# Copyright OTT-JAX
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# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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# http://www.apache.org/licenses/LICENSE-2.0
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from typing import Any, Dict, Literal, Optional, Union
import jax.numpy as jnp
from ott.geometry import geometry
from ott.problems.quadratic import quadratic_costs, quadratic_problem
from ott.solvers.linear import sinkhorn
from ott.solvers.quadratic import gromov_wasserstein as gw
from ott.solvers.quadratic import gromov_wasserstein_lr as lrgw
__all__ = ["solve"]
[docs]
def solve(
geom_xx: geometry.Geometry,
geom_yy: geometry.Geometry,
geom_xy: Optional[geometry.Geometry] = None,
fused_penalty: float = 1.0,
a: Optional[jnp.ndarray] = None,
b: Optional[jnp.ndarray] = None,
tau_a: float = 1.0,
tau_b: float = 1.0,
loss: Union[Literal["sqeucl", "kl"], quadratic_costs.GWLoss] = "sqeucl",
gw_unbalanced_correction: bool = True,
rank: int = -1,
linear_solver_kwargs: Optional[Dict[str, Any]] = None,
**kwargs: Any,
) -> Union[gw.GWOutput, lrgw.LRGWOutput]:
"""Solve quadratic regularized OT problem using a Gromov-Wasserstein solver.
Args:
geom_xx: Ground geometry of the first space.
geom_yy: Ground geometry of the second space.
geom_xy: Geometry defining the linear penalty term for
fused Gromov-Wasserstein :cite:`vayer:19`. If :obj:`None`, the problem
reduces to a plain Gromov-Wasserstein problem :cite:`peyre:16`.
fused_penalty: Multiplier of the linear term in fused Gromov-Wasserstein,
i.e. ``problem = purely quadratic + fused_penalty * linear problem``.
a: The first marginal. If :obj:`None`, it will be uniform.
b: The second marginal. If :obj:`None`, it will be uniform.
tau_a: If :math:`< 1`, defines how much unbalanced the problem is
on the first marginal.
tau_b: If :math:`< 1`, defines how much unbalanced the problem is
on the second marginal.
loss: Gromov-Wasserstein loss function, see
:class:`~ott.problems.quadratic.quadratic_costs.GWLoss` for more
information. If ``rank > 0``, ``'sqeucl'`` is always used.
gw_unbalanced_correction: Whether the unbalanced version of
:cite:`sejourne:21` is used. Otherwise, ``tau_a`` and ``tau_b``
only affect the resolution of the linearization of the GW problem
in the inner loop. Only used when ``rank = -1``.
rank: Rank constraint on the coupling to minimize the quadratic OT problem
:cite:`scetbon:22`. If :math:`-1`, no rank constraint is used.
linear_solver_kwargs: Keyword arguments for
:class:`~ott.solvers.linear.sinkhorn.Sinkhorn`, if ``rank > 0``.
kwargs: Keyword arguments for
:class:`~ott.solvers.quadratic.gromov_wasserstein.GromovWasserstein` or
:class:`~ott.solvers.quadratic.gromov_wasserstein_lr.LRGromovWasserstein`,
depending on the ``rank``
Returns:
The Gromov-Wasserstein output.
"""
prob = quadratic_problem.QuadraticProblem(
geom_xx=geom_xx,
geom_yy=geom_yy,
geom_xy=geom_xy,
fused_penalty=fused_penalty,
a=a,
b=b,
tau_a=tau_a,
tau_b=tau_b,
loss=loss,
gw_unbalanced_correction=gw_unbalanced_correction
)
if rank > 0:
solver = lrgw.LRGromovWasserstein(rank, **kwargs)
else:
if linear_solver_kwargs is None:
linear_solver_kwargs = {}
linear_solver = sinkhorn.Sinkhorn(**linear_solver_kwargs)
solver = gw.GromovWasserstein(linear_solver, **kwargs)
return solver(prob)