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README.md

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@@ -54,8 +54,8 @@ POT provides the following generic OT solvers (links to examples):
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* [Co-Optimal Transport](https://pythonot.github.io/auto_examples/others/plot_COOT.html) [49] and
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[unbalanced Co-Optimal Transport](https://pythonot.github.io/auto_examples/others/plot_learning_weights_with_COOT.html) [71].
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* Fused unbalanced Gromov-Wasserstein [70].
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* [Optimal Transport Barycenters for Generic Costs](https://pythonot.github.io/auto_examples/barycenters/plot_free_support_barycenter_generic_cost.html) [74]
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* [Barycenters between Gaussian Mixture Models](https://pythonot.github.io/auto_examples/barycenters/plot_gmm_barycenter.html) [69, 74]
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* [Optimal Transport Barycenters for Generic Costs](https://pythonot.github.io/auto_examples/barycenters/plot_free_support_barycenter_generic_cost.html) [76]
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* [Barycenters between Gaussian Mixture Models](https://pythonot.github.io/auto_examples/barycenters/plot_gmm_barycenter.html) [69, 76]
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POT provides the following Machine Learning related solvers:
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examples/barycenters/plot_free_support_barycenter_generic_cost.py

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a ground cost that is not a power of a norm. We take the example of ground costs
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:math:`c_k(x, y) = \|P_k(x)-y\|_2^2`, where :math:`P_k` is the (non-linear)
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projection onto a circle k. This is an example of the fixed-point barycenter
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solver introduced in [74] which generalises [20] and [43].
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solver introduced in [76] which generalises [20] and [43].
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The ground barycenter function :math:`B(y_1, ..., y_K) = \mathrm{argmin}_{x \in
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\mathbb{R}^2} \sum_k \lambda_k c_k(x, y_k)` is computed by gradient descent over
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:math:`x` with Pytorch.
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[74] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing
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[76] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing
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Barycentres of Measures for Generic Transport Costs. arXiv preprint 2501.04016
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(2024)
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examples/barycenters/plot_gmm_barycenter.py

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This example illustrates the computation of a barycenter between Gaussian
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Mixtures in the sense of GMM-OT [69]. This computation is done using the
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fixed-point method for OT barycenters with generic costs [74], for which POT
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fixed-point method for OT barycenters with generic costs [76], for which POT
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provides a general solver, and a specific GMM solver. Note that this is a
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'free-support' method, implying that the number of components of the barycenter
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GMM and their weights are fixed.
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[69] Delon, J., & Desolneux, A. (2020). A Wasserstein-type distance in the space
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of Gaussian mixture models. SIAM Journal on Imaging Sciences, 13(2), 936-970.
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[74] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing
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[76] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing
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Barycentres of Measures for Generic Transport Costs. arXiv preprint 2501.04016
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(2024)
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@@ -140,5 +140,3 @@ def draw_gmm(ms, Cs, ws, color=None, nstd=0.5, alpha=1, label=None, ax=None):
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draw_gmm(means_bar, covs_bar, ot.unif(n), color="C1", ax=ax)
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ax.axis(axis)
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ax.axis("off")
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# %%

ot/gmm.py

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):
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r"""
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Solves the Gaussian Mixture Model OT barycenter problem (defined in [69])
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using the fixed point algorithm (proposed in [74]). The
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using the fixed point algorithm (proposed in [76]). The
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weights of the barycenter are not optimized, and stay the same as the input
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`w_list` or are initialized to uniform.
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----------
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.. [69] Delon, J., & Desolneux, A. (2020). A Wasserstein-type distance in the space of Gaussian mixture models. SIAM Journal on Imaging Sciences, 13(2), 936-970.
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.. [74] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing barycenters of Measures for Generic Transport Costs. arXiv preprint 2501.04016 (2024)
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.. [76] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing barycenters of Measures for Generic Transport Costs. arXiv preprint 2501.04016 (2024)
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See Also
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--------

ot/lp/_barycenter_solvers.py

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function B takes a list of K arrays of shape (n, d_k) and returns an array
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of shape (n, d).
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This function implements [74] Algorithm 2, which generalises [20] and [43]
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This function implements [76] Algorithm 2, which generalises [20] and [43]
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to general costs and includes convergence guarantees, including for discrete
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measures.
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References
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----------
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.. [74] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing
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.. [76] Tanguy, Eloi and Delon, Julie and Gozlan, Nathaël (2024). Computing
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barycenters of Measures for Generic Transport Costs. arXiv preprint
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2501.04016 (2024)
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