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smr_alignment.MetricAlignmentOptimizer: Make entropy penalty convex #19

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s-heppner merged 1 commit into from
Nov 2, 2025
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smr_alignment.MetricAlignmentOptimizer: Make entropy penalty convex #19

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6 changes: 4 additions & 2 deletions smr_alignment/src/smr_alignment/metric_alignment.py
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Original file line number Diff line number Diff line change
Expand Up @@ -147,8 +147,10 @@ def optimize_weights(
loss = cp.sum(cp.pos(margins)) # piecewise-linear convex

if entropy_lambda > 0:
# cp.entr(x) = x*log(x); we add small offset to keep it defined near zero
loss += entropy_lambda * cp.sum(cp.entr(w + 1e-16))
# we add small offset to keep it defined near zero
n = len(metrics)
u = np.full(n, 1.0 / n)
loss += entropy_lambda * cp.sum_squares(w - u)

constraints = [cp.sum(w) == 1.0] # cp.sum(w) == 1.0 in CVXPY doesn’t return a plain bool at runtime,
# it returns a Constraint object, confusing type checkers. Therefore, the "type: ignore" below.
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