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author | RĂ©mi Flamary <remi.flamary@gmail.com> | 2019-07-25 08:22:16 +0200 |
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committer | GitHub <noreply@github.com> | 2019-07-25 08:22:16 +0200 |
commit | c64906b70d6059fd56836e8f760f4a836867d51b (patch) | |
tree | 96f505830c031022580d32d08d1d2081e9e45204 /test/test_bregman.py | |
parent | 0063cb87a10293a24ad1c9483be121745958c24a (diff) | |
parent | a507556b1901e16351c211e69b38d8d74ac2bc3d (diff) |
Merge pull request #97 from hichamjanati/fix_mismatch_error_94
[MRG] Fix mismatch error in stabilized sinkhorn
Diffstat (limited to 'test/test_bregman.py')
-rw-r--r-- | test/test_bregman.py | 25 |
1 files changed, 25 insertions, 0 deletions
diff --git a/test/test_bregman.py b/test/test_bregman.py index 7f4972c..83ebba8 100644 --- a/test/test_bregman.py +++ b/test/test_bregman.py @@ -254,3 +254,28 @@ def test_empirical_sinkhorn_divergence(): emp_sinkhorn_div, sinkhorn_div, atol=1e-05) # cf conv emp sinkhorn np.testing.assert_allclose( emp_sinkhorn_div_log, sink_div_log, atol=1e-05) # cf conv emp sinkhorn + + +def test_stabilized_vs_sinkhorn_multidim(): + # test if stable version matches sinkhorn + # for multidimensional inputs + n = 100 + + # Gaussian distributions + a = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std + b1 = ot.datasets.make_1D_gauss(n, m=60, s=8) + b2 = ot.datasets.make_1D_gauss(n, m=30, s=4) + + # creating matrix A containing all distributions + b = np.vstack((b1, b2)).T + + M = ot.utils.dist0(n) + M /= np.median(M) + epsilon = 0.1 + G, log = ot.bregman.sinkhorn(a, b, M, reg=epsilon, + method="sinkhorn_stabilized", + log=True) + G2, log2 = ot.bregman.sinkhorn(a, b, M, epsilon, + method="sinkhorn", log=True) + + np.testing.assert_allclose(G, G2) |