Merge branch 'master' into sgot_update

Author: rflamary

.github/labeler.yml

@@ -18,7 +18,7 @@ CI:
 
 ot.bregman:
 - changed-files:
-  - any-glob-to-any-file: ot/bergman/**
+  - any-glob-to-any-file: ot/bregman/**
 
 ot.gromov:
 - changed-files:
@@ -32,6 +32,10 @@ ot.lp:
 - changed-files:
   - any-glob-to-any-file: ot/lp/**
 
+ot.bsp:
+- changed-files:
+  - any-glob-to-any-file: ot/bsp/**
+
 ot.utils:
 - changed-files:
   - any-glob-to-any-file: ot/utils.py
@@ -68,17 +72,21 @@ ot.lowrank:
 - changed-files:
   - any-glob-to-any-file: ot/lowrank.py
 
+ot.sliced:
+- changed-files:
+  - any-glob-to-any-file: ot/sliced/**
+
 ot.solvers:
 - changed-files:
-  - any-glob-to-any-file: ot/solvers.py
+  - any-glob-to-any-file: ot/solvers/**
 
-ot.partial:
+ot.batch:
 - changed-files:
-  - any-glob-to-any-file: ot/partial/**
+  - any-glob-to-any-file: ot/batch/**
 
-ot.sliced:
+ot.partial:
 - changed-files:
-  - any-glob-to-any-file: ot/sliced.py
+  - any-glob-to-any-file: ot/partial/**
 
 ot.smooth:
 - changed-files:
@@ -95,3 +103,7 @@ ot.dr:
 ot.gnn:
 - changed-files:
   - any-glob-to-any-file: ot/gnn/**
+
+ot.sgot:
+- changed-files:
+  - any-glob-to-any-file: ot/sgot.py

.github/requirements_doctests.txt

@@ -12,5 +12,5 @@ tensorflow; python_version < '3.14'
 pytest
 torch_geometric
 cvxpy
-geomloss
+geomloss>=0.3.1
 pykeops

RELEASES.md

@@ -35,6 +35,7 @@ This new release adds support for sparse cost matrices and a new lazy exact OT s
 - Wrapper for barycenter solvers with free support `ot.solvers.bary_free_support` (PR #730)
 - Build wheels on ubuntu ARM to avoid QEMU emulation (PR #818)
 - Add new methods to compute the linear transport map and the related 2-Wasserstein distance betweeen high-dimensional (HD) Gaussian distributions as described in [88], implemented in  `ot.gaussian.bures_wasserstein_mapping_hd` and `ot.gaussian.bures_wasserstein_distance_hd`, respectively. Two additional methods estimate the same quantities from the source and destination observed data and are implemented in `ot.gaussian.empirical_bures_wasserstein_mapping_hd` and `ot.gaussian.empirical_bures_wasserstein_distance_hd`, respectively (PR #814)
+- Update the geomloss wrapper to the new version and API (PR #826)
 - Fix docstrings for `lowrank_gromov_wasserstein_samples` and `lowrank_sinkhorn` (PR #823)
 - Reorganize all tests per backend (PR #828)
 
@@ -58,6 +59,7 @@ This new release adds support for sparse cost matrices and a new lazy exact OT s
 - Fix entropic regularization in `gcg`(PR #817, Issue #758)
 - Fix documentation build on master with submodules (PR #818)
 - Fix failing test for unbalanced solver with generic regularization (PR #824)
+- Fix docstrings for `lowrank_gromov_wasserstein_samples` and `lowrank_sinkhorn` (PR #823)   
 
 
 ## 0.9.6.post1

ot/bregman/__init__.py

@@ -46,7 +46,7 @@
 
 from ._dictionary import unmix
 
-from ._geomloss import empirical_sinkhorn2_geomloss, geomloss
+from ._geomloss import empirical_sinkhorn2_geomloss, geomloss, old_geomloss
 
 
 __all__ = [
@@ -76,6 +76,7 @@
     "empirical_sinkhorn_nystroem",
     "empirical_sinkhorn_nystroem2",
     "geomloss",
+    "old_geomloss",
     "screenkhorn",
     "unmix",
 ]

ot/bregman/_geomloss.py

@@ -15,8 +15,15 @@
     import torch
     from torch.autograd import grad
     from ..utils import get_backend, LazyTensor, dist
+
+    if geomloss.__version__ < "0.3.1":
+        old_geomloss = True
+    else:
+        old_geomloss = False
+
 except ImportError:
     geomloss = False
+    old_geomloss = False
 
 
 def get_sinkhorn_geomloss_lazytensor(
@@ -127,6 +134,12 @@ def empirical_sinkhorn2_geomloss(
     better stability and epsilon-scaling. The solution is computed in a lazy way
     using the Geomloss [60]_ and the KeOps library [61]_.
 
+    .. warning::
+        The Geomloss library is required for this function to work. Also
+        when setting `log=True`, the dual potentials are computed using autograd and
+        may be slow for large problems and prevent computing backward gradients. Use
+        the fynction  :func:`ot.solve_sample` with `method='geomloss'` for better performance and gradient computation.
+
     Parameters
     ----------
     X_s : array-like, shape (n_samples_a, dim)
@@ -178,63 +191,66 @@ def empirical_sinkhorn2_geomloss(
 
     """
 
-    if geomloss:
-        nx = get_backend(X_s, X_t, a, b)
+    if not geomloss:
+        raise ImportError("geomloss not installed")
 
-        if nx.__name__ not in ["torch", "numpy"]:
-            raise ValueError("geomloss only support torch or numpy backend")
+    nx = get_backend(X_s, X_t, a, b)
 
-        if a is None:
-            a = nx.ones(X_s.shape[0], type_as=X_s) / X_s.shape[0]
-        if b is None:
-            b = nx.ones(X_t.shape[0], type_as=X_t) / X_t.shape[0]
+    if nx.__name__ not in ["torch", "numpy"]:
+        raise ValueError("geomloss only support torch or numpy backend")
 
-        if nx.__name__ == "numpy":
-            X_s_torch = torch.tensor(X_s)
-            X_t_torch = torch.tensor(X_t)
+    if a is None:
+        a = nx.ones(X_s.shape[0], type_as=X_s) / X_s.shape[0]
+    if b is None:
+        b = nx.ones(X_t.shape[0], type_as=X_t) / X_t.shape[0]
 
-            a_torch = torch.tensor(a)
-            b_torch = torch.tensor(b)
+    if nx.__name__ == "numpy":
+        X_s_torch = torch.tensor(X_s)
+        X_t_torch = torch.tensor(X_t)
 
-        else:
-            X_s_torch = X_s
-            X_t_torch = X_t
+        a_torch = torch.tensor(a)
+        b_torch = torch.tensor(b)
 
-            a_torch = a
-            b_torch = b
+    else:
+        X_s_torch = X_s
+        X_t_torch = X_t
 
-        # after that we are all in torch
+        a_torch = a
+        b_torch = b
 
-        # set blur value and p
-        if metric == "sqeuclidean":
-            p = 2
-            blur = np.sqrt(reg / 2)  # because geomloss divides cost by two
-        elif metric == "euclidean":
-            p = 1
-            blur = np.sqrt(reg)
-        else:
-            raise ValueError("geomloss only supports sqeuclidean and euclidean metrics")
+    # after that we are all in torch
 
+    # set blur value and p
+    if metric == "sqeuclidean":
+        p = 2
+        blur = np.sqrt(reg / 2)  # because geomloss divides cost by two
+    elif metric == "euclidean":
+        p = 1
+        blur = np.sqrt(reg)
+    else:
+        raise ValueError("geomloss only supports sqeuclidean and euclidean metrics")
+
+    if log:
         # force gradients for computing dual
         a_torch.requires_grad = True
         b_torch.requires_grad = True
 
-        loss = SamplesLoss(
-            loss="sinkhorn",
-            p=p,
-            blur=blur,
-            backend=backend,
-            debias=debias,
-            scaling=scaling,
-            verbose=verbose,
-        )
+    loss = SamplesLoss(
+        loss="sinkhorn",
+        p=p,
+        blur=blur,
+        backend=backend,
+        debias=debias,
+        scaling=scaling,
+        verbose=verbose,
+    )
 
-        # compute value
-        value = loss(
-            a_torch, X_s_torch, b_torch, X_t_torch
-        )  # linear + entropic/KL reg?
+    # compute value
+    value = loss(a_torch, X_s_torch, b_torch, X_t_torch)  # linear + entropic/KL reg?
 
-        # get dual potentials
+    # get dual potentials
+
+    if log:  # recover dual potentials
         f, g = grad(value, [a_torch, b_torch])
 
         if metric == "sqeuclidean":
@@ -245,20 +261,18 @@ def empirical_sinkhorn2_geomloss(
             g = g.cpu().detach().numpy()
             value = value.cpu().detach().numpy()
 
-        if log:
-            log = {}
-            log["f"] = f
-            log["g"] = g
-            log["value"] = value
-
-            log["lazy_plan"] = get_sinkhorn_geomloss_lazytensor(
-                X_s, X_t, f, g, a, b, metric=metric, blur=blur, nx=nx
-            )
+        log = {}
+        log["f"] = f
+        log["g"] = g
+        log["value"] = value
 
-            return value, log
+        log["lazy_plan"] = get_sinkhorn_geomloss_lazytensor(
+            X_s, X_t, f, g, a, b, metric=metric, blur=blur, nx=nx
+        )
 
-        else:
-            return value
+        return value, log
 
     else:
-        raise ImportError("geomloss not installed")
+        if nx.__name__ == "numpy":
+            value = value.cpu().detach().numpy()
+        return value

ot/solvers/_linear.py

@@ -15,14 +15,15 @@
 from ..bregman import (
     sinkhorn_log,
     empirical_sinkhorn2,
-    empirical_sinkhorn2_geomloss,
     empirical_sinkhorn_nystroem2,
+    old_geomloss,
 )
 from ..smooth import smooth_ot_dual
 from ..gaussian import empirical_bures_wasserstein_distance
 from ..factored import factored_optimal_transport
 from ..lowrank import lowrank_sinkhorn
 from ..optim import cg
+from warnings import warn
 
 
 lst_method_lazy = [
@@ -790,17 +791,9 @@ def solve_sample(
         # automatic solver
         res = ot.solve_sample(xa, xb, a, b, reg=1.0, method='geomloss')
 
-        # force O(n) memory efficient solver
-        res = ot.solve_sample(xa, xb, a, b, reg=1.0, method='geomloss_online')
-
-        # force pre-computed cost matrix
-        res = ot.solve_sample(xa, xb, a, b, reg=1.0, method='geomloss_tensorized')
-
-        # use multiscale solver
-        res = ot.solve_sample(xa, xb, a, b, reg=1.0, method='geomloss_multiscale')
-
-        # One can play with speed (small scaling factor) and precision (scaling close to 1)
-        res = ot.solve_sample(xa, xb, a, b, reg=1.0, method='geomloss', scaling=0.5)
+    .. warning::
+        The geomloss solver is a thin wrapper around the `geomloss.ot.solve_sample`
+        function. The API is still under development and some features might be missing. Please refer to the `geomloss` documentation for more information.
 
     - **Quadratic regularized OT [17]** (when ``reg!=None`` and ``reg_type="L2"``):
 
@@ -1175,29 +1168,36 @@ def solve_sample(
                     backend = "online"
                 else:
                     backend = "tensorized"
+            if lazy0 is None:
+                warn(
+                    f"geomloss backend is set to '{backend}' but is not yet supported by unified geomloss API yet."
+                )
 
-            value, log = empirical_sinkhorn2_geomloss(
-                X_a,
-                X_b,
-                reg=reg,
-                a=a,
-                b=b,
-                metric=metric,
-                log=True,
-                verbose=verbose,
-                scaling=scaling,
-                backend=backend,
-            )
+            if old_geomloss:  # old wrapper for old geomloss versions
+                raise NotImplementedError(
+                    "geomloss version >= 0.3.1 required for ot.solve_sample() geomloss backend."
+                )
 
-            lazy_plan = log["lazy_plan"]
-            if not lazy0:  # store plan if not lazy
-                plan = lazy_plan[:]
+            else:  # new geomloss wrapper
+                import geomloss.ot as got
 
-            # return scaled potentials (to be consistent with other solvers)
-            potentials = (
-                log["f"] / (lazy_plan.blur**2),
-                log["g"] / (lazy_plan.blur**2),
-            )
+                if max_iter is None:
+                    max_iter = 1000
+
+                res = got.solve_sample(
+                    X_a,
+                    X_b,
+                    a=a,
+                    b=b,
+                    reg=reg,
+                    cost=metric,
+                    unbalanced=unbalanced,
+                    unbalanced_type=unbalanced_type,
+                    max_iter=max_iter,
+                    tol=tol,
+                )
+                res.value_linear = None
+                return res
 
         elif reg is None or reg == 0:  # exact OT
             if unbalanced is None:  # balanced EMD solver not available for lazy
@@ -1210,7 +1210,7 @@ def solve_sample(
             else:
                 raise (
                     NotImplementedError(
-                        'Non regularized solver with unbalanced_type="{}" not implemented'.format(
+                        'Non regularized lazy solver with unbalanced_type="{}" not implemented'.format(
                             unbalanced_type
                         )
                     )

setup.py

@@ -129,6 +129,7 @@
         "dr": ["scikit-learn", "pymanopt", "autograd"],
         "gnn": ["torch", "torch_geometric"],
         "plot": ["matplotlib"],
+        "geomloss": ["geomloss"],
         "doc": [
             "sphinx",
             "sphinx-rtd-theme",
@@ -152,6 +153,7 @@
             "autograd",
             "torch_geometric",
             "matplotlib",
+            "geomloss",
         ],
     },
     python_requires=">=3.7",