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fix the sign of gradient for kl gromov #610

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1 change: 1 addition & 0 deletions RELEASES.md
Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@
- Fix gpu compatibility of sr(F)GW solvers when `G0 is not None`(PR #596)
- Fix doc and example for lowrank sinkhorn (PR #601)
- Fix issue with empty weights for `ot.emd2` (PR #606, Issue #534)
- Fix a sign error regarding the gradient of `ot.gromov._gw.fused_gromov_wasserstein2` and `ot.gromov._gw.gromov_wasserstein2` for the kl loss (PR #610)

## 0.9.2
*December 2023*
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4 changes: 2 additions & 2 deletions ot/gromov/_gw.py
Original file line number Diff line number Diff line change
Expand Up @@ -315,7 +315,7 @@ def gromov_wasserstein2(C1, C2, p=None, q=None, loss_fun='square_loss', symmetri
gC2 = 2 * C2 * nx.outer(q, q) - 2 * nx.dot(T.T, nx.dot(C1, T))
elif loss_fun == 'kl_loss':
gC1 = nx.log(C1 + 1e-15) * nx.outer(p, p) - nx.dot(T, nx.dot(nx.log(C2 + 1e-15), T.T))
gC2 = nx.dot(T.T, nx.dot(C1, T)) / (C2 + 1e-15) + nx.outer(q, q)
gC2 = - nx.dot(T.T, nx.dot(C1, T)) / (C2 + 1e-15) + nx.outer(q, q)

gw = nx.set_gradients(gw, (p, q, C1, C2),
(log_gw['u'] - nx.mean(log_gw['u']),
Expand Down Expand Up @@ -627,7 +627,7 @@ def fused_gromov_wasserstein2(M, C1, C2, p=None, q=None, loss_fun='square_loss',
gC2 = 2 * C2 * nx.outer(q, q) - 2 * nx.dot(T.T, nx.dot(C1, T))
elif loss_fun == 'kl_loss':
gC1 = nx.log(C1 + 1e-15) * nx.outer(p, p) - nx.dot(T, nx.dot(nx.log(C2 + 1e-15), T.T))
gC2 = nx.dot(T.T, nx.dot(C1, T)) / (C2 + 1e-15) + nx.outer(q, q)
gC2 = - nx.dot(T.T, nx.dot(C1, T)) / (C2 + 1e-15) + nx.outer(q, q)
if isinstance(alpha, int) or isinstance(alpha, float):
fgw_dist = nx.set_gradients(fgw_dist, (p, q, C1, C2, M),
(log_fgw['u'] - nx.mean(log_fgw['u']),
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