summaryrefslogtreecommitdiff
path: root/test
diff options
context:
space:
mode:
authorRomain Tavenard <romain.tavenard@univ-rennes2.fr>2019-06-27 10:54:13 +0200
committerGitHub <noreply@github.com>2019-06-27 10:54:13 +0200
commitbbc56e74bf119b8810c0de7b446bb01b30efc3c2 (patch)
tree223e26e51da0edd3057fa16820ce7f1882a94f59 /test
parent0d333e004636f5d25edea6bb195e8e4d9a95ba98 (diff)
parent2364d56aad650d501753cc93a69ea1b8ddf28b0a (diff)
Merge branch 'master' into master
Diffstat (limited to 'test')
-rw-r--r--test/test_unbalanced.py146
1 files changed, 146 insertions, 0 deletions
diff --git a/test/test_unbalanced.py b/test/test_unbalanced.py
new file mode 100644
index 0000000..1395fe1
--- /dev/null
+++ b/test/test_unbalanced.py
@@ -0,0 +1,146 @@
+"""Tests for module Unbalanced OT with entropy regularization"""
+
+# Author: Hicham Janati <hicham.janati@inria.fr>
+#
+# License: MIT License
+
+import numpy as np
+import ot
+import pytest
+
+
+@pytest.mark.parametrize("method", ["sinkhorn"])
+def test_unbalanced_convergence(method):
+ # test generalized sinkhorn for unbalanced OT
+ n = 100
+ rng = np.random.RandomState(42)
+
+ x = rng.randn(n, 2)
+ a = ot.utils.unif(n)
+
+ # make dists unbalanced
+ 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, method=method,
+ log=True)
+ loss = ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, alpha,
+ method=method)
+ # 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)
+
+ # check if sinkhorn_unbalanced2 returns the correct loss
+ np.testing.assert_allclose((G * M).sum(), loss, atol=1e-5)
+
+
+@pytest.mark.parametrize("method", ["sinkhorn"])
+def test_unbalanced_multiple_inputs(method):
+ # test generalized sinkhorn for unbalanced OT
+ n = 100
+ rng = np.random.RandomState(42)
+
+ x = rng.randn(n, 2)
+ a = ot.utils.unif(n)
+
+ # make dists unbalanced
+ b = rng.rand(n, 2)
+
+ M = ot.dist(x, x)
+ epsilon = 1.
+ alpha = 1.
+ K = np.exp(- M / epsilon)
+
+ loss, log = ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon,
+ alpha=alpha,
+ stopThr=1e-10, method=method,
+ log=True)
+ # check fixed point equations
+ fi = alpha / (alpha + epsilon)
+ v_final = (b / K.T.dot(log["u"])) ** fi
+
+ u_final = (a[:, None] / 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)
+
+ assert len(loss) == b.shape[1]
+
+
+def test_unbalanced_barycenter():
+ # test generalized sinkhorn for unbalanced OT barycenter
+ n = 100
+ rng = np.random.RandomState(42)
+
+ x = rng.randn(n, 2)
+ A = rng.rand(n, 2)
+
+ # make dists unbalanced
+ A = A * np.array([1, 2])[None, :]
+ M = ot.dist(x, x)
+ epsilon = 1.
+ alpha = 1.
+ K = np.exp(- M / epsilon)
+
+ q, log = ot.unbalanced.barycenter_unbalanced(A, M, reg=epsilon, alpha=alpha,
+ stopThr=1e-10,
+ log=True)
+ # check fixed point equations
+ fi = alpha / (alpha + epsilon)
+ v_final = (q[:, None] / 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)
+
+
+def test_implemented_methods():
+ IMPLEMENTED_METHODS = ['sinkhorn']
+ TO_BE_IMPLEMENTED_METHODS = ['sinkhorn_stabilized',
+ 'sinkhorn_epsilon_scaling']
+ NOT_VALID_TOKENS = ['foo']
+ # test generalized sinkhorn for unbalanced OT barycenter
+ n = 3
+ rng = np.random.RandomState(42)
+
+ x = rng.randn(n, 2)
+ a = ot.utils.unif(n)
+
+ # make dists unbalanced
+ b = ot.utils.unif(n) * 1.5
+
+ M = ot.dist(x, x)
+ epsilon = 1.
+ alpha = 1.
+ for method in IMPLEMENTED_METHODS:
+ ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha,
+ method=method)
+ ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, alpha,
+ method=method)
+ with pytest.warns(UserWarning, match='not implemented'):
+ for method in set(TO_BE_IMPLEMENTED_METHODS):
+ ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha,
+ method=method)
+ ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, alpha,
+ method=method)
+ with pytest.raises(ValueError):
+ for method in set(NOT_VALID_TOKENS):
+ ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha,
+ method=method)
+ ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, alpha,
+ method=method)