Conversation
Types of changes
Fixes #697 with backend implementation for a number of distances.
The current implementation of ot.dist uses the cdist foncton form sipy on non euclidean costs which makes it very slow. This PR is an attempt at making it faster by implementing the most common distances using the backend.
For the moeme,t backend computation are ot always faster
for instanec on a 1024x200 matrix X we have
n= 1024 , d= 200
| cdist (scipy) | dist 0.9.5 | ot.dist (numpy) | dist (torch) | dist (torch, ten) | dist (torch,GPU) | |
|---|---|---|---|---|---|---|
| euclidean | 0.942832 | 0.0836014 | 0.0897373 | 0.0932314 | 0.00872684 | 0.429742 |
| sqeuclidean | 0.798189 | 0.0778745 | 0.0659651 | 0.00911853 | 0.0744656 | 0.00241347 |
| cityblock | 1.2758 | 1.26534 | 6.4717 | 0.42605 | 2.14289 | 0.0770559 |
| cosine | 0.971009 | 0.970279 | 0.473443 | 0.0740105 | 0.00881105 | 0.00222607 |
| minkowski | 0.847159 | 0.843644 | 6.97861 | 0.614996 | 3.37625 | 0.0993479 |
| correlation | 1.01531 | 1.01237 | 0.0785626 | 0.0948708 | 0.012194 | 0.00431579 |
Motivation and context / Related issue
How has this been tested (if it applies)
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.
[WIP] Faster backend compatible
[WIP] Faster and/or backend compatible ot.distot.dist
[WIP] Faster and/or backend compatible
[MRG] Faster and/or backend compatible ot.distot.dist