifies the value of the entropic regularization parameter. When True, epsilon refers to a fraction of the mean_cost_matrix, which is computed adaptively from data.

• scale_cost (Union[bool, int, float, Literal['mean', 'max_cost', 'median']]) – option to rescale the cost matrix. Implemented scalings are ‘median’, ‘mean’ and ‘max_cost’. Alternatively, a float factor can be given to rescale the cost such that cost_matrix /= scale_cost. If True, use ‘mean’.

• src_mask (Optional[Array]) – Mask specifying valid rows when computing some statistics of cost_matrix, see src_mask.

• tgt_mask (Optional[Array]) – Mask specifying valid columns when computing some statistics of cost_matrix, see tgt_mask.

Note

When defining a Geometry through a cost_matrix, it is important to select an epsilon regularization parameter that is meaningful. That parameter can be provided by the user, or assigned a default value through a simple rule, using the mean_cost_matrix.

Methods

apply_cost(arr[, axis, fn])	Apply cost_matrix to array (vector or matrix).
apply_kernel(scaling[, eps, axis])	Apply kernel_matrix on positive scaling vector.
apply_lse_kernel(f, g, eps[, vec, axis])	Apply kernel_matrix in log domain.
apply_square_cost(arr[, axis])	Apply elementwise-square of cost matrix to array (vector or matrix).
apply_transport_from_potentials(f, g, vec[, ...])	Apply transport matrix computed from potentials to a (batched) vec.
apply_transport_from_scalings(u, v, vec[, axis])	Apply transport matrix computed from scalings to a (batched) vec.
copy_epsilon(other)	Copy the epsilon parameters from another geometry.
marginal_from_potentials(f, g[, axis])	Output marginal of transportation matrix from potentials.
marginal_from_scalings(u, v[, axis])	Output marginal of transportation matrix from scalings.
mask(src_mask, tgt_mask[, mask_value])	Mask rows or columns of a geometry.
potential_from_scaling(scaling)	Compute dual potential vector from scaling vector.
prepare_divergences(*args[, static_b])	Instantiate 2 (or 3) geometries to compute a Sinkhorn divergence.
scaling_from_potential(potential)	Compute scaling vector from dual potential.
set_scale_cost(scale_cost)	Modify how to rescale of the cost_matrix.
subset(src_ixs, tgt_ixs, **kwargs)	Subset rows or columns of a geometry.
to_LRCGeometry([rank, tol, rng, scale])	Factorize the cost matrix using either SVD (full) or [Indyk et al., 2019].
transport_from_potentials(f, g)	Output transport matrix from potentials.
transport_from_scalings(u, v)	Output transport matrix from pair of scalings.
update_potential(f, g, log_marginal[, ...])	Carry out one Sinkhorn update for potentials, i.e. in log space.
update_scaling(scaling, marginal[, ...])	Carry out one Sinkhorn update for scalings, using kernel directly.

Attributes

can_LRC	Check quickly if casting geometry as LRC makes sense.
cost_matrix	Cost matrix, recomputed from kernel if only kernel was specified.
cost_rank	Output rank of cost matrix, if any was provided.
dtype	The data type.
epsilon	Epsilon regularization value.
inv_scale_cost	Compute and return inverse of scaling factor for cost matrix.
is_online	Whether geometry cost/kernel should be recomputed on the fly.
is_squared_euclidean	Whether cost is computed by taking squared Euclidean distance.
is_symmetric	Whether geometry cost/kernel is a symmetric matrix.
kernel_matrix	Kernel matrix.
mean_cost_matrix	Mean of the cost_matrix.
median_cost_matrix	Median of the cost_matrix.
shape	Shape of the geometry.
src_mask	Mask of shape [num_a,] to compute cost_matrix statistics.
tgt_mask	Mask of shape [num_b,] to compute cost_matrix statistics.