add init WDA

Author: rflamary

ot/dr.py

@@ -100,7 +100,7 @@ def proj(X):
 
     return Popt, proj
 
-def wda(X,y,p=2,reg=1,k=10,solver = None,maxiter=100,verbose=0):
+def wda(X,y,p=2,reg=1,k=10,solver = None,maxiter=100,verbose=0,P0=None):
     """ 
     Wasserstein Discriminant Analysis [11]_
     
@@ -127,7 +127,9 @@ def wda(X,y,p=2,reg=1,k=10,solver = None,maxiter=100,verbose=0):
         Regularization term >0 (entropic regularization)
     solver : str, optional
         None for steepest decsent or 'TrustRegions' for trust regions algorithm
-        else shoudl be a pymanopt.sovers
+        else shoudl be a pymanopt.solvers
+    P0 : numpy.ndarray (d,p)
+        Initial starting point for projection
     verbose : int, optional
         Print information along iterations
 
@@ -187,7 +189,7 @@ def cost(P):
     elif solver in ['tr','TrustRegions']:
         solver= TrustRegions(maxiter=maxiter,logverbosity=verbose)
 
-    Popt = solver.solve(problem)
+    Popt = solver.solve(problem,x=P0)
 
     def proj(X):
         return (X-mx.reshape((1,-1))).dot(Popt)