[MRG] Add factored coupling (#358)

* add gfactored ot

* pep8 and add doc

* add exmaple for factotred OT

* final number of PR

* correct test on backends

* remove useless loss

* better tests

1 files changed, 56 insertions, 0 deletions

diff --git a/test/test_factored.py b/test/test_factored.py
new file mode 100644
index 0000000..fd2fd01
--- /dev/null
+++ b/test/test_factored.py
@@ -0,0 +1,56 @@
+"""Tests for main module ot.weak """
+
+# Author: Remi Flamary <remi.flamary@unice.fr>
+#
+# License: MIT License
+
+import ot
+import numpy as np
+
+
+def test_factored_ot():
+    # test weak ot solver and identity stationary point
+    n = 50
+    rng = np.random.RandomState(0)
+
+    xs = rng.randn(n, 2)
+    xt = rng.randn(n, 2)
+    u = ot.utils.unif(n)
+
+    Ga, Gb, X, log = ot.factored_optimal_transport(xs, xt, u, u, r=10, log=True)
+
+    # check constraints
+    np.testing.assert_allclose(u, Ga.sum(1))
+    np.testing.assert_allclose(u, Gb.sum(0))
+
+    Ga, Gb, X, log = ot.factored_optimal_transport(xs, xt, u, u, reg=1, r=10, log=True)
+
+    # check constraints
+    np.testing.assert_allclose(u, Ga.sum(1))
+    np.testing.assert_allclose(u, Gb.sum(0))
+
+
+def test_factored_ot_backends(nx):
+    # test weak ot solver for different backends
+    n = 50
+    rng = np.random.RandomState(0)
+
+    xs = rng.randn(n, 2)
+    xt = rng.randn(n, 2)
+    u = ot.utils.unif(n)
+
+    xs2 = nx.from_numpy(xs)
+    xt2 = nx.from_numpy(xt)
+    u2 = nx.from_numpy(u)
+
+    Ga2, Gb2, X2 = ot.factored_optimal_transport(xs2, xt2, u2, u2, r=10)
+
+    # check constraints
+    np.testing.assert_allclose(u, nx.to_numpy(Ga2).sum(1))
+    np.testing.assert_allclose(u, nx.to_numpy(Gb2).sum(0))
+
+    Ga2, Gb2, X2 = ot.factored_optimal_transport(xs2, xt2, reg=1, r=10, X0=X2)
+
+    # check constraints
+    np.testing.assert_allclose(u, nx.to_numpy(Ga2).sum(1))
+    np.testing.assert_allclose(u, nx.to_numpy(Gb2).sum(0))