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[MRG] Issue warning when numerical error happens in empirical_bures_wasserstein_mapping #503

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Merged
merged 5 commits into from
Aug 17, 2023

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kachayev
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Types of changes

Issue UserWarning when ot.gaussian.empirical_bures_wasserstein_mapping returns matrix of NaNs. This happens when min eigenvalue turns out to be negative in sqrtm, typically requires reg parameter to be increased.

How has this been tested (if it applies)

New test case with a simple reproducer is added.

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 16, 2023

Codecov Report

Merging #503 (54f10ec) into master (579c7b6) will increase coverage by 0.00%.
The diff coverage is 100.00%.

Additional details and impacted files
@@           Coverage Diff           @@
##           master     #503   +/-   ##
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  Coverage   96.05%   96.05%           
=======================================
  Files          65       65           
  Lines       13652    13667   +15     
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+ Hits        13113    13128   +15     
  Misses        539      539           

@rflamary rflamary changed the title Issue warning when numerical error happens in empirical_bures_wasserstein_mapping [MRG] Issue warning when numerical error happens in empirical_bures_wasserstein_mapping Aug 17, 2023
@rflamary rflamary merged commit 9dd4d8d into PythonOT:master Aug 17, 2023
@kachayev kachayev deleted the feat-mapping-instability-warnings branch August 17, 2023 07:17
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3 participants