add test and example of UOT

1 files changed, 36 insertions, 0 deletions

diff --git a/test/test_unbalanced.py b/test/test_unbalanced.py
new file mode 100644
index 0000000..863b6f3
--- /dev/null
+++ b/test/test_unbalanced.py
@@ -0,0 +1,36 @@
+"""Tests for module Unbalanced OT with entropy regularization"""
+
+# Author: Hicham Janati <hicham.janati@inria.fr>
+#
+# License: MIT License
+
+import numpy as np
+import ot
+
+
+def test_unbalanced():
+    # test generalized sinkhorn for unbalanced OT
+    n = 100
+    rng = np.random.RandomState(42)
+
+    x = rng.randn(n, 2)
+    a = ot.utils.unif(n)
+    b = ot.utils.unif(n) * 1.5
+
+    M = ot.dist(x, x)
+    epsilon = 1.
+    alpha = 1.
+    K = np.exp(- M / epsilon)
+
+    G, log = ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon, alpha=alpha,
+                                               stopThr=1e-10, log=True)
+
+    # check fixed point equations
+    fi = alpha / (alpha + epsilon)
+    v_final = (b / K.T.dot(log["u"])) ** fi
+    u_final = (a / K.dot(log["v"])) ** fi
+
+    np.testing.assert_allclose(
+        u_final, log["u"], atol=1e-05)
+    np.testing.assert_allclose(
+        v_final, log["v"], atol=1e-05)