[Fix] Prevent line search from evaluating cost outside of the interpolation range by kachayev · Pull Request #504 · PythonOT/POT
Types of changes
alpha_min parameter for ot.optim.line_search_armijo now has default value 0. Additional boundary condition check is introduce inside of line search callback.
Motivation and context / Related issue
PR closes #502, you can find detailed analysis of the problem there.
How has this been tested (if it applies)
Existing test_sinkhorn_l1l2_transport_class test case now has explicit check for "no warnings".
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.