生成sinkhorn算法代码
时间: 2023-05-30 22:05:21 浏览: 71
抱歉,作为AI语言模型,我无法直接生成代码。不过,以下是Python中使用sinkhorn算法的示例代码,供您参考:
```python
import numpy as np
def sinkhorn(K, r, c, reg, numItermax=1000, stopThr=1e-9):
"""
Solves the entropic regularization optimal transport problem and returns the OT matrix
The function solves the following optimization problem:
.. math::
\gamma = arg\min_\gamma <\gamma,K>_F + reg\cdot\Omega(\gamma)
s.t. \gamma 1 = \alpha
\gamma^T 1= \beta
\gamma\geq 0
where :
- K: loss matrix NxM
- r: row margins (sums) len(N)
- c: column margins (sums) len(M)
- reg: regularization term >0
- gamma: transport plan NxM
- <.,.>_F : Frobenius dot product, ie <A,B>_F = \sum_i\sum_j A_{i,j}B_{i,j}
- \Omega : entropy, ie \Omega(\gamma)=\sum_{i,j} \gamma_{i,j}(\log(\gamma_{i,j})-1)
The algorithm used for solving the problem is the Sinkhorn-Knopp matrix scaling algorithm as proposed in [2]_
Parameters
----------
K : ndarray, shape (n_samples, n_features)
Ground distance matrix between the two point sets.
r : ndarray, shape (n_samples,)
Marginal of the first point set.
c : ndarray, shape (n_samples,)
Marginal of the second point set.
reg : float
Regularization term. The higher reg, the more sparse the solution.
numItermax : int, optional
Max number of iterations
stopThr : float, optional
Stop threshol on error (>0)
Returns
-------
gamma : ndarray, shape (n_samples, n_features)
Optimal transportation matrix for the given parameters
"""
assert len(r) == K.shape[0], "nb of rows in K and len(r) do not match"
assert len(c) == K.shape[1], "nb of cols in K and len(c) do not match"
r = np.asarray(r, dtype=np.float64)
c = np.asarray(c, dtype=np.float64)
K = np.asarray(K, dtype=np.float64)
# init data
Nini = len(r)
Nfin = len(c)
u = np.ones(Nini) / Nini
v = np.ones(Nfin) / Nfin
# print(reg)
Kp = (np.exp(-reg * K))
Ktransposepy = np.dot(Kp.transpose(), y)
cpt = 0
err = 1
while (err > stopThr and cpt < numItermax):
uprev = u
vprev = v
KtransposeU = np.dot(Kp, u)
v = c / KtransposeU
u = r / Ktransposepy
if (np.abs(u).max() > 1e9 or np.abs(v).max() > 1e9):
# to avoid numerical problem
# (we need to homogenize the matrix),
# better to restart
print('Warning: numerically unstable')
reg = reg * 10
u = np.ones(Nini) / Nini
v = np.ones(Nfin) / Nfin
Kp = (np.exp(-reg * K))
if cpt % 10 == 0:
# we can speed up the process by checking for the error only all
# the 10th iterations
transp = u.reshape((Nini, 1)) * Kp * v.reshape((1, Nfin))
err = np.linalg.norm(np.sum(transp, axis=1) - r) + \
np.linalg.norm(np.sum(transp, axis=0) - c)
# print("err=", err, "stab. coef=", np.sum(Kp * np.log(Kp / K)))
cpt += 1
return u.reshape((Nini, 1)) * Kp * v.reshape((1, Nfin))
```
这里使用了numpy库和一些数学运算符和函数,包括矩阵乘法和范数计算。具体实现可根据您的需求进行修改。