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[Fix] Prevent line search from evaluating cost outside of the interpolation range #504

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merged 7 commits into from
Sep 21, 2023

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kachayev
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Types of changes

alpha_min parameter for ot.optim.line_search_armijo now has default value 0. Additional boundary condition check is introduce inside of line search callback.

Motivation and context / Related issue

PR closes #502, you can find detailed analysis of the problem there.

How has this been tested (if it applies)

Existing test_sinkhorn_l1l2_transport_class test case now has explicit check for "no warnings".

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.

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codecov bot commented Aug 17, 2023

Codecov Report

Merging #504 (905bd4d) into master (9e74f2e) will increase coverage by 0.00%.
The diff coverage is 100.00%.

Additional details and impacted files
@@           Coverage Diff           @@
##           master     #504   +/-   ##
=======================================
  Coverage   96.06%   96.07%           
=======================================
  Files          65       65           
  Lines       13732    13735    +3     
=======================================
+ Hits        13192    13196    +4     
+ Misses        540      539    -1     

@rflamary rflamary changed the title Prevent line search from evaluating cost outside of the interpolation range [Fix] Prevent line search from evaluating cost outside of the interpolation range Sep 20, 2023
@rflamary rflamary merged commit 526b72f into PythonOT:master Sep 21, 2023
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Successfully merging this pull request may close these issues.

Numerical issue with entropy regularization in generic_conditional_gradient
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