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author | Romain Tavenard <romain.tavenard@univ-rennes2.fr> | 2019-06-27 10:23:32 +0200 |
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committer | Romain Tavenard <romain.tavenard@univ-rennes2.fr> | 2019-06-27 10:23:32 +0200 |
commit | 0d333e004636f5d25edea6bb195e8e4d9a95ba98 (patch) | |
tree | 75b40d64101c0f503e6ed8d3101db1c095ffbd72 | |
parent | 1140141938c678d267f688dbb9106d3422d633c5 (diff) |
Improved tests and docs for wasserstein_1d
-rw-r--r-- | ot/__init__.py | 5 | ||||
-rw-r--r-- | ot/lp/__init__.py | 13 | ||||
-rw-r--r-- | ot/lp/emd_wrap.pyx | 3 | ||||
-rw-r--r-- | test/test_ot.py | 23 |
4 files changed, 34 insertions, 10 deletions
diff --git a/ot/__init__.py b/ot/__init__.py index f0e526c..5bd9bb3 100644 --- a/ot/__init__.py +++ b/ot/__init__.py @@ -22,7 +22,7 @@ from . import smooth from . import stochastic # OT functions -from .lp import emd, emd2, emd_1d, emd2_1d +from .lp import emd, emd2, emd_1d, emd2_1d, wasserstein_1d, wasserstein2_1d from .bregman import sinkhorn, sinkhorn2, barycenter from .da import sinkhorn_lpl1_mm @@ -32,5 +32,6 @@ from .utils import dist, unif, tic, toc, toq __version__ = "0.5.1" __all__ = ["emd", "emd2", 'emd_1d', "sinkhorn", "sinkhorn2", "utils", 'datasets', - 'bregman', 'lp', 'tic', 'toc', 'toq', 'gromov', 'emd_1d', 'emd2_1d', + 'bregman', 'lp', 'tic', 'toc', 'toq', 'gromov', + 'emd_1d', 'emd2_1d', 'wasserstein_1d', 'wasserstein2_1d', 'dist', 'unif', 'barycenter', 'sinkhorn_lpl1_mm', 'da', 'optim'] diff --git a/ot/lp/__init__.py b/ot/lp/__init__.py index 719032b..76c9ec0 100644 --- a/ot/lp/__init__.py +++ b/ot/lp/__init__.py @@ -530,13 +530,13 @@ def emd2_1d(x_a, x_b, a=None, b=None, metric='sqeuclidean', p=1., dense=True, def wasserstein_1d(x_a, x_b, a=None, b=None, p=1., dense=True, log=False): - """Solves the Wasserstein distance problem between 1d measures and returns + """Solves the p-Wasserstein distance problem between 1d measures and returns the OT matrix .. math:: - \gamma = arg\min_\gamma \left(\sum_i \sum_j \gamma_{ij} - |x_a[i] - x_b[j]|^p \right)^{1/p} + \gamma = arg\min_\gamma \left( \sum_i \sum_j \gamma_{ij} + |x_a[i] - x_b[j]|^p \\right)^{1/p} s.t. \gamma 1 = a, \gamma^T 1= b, @@ -617,15 +617,14 @@ def wasserstein_1d(x_a, x_b, a=None, b=None, p=1., dense=True, log=False): dense=dense, log=log) -def wasserstein2_1d(x_a, x_b, a=None, b=None, metric='sqeuclidean', p=1., - dense=True, log=False): - """Solves the Wasserstein distance problem between 1d measures and returns +def wasserstein2_1d(x_a, x_b, a=None, b=None, p=1., dense=True, log=False): + """Solves the p-Wasserstein distance problem between 1d measures and returns the loss .. math:: \gamma = arg\min_\gamma \left( \sum_i \sum_j \gamma_{ij} - |x_a[i] - x_b[j]|^p \right)^{1/p} + |x_a[i] - x_b[j]|^p \\right)^{1/p} s.t. \gamma 1 = a, \gamma^T 1= b, diff --git a/ot/lp/emd_wrap.pyx b/ot/lp/emd_wrap.pyx index 7134136..42b848f 100644 --- a/ot/lp/emd_wrap.pyx +++ b/ot/lp/emd_wrap.pyx @@ -13,6 +13,7 @@ cimport numpy as np from ..utils import dist cimport cython +cimport libc.math as math import warnings @@ -159,7 +160,7 @@ def emd_1d_sorted(np.ndarray[double, ndim=1, mode="c"] u_weights, elif metric == 'cityblock' or metric == 'euclidean': m_ij = abs(u[i] - v[j]) elif metric == 'minkowski': - m_ij = abs(u[i] - v[j]) ** p + m_ij = math.pow(abs(u[i] - v[j]), p) else: m_ij = dist(u[i].reshape((1, 1)), v[j].reshape((1, 1)), metric=metric)[0, 0] diff --git a/test/test_ot.py b/test/test_ot.py index 6d6ea26..48423e7 100644 --- a/test/test_ot.py +++ b/test/test_ot.py @@ -85,6 +85,29 @@ def test_emd_1d_emd2_1d(): np.testing.assert_raises(AssertionError, ot.emd_1d, u, v, [], []) +def test_wass_1d(): + # test emd1d gives similar results as emd + n = 20 + m = 30 + rng = np.random.RandomState(0) + u = rng.randn(n, 1) + v = rng.randn(m, 1) + + M = ot.dist(u, v, metric='sqeuclidean') + + G, log = ot.emd([], [], M, log=True) + wass = log["cost"] + + G_1d, log = ot.wasserstein_1d(u, v, [], [], p=2., log=True) + wass1d = log["cost"] + + # check loss is similar + np.testing.assert_allclose(np.sqrt(wass), wass1d) + + # check G is similar + np.testing.assert_allclose(G, G_1d) + + def test_emd_empty(): # test emd and emd2 for simple identity n = 100 |