[WIP] Sparse emd implementation #778
Open
+1,004
−62
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Types of changes
Motivation and context / Related issue
This PR implements a sparse EMD solver for memory-efficient optimal transport when the cost matrix has many infinite or forbidden edges (e.g., k-NN graphs, sparse networks).
Problem: The current dense EMD solver requires O(n²) memory for the full cost matrix, which becomes prohibitive for large-scale
problems even when most edges are forbidden.
Solution: This PR adds a sparse bipartite graph solver that only stores edges with finite costs, reducing memory usage from O(n²) to O(E) where E is the number of edges.
Use cases:
How has this been tested
Unit Tests
Added two comprehensive tests in
test/test_ot.py:test_emd_sparse_vs_dense()- Verifies sparse and dense solvers produce identical transport matricestest_emd2_sparse_vs_dense()- Verifies sparse and dense solvers produce identical costsBoth tests use the augmented k-NN approach:
Test results: All 50 tests in
test/test_ot.pypassVerification
PR checklist
TODO before [MRG]:
examples/folder demonstrating sparse solver usageFeedback requested:
sparse=Trueparameter)