TransportMaps.Builders.BuilderBase
¶
Module Contents¶
Classes¶
[Abstract] Basis builder class. |
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Basis builder through \(\mathcal{L}^2\) regression |
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Basis builder through minimization of kl divergence |
- class TransportMaps.Builders.BuilderBase.Builder[source]¶
Bases:
TransportMaps.ObjectBase.TMO
[Abstract] Basis builder class.
Provides a :fun:`solve` for constructing a transport map
- class TransportMaps.Builders.BuilderBase.L2RegressionBuilder(regression_params={})[source]¶
Bases:
Builder
Basis builder through \(\mathcal{L}^2\) regression
Given a map \(M\), fit a supplied parametric transport map \(T\) through the solution of the \(\mathcal{L}^2\) regression problem
\[\arg\min_{\bf a}\left\Vert M - T \right\Vert_{\mathcal{L}^2} + \alpha \Vert {\bf a} \Vert_x\]where \(\alpha\Vert{\bf a}\Vert_x\) is a regularization term, with respect to one of the available norms.
- Parameters:
regression_params (dict) – dictionary of regression parameters
- class TransportMaps.Builders.BuilderBase.KullbackLeiblerBuilder(validator=None, callback=None, callback_kwargs={}, verbosity=0, interactive=False)[source]¶
Bases:
Builder
Basis builder through minimization of kl divergence
Given distribution \(\nu_\rho\) and \(\nu_\pi\), and the parametric transport map \(T[{\bf a}]\), provides the functionalities to solve the problem
\[\arg\min_{\bf a}\mathcal{D}_{\rm KL}\left( T[{\bf a}]_\sharp\rho \Vert \pi\right)\]up to a chosen tolerance.
- solve(transport_map=None, base_distribution=None, target_distribution=None, solve_params=None, state=None, mpi_pool=None)[source]¶
- Args
- transport_map (
TransportMap
): transport map \(T\)
- base_distribution (
Distribution
): distribution \(\nu_\rho\)
- target_distribution (
Distribution
): distribution \(\nu_\pi\)
solve_params (dict): dictionary of parameters for solution state (
TransportMaps.DataStorageObject
):if provided, it must contain all the information needed for reloading, or a handle to an empty storage object which can be externally stored. If
state
contains the keys corresponding to arguments to this function, they will be used instead of the input themselves.- transport_map (
- Returns:
(
TransportMaps.Maps.TransportMap
) – the transport map fitted.