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author | Nicolas Courty <ncourty@irisa.fr> | 2021-11-02 14:19:57 +0100 |
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committer | GitHub <noreply@github.com> | 2021-11-02 14:19:57 +0100 |
commit | 6775a527f9d3c801f8cdd805d8f205b6a75551b9 (patch) | |
tree | c0ed5a7c297b4003688fec52d46f918ea0086a7d /test/test_1d_solver.py | |
parent | a335324d008e8982be61d7ace937815a2bfa98f9 (diff) |
[MRG] Sliced and 1D Wasserstein distances : backend versions (#256)
* add numpy and torch backends
* stat sets on functions
* proper import
* install recent torch on windows
* install recent torch on windows
* now testing all functions in backedn
* add jax backedn
* clenaup windowds
* proper convert for jax backedn
* pep8
* try again windows tests
* test jax conversion
* try proper widows tests
* emd fuction ses backedn
* better test partial OT
* proper tests to_numpy and teplate Backend
* pep8
* pep8 x2
* feaking sinkhorn works with torch
* sinkhorn2 compatible
* working ot.emd2
* important detach
* it should work
* jax autodiff emd
* pep8
* no tast same for jax
* new independat tests per backedn
* freaking pep8
* add tests for gradients
* deprecate ot.gpu
* worging dist function
* working dist
* dist done in backedn
* not in
* remove indexing
* change accuacy for jax
* first pull backend
* projection simplex
* projection simplex
* projection simplex
* projection simplex no ci
* projection simplex no ci
* projection simplex no ci
* pep8
* add backedn discusion to quickstart guide
* projection simplex no ci
* projection simplex no ci
* projection simplex no ci
* pep8 + better doc
* proper links
* corect doctest
* big debug documentation
* doctest again
* doctest again bis
* doctest again ter (last one or i kill myself)
* backend test + doc proj simplex
* correction test_utils
* correction test_utils
* correction cumsum
* correction flip
* correction flip v2
* more debug
* more debug
* more debug + pep8
* pep8
* argh
* proj_simplex
* backedn works for sort
* proj simplex
* jax sucks
* update doc
* Update test/test_utils.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/quickstart.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/quickstart.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/quickstart.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/readme.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update test/test_utils.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update ot/utils.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update docs/source/readme.rst
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* Update ot/lp/__init__.py
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
* begin comment alex
* comment alex part 2
* optimize test gromov
* proj_simplex on vectors
* add awesome gradient decsnt example on the weights
* pep98 of course
* proof read example by alex
* pep8 again
* encoding oos in translation
* correct legend
* new backend functions for sliced
* small indent pb
* Optimized backendversion of sliced W
* error in sliced W
* after master merge
* error sliced
* error sliced
* pep8
* test_sliced pep8
* doctest + precision for sliced
* doctest
* type win test_backend gather
* type win test_backend gather
* Update sliced.py
change argument of padding pad_width
* Update backend.py
update redefinition
* Update backend.py
pep8
* Update backend.py
pep 8 again....
* pep8
* build docs
* emd2_1D example
* refectoring emd_1d and variants
* remove unused previous wasserstein_1d
* pep8
* upate example
* move stuff
* tesys should work + implemù random backend
* test random generayor functions
* correction
* better random generation
* update sliced
* update sliced
* proper tests sliced
* max sliced
* chae file nam
* add stuff
* example sliced flow and barycenter
* correct typo + update readme
* exemple sliced flow done
* pep8
* solver1d works
* pep8
Co-authored-by: Rémi Flamary <remi.flamary@gmail.com>
Co-authored-by: Alexandre Gramfort <alexandre.gramfort@m4x.org>
Diffstat (limited to 'test/test_1d_solver.py')
-rw-r--r-- | test/test_1d_solver.py | 85 |
1 files changed, 85 insertions, 0 deletions
diff --git a/test/test_1d_solver.py b/test/test_1d_solver.py new file mode 100644 index 0000000..2c470c2 --- /dev/null +++ b/test/test_1d_solver.py @@ -0,0 +1,85 @@ +"""Tests for module 1d Wasserstein solver""" + +# Author: Adrien Corenflos <adrien.corenflos@aalto.fi> +# Nicolas Courty <ncourty@irisa.fr> +# +# License: MIT License + +import numpy as np +import pytest + +import ot +from ot.lp import wasserstein_1d + +from ot.backend import get_backend_list +from scipy.stats import wasserstein_distance + +backend_list = get_backend_list() + + +def test_emd_1d_emd2_1d_with_weights(): + # 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) + + w_u = rng.uniform(0., 1., n) + w_u = w_u / w_u.sum() + + w_v = rng.uniform(0., 1., m) + w_v = w_v / w_v.sum() + + M = ot.dist(u, v, metric='sqeuclidean') + + G, log = ot.emd(w_u, w_v, M, log=True) + wass = log["cost"] + G_1d, log = ot.emd_1d(u, v, w_u, w_v, metric='sqeuclidean', log=True) + wass1d = log["cost"] + wass1d_emd2 = ot.emd2_1d(u, v, w_u, w_v, metric='sqeuclidean', log=False) + wass1d_euc = ot.emd2_1d(u, v, w_u, w_v, metric='euclidean', log=False) + + # check loss is similar + np.testing.assert_allclose(wass, wass1d) + np.testing.assert_allclose(wass, wass1d_emd2) + + # check loss is similar to scipy's implementation for Euclidean metric + wass_sp = wasserstein_distance(u.reshape((-1,)), v.reshape((-1,)), w_u, w_v) + np.testing.assert_allclose(wass_sp, wass1d_euc) + + # check constraints + np.testing.assert_allclose(w_u, G.sum(1)) + np.testing.assert_allclose(w_v, G.sum(0)) + + +@pytest.mark.parametrize('nx', backend_list) +def test_wasserstein_1d(nx): + from scipy.stats import wasserstein_distance + + rng = np.random.RandomState(0) + + n = 100 + x = np.linspace(0, 5, n) + rho_u = np.abs(rng.randn(n)) + rho_u /= rho_u.sum() + rho_v = np.abs(rng.randn(n)) + rho_v /= rho_v.sum() + + xb = nx.from_numpy(x) + rho_ub = nx.from_numpy(rho_u) + rho_vb = nx.from_numpy(rho_v) + + # test 1 : wasserstein_1d should be close to scipy W_1 implementation + np.testing.assert_almost_equal(wasserstein_1d(xb, xb, rho_ub, rho_vb, p=1), + wasserstein_distance(x, x, rho_u, rho_v)) + + # test 2 : wasserstein_1d should be close to one when only translating the support + np.testing.assert_almost_equal(wasserstein_1d(xb, xb + 1, p=2), + 1.) + + # test 3 : arrays test + X = np.stack((np.linspace(0, 5, n), np.linspace(0, 5, n) * 10), -1) + Xb = nx.from_numpy(X) + res = wasserstein_1d(Xb, Xb, rho_ub, rho_vb, p=2) + np.testing.assert_almost_equal(100 * res[0], res[1], decimal=4) |