diff options
| -rw-r--r-- | ml_exp/kernels.py | 26 |
1 files changed, 26 insertions, 0 deletions
diff --git a/ml_exp/kernels.py b/ml_exp/kernels.py index d593d83fd..3318fe6cf 100644 --- a/ml_exp/kernels.py +++ b/ml_exp/kernels.py @@ -21,6 +21,7 @@ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. """ import numpy as np +from scipy.stats import wasserstein_distance try: import tensorflow as tf TF_AV = True @@ -141,3 +142,28 @@ def laplacian_kernel(X1, K[i, :] = np.exp(i_sigma * norm) return K + + +def wasserstein_kernel(X1, + X2, + alpha): + """ + Calculates the Wasserstein Kernel. + X1: first representations. + X2: second representations. + alpha: wasserstein kernel parameter. + NOTE: this doesn't work with tensorflow. + """ + + if X2.ndim == 3: + raise TypeError('Representations must be 1D.') + + X1_size = X1.shape[0] + X2_size = X2.shape[0] + + K = np.zeros((X1_size, X2_size), dtype=np.float64) + for i in range(X1_size): + norm = np.array([X2[j] - X1[i] for j in range(X2_size)], dtype=np.float64) + K[i, :] = np.exp(- alpha * norm) + + return K |