Update linear.py

xunzheng · Dec 17, 2020 · 7786138 · 7786138
1 parent c236826
commit 7786138
Showing 1 changed file with 6 additions and 5 deletions.
diff --git a/notears/linear.py b/notears/linear.py
@@ -39,11 +39,12 @@ def _loss(W):
 
  def _h(W):
  """Evaluate value and gradient of acyclicity constraint."""
- # E = slin.expm(W * W) # (Zheng et al. 2018)
- # h = np.trace(E) - d
- M = np.eye(d) + W * W / d # (Yu et al. 2019)
- E = np.linalg.matrix_power(M, d - 1)
- h = (E.T * M).sum() - d
+ E = slin.expm(W * W) # (Zheng et al. 2018)
+ h = np.trace(E) - d
+ # # A different formulation, slightly faster at the cost of numerical stability
+ # M = np.eye(d) + W * W / d # (Yu et al. 2019)
+ # E = np.linalg.matrix_power(M, d - 1)
+ # h = (E.T * M).sum() - d
  G_h = E.T * W * 2
  return h, G_h