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authorGard Spreemann <gspr@nonempty.org>2022-04-27 11:49:23 +0200
committerGard Spreemann <gspr@nonempty.org>2022-04-27 11:49:23 +0200
commit35bd2c98b642df78638d7d733bc1a89d873db1de (patch)
tree6bc637624004713808d3097b95acdccbb9608e52 /test
parentc4753bd3f74139af8380127b66b484bc09b50661 (diff)
parenteccb1386eea52b94b82456d126bd20cbe3198e05 (diff)
Merge tag '0.8.2' into dfsg/latest
Diffstat (limited to 'test')
-rw-r--r--test/test_1d_solver.py28
-rw-r--r--test/test_backend.py66
-rw-r--r--test/test_bregman.py94
-rw-r--r--test/test_da.py307
-rw-r--r--test/test_dr.py22
-rw-r--r--test/test_factored.py56
-rw-r--r--test/test_gpu.py106
-rw-r--r--test/test_gromov.py726
-rw-r--r--test/test_optim.py17
-rw-r--r--test/test_ot.py42
-rw-r--r--test/test_sliced.py32
-rw-r--r--test/test_stochastic.py115
-rw-r--r--test/test_unbalanced.py207
-rw-r--r--test/test_utils.py22
-rw-r--r--test/test_weak.py52
15 files changed, 1310 insertions, 582 deletions
diff --git a/test/test_1d_solver.py b/test/test_1d_solver.py
index 6a42cfe..20f307a 100644
--- a/test/test_1d_solver.py
+++ b/test/test_1d_solver.py
@@ -66,9 +66,7 @@ def test_wasserstein_1d(nx):
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)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, 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),
@@ -98,9 +96,7 @@ def test_wasserstein_1d_type_devices(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- xb = nx.from_numpy(x, type_as=tp)
- rho_ub = nx.from_numpy(rho_u, type_as=tp)
- rho_vb = nx.from_numpy(rho_v, type_as=tp)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, rho_v, type_as=tp)
res = wasserstein_1d(xb, xb, rho_ub, rho_vb, p=1)
@@ -122,17 +118,13 @@ def test_wasserstein_1d_device_tf():
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- xb = nx.from_numpy(x)
- rho_ub = nx.from_numpy(rho_u)
- rho_vb = nx.from_numpy(rho_v)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, rho_v)
res = wasserstein_1d(xb, xb, rho_ub, rho_vb, p=1)
nx.assert_same_dtype_device(xb, res)
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- xb = nx.from_numpy(x)
- rho_ub = nx.from_numpy(rho_u)
- rho_vb = nx.from_numpy(rho_v)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, rho_v)
res = wasserstein_1d(xb, xb, rho_ub, rho_vb, p=1)
nx.assert_same_dtype_device(xb, res)
assert nx.dtype_device(res)[1].startswith("GPU")
@@ -190,9 +182,7 @@ def test_emd1d_type_devices(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- xb = nx.from_numpy(x, type_as=tp)
- rho_ub = nx.from_numpy(rho_u, type_as=tp)
- rho_vb = nx.from_numpy(rho_v, type_as=tp)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, rho_v, type_as=tp)
emd = ot.emd_1d(xb, xb, rho_ub, rho_vb)
emd2 = ot.emd2_1d(xb, xb, rho_ub, rho_vb)
@@ -214,9 +204,7 @@ def test_emd1d_device_tf():
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- xb = nx.from_numpy(x)
- rho_ub = nx.from_numpy(rho_u)
- rho_vb = nx.from_numpy(rho_v)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, rho_v)
emd = ot.emd_1d(xb, xb, rho_ub, rho_vb)
emd2 = ot.emd2_1d(xb, xb, rho_ub, rho_vb)
nx.assert_same_dtype_device(xb, emd)
@@ -224,9 +212,7 @@ def test_emd1d_device_tf():
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- xb = nx.from_numpy(x)
- rho_ub = nx.from_numpy(rho_u)
- rho_vb = nx.from_numpy(rho_v)
+ xb, rho_ub, rho_vb = nx.from_numpy(x, rho_u, rho_v)
emd = ot.emd_1d(xb, xb, rho_ub, rho_vb)
emd2 = ot.emd2_1d(xb, xb, rho_ub, rho_vb)
nx.assert_same_dtype_device(xb, emd)
diff --git a/test/test_backend.py b/test/test_backend.py
index 027c4cd..311c075 100644
--- a/test/test_backend.py
+++ b/test/test_backend.py
@@ -218,6 +218,8 @@ def test_empty_backend():
with pytest.raises(NotImplementedError):
nx.argmax(M)
with pytest.raises(NotImplementedError):
+ nx.argmin(M)
+ with pytest.raises(NotImplementedError):
nx.mean(M)
with pytest.raises(NotImplementedError):
nx.std(M)
@@ -264,12 +266,27 @@ def test_empty_backend():
nx.device_type(M)
with pytest.raises(NotImplementedError):
nx._bench(lambda x: x, M, n_runs=1)
+ with pytest.raises(NotImplementedError):
+ nx.solve(M, v)
+ with pytest.raises(NotImplementedError):
+ nx.trace(M)
+ with pytest.raises(NotImplementedError):
+ nx.inv(M)
+ with pytest.raises(NotImplementedError):
+ nx.sqrtm(M)
+ with pytest.raises(NotImplementedError):
+ nx.isfinite(M)
+ with pytest.raises(NotImplementedError):
+ nx.array_equal(M, M)
+ with pytest.raises(NotImplementedError):
+ nx.is_floating_point(M)
def test_func_backends(nx):
rnd = np.random.RandomState(0)
M = rnd.randn(10, 3)
+ SquareM = rnd.randn(10, 10)
v = rnd.randn(3)
val = np.array([1.0])
@@ -288,6 +305,7 @@ def test_func_backends(nx):
lst_name = []
Mb = nx.from_numpy(M)
+ SquareMb = nx.from_numpy(SquareM)
vb = nx.from_numpy(v)
val = nx.from_numpy(val)
@@ -467,6 +485,10 @@ def test_func_backends(nx):
lst_b.append(nx.to_numpy(A))
lst_name.append('argmax')
+ A = nx.argmin(Mb)
+ lst_b.append(nx.to_numpy(A))
+ lst_name.append('argmin')
+
A = nx.mean(Mb)
lst_b.append(nx.to_numpy(A))
lst_name.append('mean')
@@ -529,7 +551,11 @@ def test_func_backends(nx):
A = nx.where(Mb >= nx.stack([nx.linspace(0, 1, 10)] * 3, axis=1), Mb, 0.0)
lst_b.append(nx.to_numpy(A))
- lst_name.append('where')
+ lst_name.append('where (cond, x, y)')
+
+ A = nx.where(nx.from_numpy(np.array([True, False])))
+ lst_b.append(nx.to_numpy(nx.stack(A)))
+ lst_name.append('where (cond)')
A = nx.copy(Mb)
lst_b.append(nx.to_numpy(A))
@@ -550,15 +576,47 @@ def test_func_backends(nx):
nx._bench(lambda x: x, M, n_runs=1)
+ A = nx.solve(SquareMb, Mb)
+ lst_b.append(nx.to_numpy(A))
+ lst_name.append('solve')
+
+ A = nx.trace(SquareMb)
+ lst_b.append(nx.to_numpy(A))
+ lst_name.append('trace')
+
+ A = nx.inv(SquareMb)
+ lst_b.append(nx.to_numpy(A))
+ lst_name.append('matrix inverse')
+
+ A = nx.sqrtm(SquareMb.T @ SquareMb)
+ lst_b.append(nx.to_numpy(A))
+ lst_name.append("matrix square root")
+
+ A = nx.concatenate([vb, nx.from_numpy(np.array([np.inf, np.nan]))], axis=0)
+ A = nx.isfinite(A)
+ lst_b.append(nx.to_numpy(A))
+ lst_name.append("isfinite")
+
+ assert not nx.array_equal(Mb, vb), "array_equal (shape)"
+ assert nx.array_equal(Mb, Mb), "array_equal (elements) - expected true"
+ assert not nx.array_equal(
+ Mb, Mb + nx.eye(*list(Mb.shape))
+ ), "array_equal (elements) - expected false"
+
+ assert nx.is_floating_point(Mb), "is_floating_point - expected true"
+ assert not nx.is_floating_point(
+ nx.from_numpy(np.array([0, 1, 2], dtype=int))
+ ), "is_floating_point - expected false"
+
lst_tot.append(lst_b)
lst_np = lst_tot[0]
lst_b = lst_tot[1]
for a1, a2, name in zip(lst_np, lst_b, lst_name):
- if not np.allclose(a1, a2):
- print('Assert fail on: ', name)
- assert np.allclose(a1, a2, atol=1e-7)
+ np.testing.assert_allclose(
+ a2, a1, atol=1e-7, err_msg=f'ASSERT FAILED ON: {name}'
+ )
def test_random_backends(nx):
diff --git a/test/test_bregman.py b/test/test_bregman.py
index 6e90aa4..6c37984 100644
--- a/test/test_bregman.py
+++ b/test/test_bregman.py
@@ -60,7 +60,7 @@ def test_convergence_warning(method):
ot.sinkhorn2(a1, a2, M, 1, method=method, stopThr=0, numItermax=1)
-def test_not_impemented_method():
+def test_not_implemented_method():
# test sinkhorn
w = 10
n = w ** 2
@@ -155,8 +155,7 @@ def test_sinkhorn_backends(nx):
G = ot.sinkhorn(a, a, M, 1)
- ab = nx.from_numpy(a)
- M_nx = nx.from_numpy(M)
+ ab, M_nx = nx.from_numpy(a, M)
Gb = ot.sinkhorn(ab, ab, M_nx, 1)
@@ -176,8 +175,7 @@ def test_sinkhorn2_backends(nx):
G = ot.sinkhorn(a, a, M, 1)
- ab = nx.from_numpy(a)
- M_nx = nx.from_numpy(M)
+ ab, M_nx = nx.from_numpy(a, M)
Gb = ot.sinkhorn2(ab, ab, M_nx, 1)
@@ -260,8 +258,7 @@ def test_sinkhorn_variants(nx):
M = ot.dist(x, x)
- ub = nx.from_numpy(u)
- M_nx = nx.from_numpy(M)
+ ub, M_nx = nx.from_numpy(u, M)
G = ot.sinkhorn(u, u, M, 1, method='sinkhorn', stopThr=1e-10)
Gl = nx.to_numpy(ot.sinkhorn(ub, ub, M_nx, 1, method='sinkhorn_log', stopThr=1e-10))
@@ -298,8 +295,7 @@ def test_sinkhorn_variants_dtype_device(nx, method):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- ub = nx.from_numpy(u, type_as=tp)
- Mb = nx.from_numpy(M, type_as=tp)
+ ub, Mb = nx.from_numpy(u, M, type_as=tp)
Gb = ot.sinkhorn(ub, ub, Mb, 1, method=method, stopThr=1e-10)
@@ -318,8 +314,7 @@ def test_sinkhorn2_variants_dtype_device(nx, method):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- ub = nx.from_numpy(u, type_as=tp)
- Mb = nx.from_numpy(M, type_as=tp)
+ ub, Mb = nx.from_numpy(u, M, type_as=tp)
lossb = ot.sinkhorn2(ub, ub, Mb, 1, method=method, stopThr=1e-10)
@@ -337,8 +332,7 @@ def test_sinkhorn2_variants_device_tf(method):
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- ub = nx.from_numpy(u)
- Mb = nx.from_numpy(M)
+ ub, Mb = nx.from_numpy(u, M)
Gb = ot.sinkhorn(ub, ub, Mb, 1, method=method, stopThr=1e-10)
lossb = ot.sinkhorn2(ub, ub, Mb, 1, method=method, stopThr=1e-10)
nx.assert_same_dtype_device(Mb, Gb)
@@ -346,8 +340,7 @@ def test_sinkhorn2_variants_device_tf(method):
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- ub = nx.from_numpy(u)
- Mb = nx.from_numpy(M)
+ ub, Mb = nx.from_numpy(u, M)
Gb = ot.sinkhorn(ub, ub, Mb, 1, method=method, stopThr=1e-10)
lossb = ot.sinkhorn2(ub, ub, Mb, 1, method=method, stopThr=1e-10)
nx.assert_same_dtype_device(Mb, Gb)
@@ -370,9 +363,7 @@ def test_sinkhorn_variants_multi_b(nx):
M = ot.dist(x, x)
- ub = nx.from_numpy(u)
- bb = nx.from_numpy(b)
- M_nx = nx.from_numpy(M)
+ ub, bb, M_nx = nx.from_numpy(u, b, M)
G = ot.sinkhorn(u, b, M, 1, method='sinkhorn', stopThr=1e-10)
Gl = nx.to_numpy(ot.sinkhorn(ub, bb, M_nx, 1, method='sinkhorn_log', stopThr=1e-10))
@@ -400,9 +391,7 @@ def test_sinkhorn2_variants_multi_b(nx):
M = ot.dist(x, x)
- ub = nx.from_numpy(u)
- bb = nx.from_numpy(b)
- M_nx = nx.from_numpy(M)
+ ub, bb, M_nx = nx.from_numpy(u, b, M)
G = ot.sinkhorn2(u, b, M, 1, method='sinkhorn', stopThr=1e-10)
Gl = nx.to_numpy(ot.sinkhorn2(ub, bb, M_nx, 1, method='sinkhorn_log', stopThr=1e-10))
@@ -483,9 +472,7 @@ def test_barycenter(nx, method, verbose, warn):
alpha = 0.5 # 0<=alpha<=1
weights = np.array([1 - alpha, alpha])
- A_nx = nx.from_numpy(A)
- M_nx = nx.from_numpy(M)
- weights_nx = nx.from_numpy(weights)
+ A_nx, M_nx, weights_nx = nx.from_numpy(A, M, weights)
reg = 1e-2
if nx.__name__ in ("jax", "tf") and method == "sinkhorn_log":
@@ -523,9 +510,7 @@ def test_barycenter_debiased(nx, method, verbose, warn):
alpha = 0.5 # 0<=alpha<=1
weights = np.array([1 - alpha, alpha])
- A_nx = nx.from_numpy(A)
- M_nx = nx.from_numpy(M)
- weights_nx = nx.from_numpy(weights)
+ A_nx, M_nx, weights_nx = nx.from_numpy(A, M, weights)
# wasserstein
reg = 1e-2
@@ -594,9 +579,7 @@ def test_barycenter_stabilization(nx):
alpha = 0.5 # 0<=alpha<=1
weights = np.array([1 - alpha, alpha])
- A_nx = nx.from_numpy(A)
- M_nx = nx.from_numpy(M)
- weights_b = nx.from_numpy(weights)
+ A_nx, M_nx, weights_b = nx.from_numpy(A, M, weights)
# wasserstein
reg = 1e-2
@@ -635,7 +618,7 @@ def test_wasserstein_bary_2d(nx, method):
with pytest.raises(NotImplementedError):
ot.bregman.convolutional_barycenter2d(A_nx, reg, method=method)
else:
- bary_wass_np = ot.bregman.convolutional_barycenter2d(A, reg, method=method)
+ bary_wass_np, log_np = ot.bregman.convolutional_barycenter2d(A, reg, method=method, verbose=True, log=True)
bary_wass = nx.to_numpy(ot.bregman.convolutional_barycenter2d(A_nx, reg, method=method))
np.testing.assert_allclose(1, np.sum(bary_wass), rtol=1e-3)
@@ -667,7 +650,7 @@ def test_wasserstein_bary_2d_debiased(nx, method):
with pytest.raises(NotImplementedError):
ot.bregman.convolutional_barycenter2d_debiased(A_nx, reg, method=method)
else:
- bary_wass_np = ot.bregman.convolutional_barycenter2d_debiased(A, reg, method=method)
+ bary_wass_np, log_np = ot.bregman.convolutional_barycenter2d_debiased(A, reg, method=method, verbose=True, log=True)
bary_wass = nx.to_numpy(ot.bregman.convolutional_barycenter2d_debiased(A_nx, reg, method=method))
np.testing.assert_allclose(1, np.sum(bary_wass), rtol=1e-3)
@@ -697,11 +680,7 @@ def test_unmix(nx):
M0 /= M0.max()
h0 = ot.unif(2)
- ab = nx.from_numpy(a)
- Db = nx.from_numpy(D)
- M_nx = nx.from_numpy(M)
- M0b = nx.from_numpy(M0)
- h0b = nx.from_numpy(h0)
+ ab, Db, M_nx, M0b, h0b = nx.from_numpy(a, D, M, M0, h0)
# wasserstein
reg = 1e-3
@@ -727,12 +706,7 @@ def test_empirical_sinkhorn(nx):
M = ot.dist(X_s, X_t)
M_m = ot.dist(X_s, X_t, metric='euclidean')
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- X_sb = nx.from_numpy(X_s)
- X_tb = nx.from_numpy(X_t)
- M_nx = nx.from_numpy(M, type_as=ab)
- M_mb = nx.from_numpy(M_m, type_as=ab)
+ ab, bb, X_sb, X_tb, M_nx, M_mb = nx.from_numpy(a, b, X_s, X_t, M, M_m)
G_sqe = nx.to_numpy(ot.bregman.empirical_sinkhorn(X_sb, X_tb, 1))
sinkhorn_sqe = nx.to_numpy(ot.sinkhorn(ab, bb, M_nx, 1))
@@ -776,12 +750,7 @@ def test_lazy_empirical_sinkhorn(nx):
M = ot.dist(X_s, X_t)
M_m = ot.dist(X_s, X_t, metric='euclidean')
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- X_sb = nx.from_numpy(X_s)
- X_tb = nx.from_numpy(X_t)
- M_nx = nx.from_numpy(M, type_as=ab)
- M_mb = nx.from_numpy(M_m, type_as=ab)
+ ab, bb, X_sb, X_tb, M_nx, M_mb = nx.from_numpy(a, b, X_s, X_t, M, M_m)
f, g = ot.bregman.empirical_sinkhorn(X_sb, X_tb, 1, numIterMax=numIterMax, isLazy=True, batchSize=(1, 3), verbose=True)
f, g = nx.to_numpy(f), nx.to_numpy(g)
@@ -825,19 +794,13 @@ def test_empirical_sinkhorn_divergence(nx):
a = np.linspace(1, n, n)
a /= a.sum()
b = ot.unif(n)
- X_s = np.reshape(np.arange(n), (n, 1))
- X_t = np.reshape(np.arange(0, n * 2, 2), (n, 1))
+ X_s = np.reshape(np.arange(n, dtype=np.float64), (n, 1))
+ X_t = np.reshape(np.arange(0, n * 2, 2, dtype=np.float64), (n, 1))
M = ot.dist(X_s, X_t)
M_s = ot.dist(X_s, X_s)
M_t = ot.dist(X_t, X_t)
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- X_sb = nx.from_numpy(X_s)
- X_tb = nx.from_numpy(X_t)
- M_nx = nx.from_numpy(M, type_as=ab)
- M_sb = nx.from_numpy(M_s, type_as=ab)
- M_tb = nx.from_numpy(M_t, type_as=ab)
+ ab, bb, X_sb, X_tb, M_nx, M_sb, M_tb = nx.from_numpy(a, b, X_s, X_t, M, M_s, M_t)
emp_sinkhorn_div = nx.to_numpy(ot.bregman.empirical_sinkhorn_divergence(X_sb, X_tb, 1, a=ab, b=bb))
sinkhorn_div = nx.to_numpy(
@@ -872,9 +835,7 @@ def test_stabilized_vs_sinkhorn_multidim(nx):
M /= np.median(M)
epsilon = 0.1
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- M_nx = nx.from_numpy(M, type_as=ab)
+ ab, bb, M_nx = nx.from_numpy(a, b, M)
G_np, _ = ot.bregman.sinkhorn(a, b, M, reg=epsilon, method="sinkhorn", log=True)
G, log = ot.bregman.sinkhorn(ab, bb, M_nx, reg=epsilon,
@@ -936,18 +897,13 @@ def test_screenkhorn(nx):
x = rng.randn(n, 2)
M = ot.dist(x, x)
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- M_nx = nx.from_numpy(M, type_as=ab)
+ ab, bb, M_nx = nx.from_numpy(a, b, M)
- # np sinkhorn
- G_sink_np = ot.sinkhorn(a, b, M, 1e-03)
# sinkhorn
- G_sink = nx.to_numpy(ot.sinkhorn(ab, bb, M_nx, 1e-03))
+ G_sink = nx.to_numpy(ot.sinkhorn(ab, bb, M_nx, 1e-1))
# screenkhorn
- G_screen = nx.to_numpy(ot.bregman.screenkhorn(ab, bb, M_nx, 1e-03, uniform=True, verbose=True))
+ G_screen = nx.to_numpy(ot.bregman.screenkhorn(ab, bb, M_nx, 1e-1, uniform=True, verbose=True))
# check marginals
- np.testing.assert_allclose(G_sink_np, G_sink)
np.testing.assert_allclose(G_sink.sum(0), G_screen.sum(0), atol=1e-02)
np.testing.assert_allclose(G_sink.sum(1), G_screen.sum(1), atol=1e-02)
diff --git a/test/test_da.py b/test/test_da.py
index 9f2bb50..4bf0ab1 100644
--- a/test/test_da.py
+++ b/test/test_da.py
@@ -19,7 +19,32 @@ except ImportError:
nosklearn = True
-def test_sinkhorn_lpl1_transport_class():
+def test_class_jax_tf():
+ backends = []
+ from ot.backend import jax, tf
+ if jax:
+ backends.append(ot.backend.JaxBackend())
+ if tf:
+ backends.append(ot.backend.TensorflowBackend())
+
+ for nx in backends:
+ ns = 150
+ nt = 200
+
+ Xs, ys = make_data_classif('3gauss', ns)
+ Xt, yt = make_data_classif('3gauss2', nt)
+
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
+ otda = ot.da.SinkhornLpl1Transport()
+
+ with pytest.raises(TypeError):
+ otda.fit(Xs=Xs, ys=ys, Xt=Xt)
+
+
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_sinkhorn_lpl1_transport_class(nx):
"""test_sinkhorn_transport
"""
@@ -29,6 +54,8 @@ def test_sinkhorn_lpl1_transport_class():
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
otda = ot.da.SinkhornLpl1Transport()
# test its computed
@@ -44,15 +71,15 @@ def test_sinkhorn_lpl1_transport_class():
mu_s = unif(ns)
mu_t = unif(nt)
assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=0)), mu_t, rtol=1e-3, atol=1e-3)
assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=1)), mu_s, rtol=1e-3, atol=1e-3)
# test transform
transp_Xs = otda.transform(Xs=Xs)
assert_equal(transp_Xs.shape, Xs.shape)
- Xs_new, _ = make_data_classif('3gauss', ns + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -62,7 +89,7 @@ def test_sinkhorn_lpl1_transport_class():
transp_Xt = otda.inverse_transform(Xt=Xt)
assert_equal(transp_Xt.shape, Xt.shape)
- Xt_new, _ = make_data_classif('3gauss2', nt + 1)
+ Xt_new = nx.from_numpy(make_data_classif('3gauss2', nt + 1)[0])
transp_Xt_new = otda.inverse_transform(Xt=Xt_new)
# check that the oos method is working
@@ -85,24 +112,26 @@ def test_sinkhorn_lpl1_transport_class():
# test unsupervised vs semi-supervised mode
otda_unsup = ot.da.SinkhornLpl1Transport()
otda_unsup.fit(Xs=Xs, ys=ys, Xt=Xt)
- n_unsup = np.sum(otda_unsup.cost_)
+ n_unsup = nx.sum(otda_unsup.cost_)
otda_semi = ot.da.SinkhornLpl1Transport()
otda_semi.fit(Xs=Xs, ys=ys, Xt=Xt, yt=yt)
assert_equal(otda_semi.cost_.shape, ((Xs.shape[0], Xt.shape[0])))
- n_semisup = np.sum(otda_semi.cost_)
+ n_semisup = nx.sum(otda_semi.cost_)
# check that the cost matrix norms are indeed different
assert n_unsup != n_semisup, "semisupervised mode not working"
# check that the coupling forbids mass transport between labeled source
# and labeled target samples
- mass_semi = np.sum(
+ mass_semi = nx.sum(
otda_semi.coupling_[otda_semi.cost_ == otda_semi.limit_max])
assert mass_semi == 0, "semisupervised mode not working"
-def test_sinkhorn_l1l2_transport_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_sinkhorn_l1l2_transport_class(nx):
"""test_sinkhorn_transport
"""
@@ -112,6 +141,8 @@ def test_sinkhorn_l1l2_transport_class():
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
otda = ot.da.SinkhornL1l2Transport()
# test its computed
@@ -128,15 +159,15 @@ def test_sinkhorn_l1l2_transport_class():
mu_s = unif(ns)
mu_t = unif(nt)
assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=0)), mu_t, rtol=1e-3, atol=1e-3)
assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=1)), mu_s, rtol=1e-3, atol=1e-3)
# test transform
transp_Xs = otda.transform(Xs=Xs)
assert_equal(transp_Xs.shape, Xs.shape)
- Xs_new, _ = make_data_classif('3gauss', ns + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -156,7 +187,7 @@ def test_sinkhorn_l1l2_transport_class():
assert_equal(transp_ys.shape[0], ys.shape[0])
assert_equal(transp_ys.shape[1], len(np.unique(yt)))
- Xt_new, _ = make_data_classif('3gauss2', nt + 1)
+ Xt_new = nx.from_numpy(make_data_classif('3gauss2', nt + 1)[0])
transp_Xt_new = otda.inverse_transform(Xt=Xt_new)
# check that the oos method is working
@@ -169,22 +200,22 @@ def test_sinkhorn_l1l2_transport_class():
# test unsupervised vs semi-supervised mode
otda_unsup = ot.da.SinkhornL1l2Transport()
otda_unsup.fit(Xs=Xs, ys=ys, Xt=Xt)
- n_unsup = np.sum(otda_unsup.cost_)
+ n_unsup = nx.sum(otda_unsup.cost_)
otda_semi = ot.da.SinkhornL1l2Transport()
otda_semi.fit(Xs=Xs, ys=ys, Xt=Xt, yt=yt)
assert_equal(otda_semi.cost_.shape, ((Xs.shape[0], Xt.shape[0])))
- n_semisup = np.sum(otda_semi.cost_)
+ n_semisup = nx.sum(otda_semi.cost_)
# check that the cost matrix norms are indeed different
assert n_unsup != n_semisup, "semisupervised mode not working"
# check that the coupling forbids mass transport between labeled source
# and labeled target samples
- mass_semi = np.sum(
+ mass_semi = nx.sum(
otda_semi.coupling_[otda_semi.cost_ == otda_semi.limit_max])
mass_semi = otda_semi.coupling_[otda_semi.cost_ == otda_semi.limit_max]
- assert_allclose(mass_semi, np.zeros_like(mass_semi),
+ assert_allclose(nx.to_numpy(mass_semi), np.zeros(list(mass_semi.shape)),
rtol=1e-9, atol=1e-9)
# check everything runs well with log=True
@@ -193,7 +224,9 @@ def test_sinkhorn_l1l2_transport_class():
assert len(otda.log_.keys()) != 0
-def test_sinkhorn_transport_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_sinkhorn_transport_class(nx):
"""test_sinkhorn_transport
"""
@@ -203,6 +236,8 @@ def test_sinkhorn_transport_class():
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
otda = ot.da.SinkhornTransport()
# test its computed
@@ -219,15 +254,15 @@ def test_sinkhorn_transport_class():
mu_s = unif(ns)
mu_t = unif(nt)
assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=0)), mu_t, rtol=1e-3, atol=1e-3)
assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=1)), mu_s, rtol=1e-3, atol=1e-3)
# test transform
transp_Xs = otda.transform(Xs=Xs)
assert_equal(transp_Xs.shape, Xs.shape)
- Xs_new, _ = make_data_classif('3gauss', ns + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -247,7 +282,7 @@ def test_sinkhorn_transport_class():
assert_equal(transp_ys.shape[0], ys.shape[0])
assert_equal(transp_ys.shape[1], len(np.unique(yt)))
- Xt_new, _ = make_data_classif('3gauss2', nt + 1)
+ Xt_new = nx.from_numpy(make_data_classif('3gauss2', nt + 1)[0])
transp_Xt_new = otda.inverse_transform(Xt=Xt_new)
# check that the oos method is working
@@ -260,19 +295,19 @@ def test_sinkhorn_transport_class():
# test unsupervised vs semi-supervised mode
otda_unsup = ot.da.SinkhornTransport()
otda_unsup.fit(Xs=Xs, Xt=Xt)
- n_unsup = np.sum(otda_unsup.cost_)
+ n_unsup = nx.sum(otda_unsup.cost_)
otda_semi = ot.da.SinkhornTransport()
otda_semi.fit(Xs=Xs, ys=ys, Xt=Xt, yt=yt)
assert_equal(otda_semi.cost_.shape, ((Xs.shape[0], Xt.shape[0])))
- n_semisup = np.sum(otda_semi.cost_)
+ n_semisup = nx.sum(otda_semi.cost_)
# check that the cost matrix norms are indeed different
assert n_unsup != n_semisup, "semisupervised mode not working"
# check that the coupling forbids mass transport between labeled source
# and labeled target samples
- mass_semi = np.sum(
+ mass_semi = nx.sum(
otda_semi.coupling_[otda_semi.cost_ == otda_semi.limit_max])
assert mass_semi == 0, "semisupervised mode not working"
@@ -282,7 +317,9 @@ def test_sinkhorn_transport_class():
assert len(otda.log_.keys()) != 0
-def test_unbalanced_sinkhorn_transport_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_unbalanced_sinkhorn_transport_class(nx):
"""test_sinkhorn_transport
"""
@@ -292,6 +329,8 @@ def test_unbalanced_sinkhorn_transport_class():
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
otda = ot.da.UnbalancedSinkhornTransport()
# test its computed
@@ -318,7 +357,7 @@ def test_unbalanced_sinkhorn_transport_class():
assert_equal(transp_ys.shape[0], ys.shape[0])
assert_equal(transp_ys.shape[1], len(np.unique(yt)))
- Xs_new, _ = make_data_classif('3gauss', ns + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -328,7 +367,7 @@ def test_unbalanced_sinkhorn_transport_class():
transp_Xt = otda.inverse_transform(Xt=Xt)
assert_equal(transp_Xt.shape, Xt.shape)
- Xt_new, _ = make_data_classif('3gauss2', nt + 1)
+ Xt_new = nx.from_numpy(make_data_classif('3gauss2', nt + 1)[0])
transp_Xt_new = otda.inverse_transform(Xt=Xt_new)
# check that the oos method is working
@@ -341,12 +380,12 @@ def test_unbalanced_sinkhorn_transport_class():
# test unsupervised vs semi-supervised mode
otda_unsup = ot.da.SinkhornTransport()
otda_unsup.fit(Xs=Xs, Xt=Xt)
- n_unsup = np.sum(otda_unsup.cost_)
+ n_unsup = nx.sum(otda_unsup.cost_)
otda_semi = ot.da.SinkhornTransport()
otda_semi.fit(Xs=Xs, ys=ys, Xt=Xt, yt=yt)
assert_equal(otda_semi.cost_.shape, ((Xs.shape[0], Xt.shape[0])))
- n_semisup = np.sum(otda_semi.cost_)
+ n_semisup = nx.sum(otda_semi.cost_)
# check that the cost matrix norms are indeed different
assert n_unsup != n_semisup, "semisupervised mode not working"
@@ -357,7 +396,9 @@ def test_unbalanced_sinkhorn_transport_class():
assert len(otda.log_.keys()) != 0
-def test_emd_transport_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_emd_transport_class(nx):
"""test_sinkhorn_transport
"""
@@ -367,6 +408,8 @@ def test_emd_transport_class():
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
otda = ot.da.EMDTransport()
# test its computed
@@ -382,15 +425,15 @@ def test_emd_transport_class():
mu_s = unif(ns)
mu_t = unif(nt)
assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=0)), mu_t, rtol=1e-3, atol=1e-3)
assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=1)), mu_s, rtol=1e-3, atol=1e-3)
# test transform
transp_Xs = otda.transform(Xs=Xs)
assert_equal(transp_Xs.shape, Xs.shape)
- Xs_new, _ = make_data_classif('3gauss', ns + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -410,7 +453,7 @@ def test_emd_transport_class():
assert_equal(transp_ys.shape[0], ys.shape[0])
assert_equal(transp_ys.shape[1], len(np.unique(yt)))
- Xt_new, _ = make_data_classif('3gauss2', nt + 1)
+ Xt_new = nx.from_numpy(make_data_classif('3gauss2', nt + 1)[0])
transp_Xt_new = otda.inverse_transform(Xt=Xt_new)
# check that the oos method is working
@@ -423,28 +466,32 @@ def test_emd_transport_class():
# test unsupervised vs semi-supervised mode
otda_unsup = ot.da.EMDTransport()
otda_unsup.fit(Xs=Xs, ys=ys, Xt=Xt)
- n_unsup = np.sum(otda_unsup.cost_)
+ n_unsup = nx.sum(otda_unsup.cost_)
otda_semi = ot.da.EMDTransport()
otda_semi.fit(Xs=Xs, ys=ys, Xt=Xt, yt=yt)
assert_equal(otda_semi.cost_.shape, ((Xs.shape[0], Xt.shape[0])))
- n_semisup = np.sum(otda_semi.cost_)
+ n_semisup = nx.sum(otda_semi.cost_)
# check that the cost matrix norms are indeed different
assert n_unsup != n_semisup, "semisupervised mode not working"
# check that the coupling forbids mass transport between labeled source
# and labeled target samples
- mass_semi = np.sum(
+ mass_semi = nx.sum(
otda_semi.coupling_[otda_semi.cost_ == otda_semi.limit_max])
mass_semi = otda_semi.coupling_[otda_semi.cost_ == otda_semi.limit_max]
# we need to use a small tolerance here, otherwise the test breaks
- assert_allclose(mass_semi, np.zeros_like(mass_semi),
+ assert_allclose(nx.to_numpy(mass_semi), np.zeros(list(mass_semi.shape)),
rtol=1e-2, atol=1e-2)
-def test_mapping_transport_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+@pytest.mark.parametrize("kernel", ["linear", "gaussian"])
+@pytest.mark.parametrize("bias", ["unbiased", "biased"])
+def test_mapping_transport_class(nx, kernel, bias):
"""test_mapping_transport
"""
@@ -455,101 +502,29 @@ def test_mapping_transport_class():
Xt, yt = make_data_classif('3gauss2', nt)
Xs_new, _ = make_data_classif('3gauss', ns + 1)
- ##########################################################################
- # kernel == linear mapping tests
- ##########################################################################
+ Xs, Xt, Xs_new = nx.from_numpy(Xs, Xt, Xs_new)
- # check computation and dimensions if bias == False
- otda = ot.da.MappingTransport(kernel="linear", bias=False)
+ # Mapping tests
+ bias = bias == "biased"
+ otda = ot.da.MappingTransport(kernel=kernel, bias=bias)
otda.fit(Xs=Xs, Xt=Xt)
assert hasattr(otda, "coupling_")
assert hasattr(otda, "mapping_")
assert hasattr(otda, "log_")
assert_equal(otda.coupling_.shape, ((Xs.shape[0], Xt.shape[0])))
- assert_equal(otda.mapping_.shape, ((Xs.shape[1], Xt.shape[1])))
+ S = Xs.shape[0] if kernel == "gaussian" else Xs.shape[1] # if linear
+ if bias:
+ S += 1
+ assert_equal(otda.mapping_.shape, ((S, Xt.shape[1])))
# test margin constraints
mu_s = unif(ns)
mu_t = unif(nt)
assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=0)), mu_t, rtol=1e-3, atol=1e-3)
assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
-
- # test transform
- transp_Xs = otda.transform(Xs=Xs)
- assert_equal(transp_Xs.shape, Xs.shape)
-
- transp_Xs_new = otda.transform(Xs_new)
-
- # check that the oos method is working
- assert_equal(transp_Xs_new.shape, Xs_new.shape)
-
- # check computation and dimensions if bias == True
- otda = ot.da.MappingTransport(kernel="linear", bias=True)
- otda.fit(Xs=Xs, Xt=Xt)
- assert_equal(otda.coupling_.shape, ((Xs.shape[0], Xt.shape[0])))
- assert_equal(otda.mapping_.shape, ((Xs.shape[1] + 1, Xt.shape[1])))
-
- # test margin constraints
- mu_s = unif(ns)
- mu_t = unif(nt)
- assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
- assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
-
- # test transform
- transp_Xs = otda.transform(Xs=Xs)
- assert_equal(transp_Xs.shape, Xs.shape)
-
- transp_Xs_new = otda.transform(Xs_new)
-
- # check that the oos method is working
- assert_equal(transp_Xs_new.shape, Xs_new.shape)
-
- ##########################################################################
- # kernel == gaussian mapping tests
- ##########################################################################
-
- # check computation and dimensions if bias == False
- otda = ot.da.MappingTransport(kernel="gaussian", bias=False)
- otda.fit(Xs=Xs, Xt=Xt)
-
- assert_equal(otda.coupling_.shape, ((Xs.shape[0], Xt.shape[0])))
- assert_equal(otda.mapping_.shape, ((Xs.shape[0], Xt.shape[1])))
-
- # test margin constraints
- mu_s = unif(ns)
- mu_t = unif(nt)
- assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
- assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
-
- # test transform
- transp_Xs = otda.transform(Xs=Xs)
- assert_equal(transp_Xs.shape, Xs.shape)
-
- transp_Xs_new = otda.transform(Xs_new)
-
- # check that the oos method is working
- assert_equal(transp_Xs_new.shape, Xs_new.shape)
-
- # check computation and dimensions if bias == True
- otda = ot.da.MappingTransport(kernel="gaussian", bias=True)
- otda.fit(Xs=Xs, Xt=Xt)
- assert_equal(otda.coupling_.shape, ((Xs.shape[0], Xt.shape[0])))
- assert_equal(otda.mapping_.shape, ((Xs.shape[0] + 1, Xt.shape[1])))
-
- # test margin constraints
- mu_s = unif(ns)
- mu_t = unif(nt)
- assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
- assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=1)), mu_s, rtol=1e-3, atol=1e-3)
# test transform
transp_Xs = otda.transform(Xs=Xs)
@@ -561,29 +536,39 @@ def test_mapping_transport_class():
assert_equal(transp_Xs_new.shape, Xs_new.shape)
# check everything runs well with log=True
- otda = ot.da.MappingTransport(kernel="gaussian", log=True)
+ otda = ot.da.MappingTransport(kernel=kernel, bias=bias, log=True)
otda.fit(Xs=Xs, Xt=Xt)
assert len(otda.log_.keys()) != 0
+
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_mapping_transport_class_specific_seed(nx):
# check that it does not crash when derphi is very close to 0
+ ns = 20
+ nt = 30
np.random.seed(39)
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
otda = ot.da.MappingTransport(kernel="gaussian", bias=False)
- otda.fit(Xs=Xs, Xt=Xt)
+ otda.fit(Xs=nx.from_numpy(Xs), Xt=nx.from_numpy(Xt))
np.random.seed(None)
-def test_linear_mapping():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_linear_mapping(nx):
ns = 150
nt = 200
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
- A, b = ot.da.OT_mapping_linear(Xs, Xt)
+ Xsb, Xtb = nx.from_numpy(Xs, Xt)
- Xst = Xs.dot(A) + b
+ A, b = ot.da.OT_mapping_linear(Xsb, Xtb)
+
+ Xst = nx.to_numpy(nx.dot(Xsb, A) + b)
Ct = np.cov(Xt.T)
Cst = np.cov(Xst.T)
@@ -591,22 +576,26 @@ def test_linear_mapping():
np.testing.assert_allclose(Ct, Cst, rtol=1e-2, atol=1e-2)
-def test_linear_mapping_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_linear_mapping_class(nx):
ns = 150
nt = 200
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xsb, Xtb = nx.from_numpy(Xs, Xt)
+
otmap = ot.da.LinearTransport()
- otmap.fit(Xs=Xs, Xt=Xt)
+ otmap.fit(Xs=Xsb, Xt=Xtb)
assert hasattr(otmap, "A_")
assert hasattr(otmap, "B_")
assert hasattr(otmap, "A1_")
assert hasattr(otmap, "B1_")
- Xst = otmap.transform(Xs=Xs)
+ Xst = nx.to_numpy(otmap.transform(Xs=Xsb))
Ct = np.cov(Xt.T)
Cst = np.cov(Xst.T)
@@ -614,7 +603,9 @@ def test_linear_mapping_class():
np.testing.assert_allclose(Ct, Cst, rtol=1e-2, atol=1e-2)
-def test_jcpot_transport_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_jcpot_transport_class(nx):
"""test_jcpot_transport
"""
@@ -627,6 +618,8 @@ def test_jcpot_transport_class():
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs1, ys1, Xs2, ys2, Xt, yt = nx.from_numpy(Xs1, ys1, Xs2, ys2, Xt, yt)
+
Xs = [Xs1, Xs2]
ys = [ys1, ys2]
@@ -649,19 +642,24 @@ def test_jcpot_transport_class():
for i in range(len(Xs)):
# test margin constraints w.r.t. uniform target weights for each coupling matrix
assert_allclose(
- np.sum(otda.coupling_[i], axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_[i], axis=0)), mu_t, rtol=1e-3, atol=1e-3)
# test margin constraints w.r.t. modified source weights for each source domain
assert_allclose(
- np.dot(otda.log_['D1'][i], np.sum(otda.coupling_[i], axis=1)), otda.proportions_, rtol=1e-3,
- atol=1e-3)
+ nx.to_numpy(
+ nx.dot(otda.log_['D1'][i], nx.sum(otda.coupling_[i], axis=1))
+ ),
+ nx.to_numpy(otda.proportions_),
+ rtol=1e-3,
+ atol=1e-3
+ )
# test transform
transp_Xs = otda.transform(Xs=Xs)
[assert_equal(x.shape, y.shape) for x, y in zip(transp_Xs, Xs)]
- Xs_new, _ = make_data_classif('3gauss', ns1 + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns1 + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -670,15 +668,16 @@ def test_jcpot_transport_class():
# check label propagation
transp_yt = otda.transform_labels(ys)
assert_equal(transp_yt.shape[0], yt.shape[0])
- assert_equal(transp_yt.shape[1], len(np.unique(ys)))
+ assert_equal(transp_yt.shape[1], len(np.unique(nx.to_numpy(*ys))))
# check inverse label propagation
transp_ys = otda.inverse_transform_labels(yt)
- [assert_equal(x.shape[0], y.shape[0]) for x, y in zip(transp_ys, ys)]
- [assert_equal(x.shape[1], len(np.unique(y))) for x, y in zip(transp_ys, ys)]
+ for x, y in zip(transp_ys, ys):
+ assert_equal(x.shape[0], y.shape[0])
+ assert_equal(x.shape[1], len(np.unique(nx.to_numpy(y))))
-def test_jcpot_barycenter():
+def test_jcpot_barycenter(nx):
"""test_jcpot_barycenter
"""
@@ -695,19 +694,23 @@ def test_jcpot_barycenter():
Xs1, ys1 = make_data_classif('2gauss_prop', ns1, nz=sigma, p=ps1)
Xs2, ys2 = make_data_classif('2gauss_prop', ns2, nz=sigma, p=ps2)
- Xt, yt = make_data_classif('2gauss_prop', nt, nz=sigma, p=pt)
+ Xt, _ = make_data_classif('2gauss_prop', nt, nz=sigma, p=pt)
- Xs = [Xs1, Xs2]
- ys = [ys1, ys2]
+ Xs1b, ys1b, Xs2b, ys2b, Xtb = nx.from_numpy(Xs1, ys1, Xs2, ys2, Xt)
- prop = ot.bregman.jcpot_barycenter(Xs, ys, Xt, reg=.5, metric='sqeuclidean',
+ Xsb = [Xs1b, Xs2b]
+ ysb = [ys1b, ys2b]
+
+ prop = ot.bregman.jcpot_barycenter(Xsb, ysb, Xtb, reg=.5, metric='sqeuclidean',
numItermax=10000, stopThr=1e-9, verbose=False, log=False)
- np.testing.assert_allclose(prop, [1 - pt, pt], rtol=1e-3, atol=1e-3)
+ np.testing.assert_allclose(nx.to_numpy(prop), [1 - pt, pt], rtol=1e-3, atol=1e-3)
@pytest.mark.skipif(nosklearn, reason="No sklearn available")
-def test_emd_laplace_class():
+@pytest.skip_backend("jax")
+@pytest.skip_backend("tf")
+def test_emd_laplace_class(nx):
"""test_emd_laplace_transport
"""
ns = 150
@@ -716,6 +719,8 @@ def test_emd_laplace_class():
Xs, ys = make_data_classif('3gauss', ns)
Xt, yt = make_data_classif('3gauss2', nt)
+ Xs, ys, Xt, yt = nx.from_numpy(Xs, ys, Xt, yt)
+
otda = ot.da.EMDLaplaceTransport(reg_lap=0.01, max_iter=1000, tol=1e-9, verbose=False, log=True)
# test its computed
@@ -732,15 +737,15 @@ def test_emd_laplace_class():
mu_t = unif(nt)
assert_allclose(
- np.sum(otda.coupling_, axis=0), mu_t, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=0)), mu_t, rtol=1e-3, atol=1e-3)
assert_allclose(
- np.sum(otda.coupling_, axis=1), mu_s, rtol=1e-3, atol=1e-3)
+ nx.to_numpy(nx.sum(otda.coupling_, axis=1)), mu_s, rtol=1e-3, atol=1e-3)
# test transform
transp_Xs = otda.transform(Xs=Xs)
[assert_equal(x.shape, y.shape) for x, y in zip(transp_Xs, Xs)]
- Xs_new, _ = make_data_classif('3gauss', ns + 1)
+ Xs_new = nx.from_numpy(make_data_classif('3gauss', ns + 1)[0])
transp_Xs_new = otda.transform(Xs_new)
# check that the oos method is working
@@ -750,7 +755,7 @@ def test_emd_laplace_class():
transp_Xt = otda.inverse_transform(Xt=Xt)
assert_equal(transp_Xt.shape, Xt.shape)
- Xt_new, _ = make_data_classif('3gauss2', nt + 1)
+ Xt_new = nx.from_numpy(make_data_classif('3gauss2', nt + 1)[0])
transp_Xt_new = otda.inverse_transform(Xt=Xt_new)
# check that the oos method is working
@@ -763,9 +768,9 @@ def test_emd_laplace_class():
# check label propagation
transp_yt = otda.transform_labels(ys)
assert_equal(transp_yt.shape[0], yt.shape[0])
- assert_equal(transp_yt.shape[1], len(np.unique(ys)))
+ assert_equal(transp_yt.shape[1], len(np.unique(nx.to_numpy(ys))))
# check inverse label propagation
transp_ys = otda.inverse_transform_labels(yt)
assert_equal(transp_ys.shape[0], ys.shape[0])
- assert_equal(transp_ys.shape[1], len(np.unique(yt)))
+ assert_equal(transp_ys.shape[1], len(np.unique(nx.to_numpy(yt))))
diff --git a/test/test_dr.py b/test/test_dr.py
index 741f2ad..6d7fc9a 100644
--- a/test/test_dr.py
+++ b/test/test_dr.py
@@ -61,6 +61,28 @@ def test_wda():
@pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)")
+def test_wda_low_reg():
+
+ n_samples = 100 # nb samples in source and target datasets
+ np.random.seed(0)
+
+ # generate gaussian dataset
+ xs, ys = ot.datasets.make_data_classif('gaussrot', n_samples)
+
+ n_features_noise = 8
+
+ xs = np.hstack((xs, np.random.randn(n_samples, n_features_noise)))
+
+ p = 2
+
+ Pwda, projwda = ot.dr.wda(xs, ys, p, reg=0.01, maxiter=10, sinkhorn_method='sinkhorn_log')
+
+ projwda(xs)
+
+ np.testing.assert_allclose(np.sum(Pwda**2, 0), np.ones(p))
+
+
+@pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)")
def test_wda_normalized():
n_samples = 100 # nb samples in source and target datasets
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))
diff --git a/test/test_gpu.py b/test/test_gpu.py
deleted file mode 100644
index 8e62a74..0000000
--- a/test/test_gpu.py
+++ /dev/null
@@ -1,106 +0,0 @@
-"""Tests for module gpu for gpu acceleration """
-
-# Author: Remi Flamary <remi.flamary@unice.fr>
-#
-# License: MIT License
-
-import numpy as np
-import ot
-import pytest
-
-try: # test if cudamat installed
- import ot.gpu
- nogpu = False
-except ImportError:
- nogpu = True
-
-
-@pytest.mark.skipif(nogpu, reason="No GPU available")
-def test_gpu_old_doctests():
- a = [.5, .5]
- b = [.5, .5]
- M = [[0., 1.], [1., 0.]]
- G = ot.sinkhorn(a, b, M, 1)
- np.testing.assert_allclose(G, np.array([[0.36552929, 0.13447071],
- [0.13447071, 0.36552929]]))
-
-
-@pytest.mark.skipif(nogpu, reason="No GPU available")
-def test_gpu_dist():
-
- rng = np.random.RandomState(0)
-
- for n_samples in [50, 100, 500, 1000]:
- print(n_samples)
- a = rng.rand(n_samples // 4, 100)
- b = rng.rand(n_samples, 100)
-
- M = ot.dist(a.copy(), b.copy())
- M2 = ot.gpu.dist(a.copy(), b.copy())
-
- np.testing.assert_allclose(M, M2, rtol=1e-10)
-
- M2 = ot.gpu.dist(a.copy(), b.copy(), metric='euclidean', to_numpy=False)
-
- # check raise not implemented wrong metric
- with pytest.raises(NotImplementedError):
- M2 = ot.gpu.dist(a.copy(), b.copy(), metric='cityblock', to_numpy=False)
-
-
-@pytest.mark.skipif(nogpu, reason="No GPU available")
-def test_gpu_sinkhorn():
-
- rng = np.random.RandomState(0)
-
- for n_samples in [50, 100, 500, 1000]:
- a = rng.rand(n_samples // 4, 100)
- b = rng.rand(n_samples, 100)
-
- wa = ot.unif(n_samples // 4)
- wb = ot.unif(n_samples)
-
- wb2 = np.random.rand(n_samples, 20)
- wb2 /= wb2.sum(0, keepdims=True)
-
- M = ot.dist(a.copy(), b.copy())
- M2 = ot.gpu.dist(a.copy(), b.copy(), to_numpy=False)
-
- reg = 1
-
- G = ot.sinkhorn(wa, wb, M, reg)
- G1 = ot.gpu.sinkhorn(wa, wb, M, reg)
-
- np.testing.assert_allclose(G1, G, rtol=1e-10)
-
- # run all on gpu
- ot.gpu.sinkhorn(wa, wb, M2, reg, to_numpy=False, log=True)
-
- # run sinkhorn for multiple targets
- ot.gpu.sinkhorn(wa, wb2, M2, reg, to_numpy=False, log=True)
-
-
-@pytest.mark.skipif(nogpu, reason="No GPU available")
-def test_gpu_sinkhorn_lpl1():
-
- rng = np.random.RandomState(0)
-
- for n_samples in [50, 100, 500]:
- print(n_samples)
- a = rng.rand(n_samples // 4, 100)
- labels_a = np.random.randint(10, size=(n_samples // 4))
- b = rng.rand(n_samples, 100)
-
- wa = ot.unif(n_samples // 4)
- wb = ot.unif(n_samples)
-
- M = ot.dist(a.copy(), b.copy())
- M2 = ot.gpu.dist(a.copy(), b.copy(), to_numpy=False)
-
- reg = 1
-
- G = ot.da.sinkhorn_lpl1_mm(wa, labels_a, wb, M, reg)
- G1 = ot.gpu.da.sinkhorn_lpl1_mm(wa, labels_a, wb, M, reg)
-
- np.testing.assert_allclose(G1, G, rtol=1e-10)
-
- ot.gpu.da.sinkhorn_lpl1_mm(wa, labels_a, wb, M2, reg, to_numpy=False, log=True)
diff --git a/test/test_gromov.py b/test/test_gromov.py
index 4b995d5..9c85b92 100644
--- a/test/test_gromov.py
+++ b/test/test_gromov.py
@@ -3,6 +3,7 @@
# Author: Erwan Vautier <erwan.vautier@gmail.com>
# Nicolas Courty <ncourty@irisa.fr>
# Titouan Vayer <titouan.vayer@irisa.fr>
+# CĂ©dric Vincent-Cuaz <cedric.vincent-cuaz@inria.fr>
#
# License: MIT License
@@ -26,6 +27,7 @@ def test_gromov(nx):
p = ot.unif(n_samples)
q = ot.unif(n_samples)
+ G0 = p[:, None] * q[None, :]
C1 = ot.dist(xs, xs)
C2 = ot.dist(xt, xt)
@@ -33,13 +35,10 @@ def test_gromov(nx):
C1 /= C1.max()
C2 /= C2.max()
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
+ C1b, C2b, pb, qb, G0b = nx.from_numpy(C1, C2, p, q, G0)
- G = ot.gromov.gromov_wasserstein(C1, C2, p, q, 'square_loss', verbose=True)
- Gb = nx.to_numpy(ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', verbose=True))
+ G = ot.gromov.gromov_wasserstein(C1, C2, p, q, 'square_loss', G0=G0, verbose=True)
+ Gb = nx.to_numpy(ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', G0=G0b, verbose=True))
# check constraints
np.testing.assert_allclose(G, Gb, atol=1e-06)
@@ -56,9 +55,9 @@ def test_gromov(nx):
gwb, logb = ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', log=True)
gwb = nx.to_numpy(gwb)
- gw_val = ot.gromov.gromov_wasserstein2(C1, C2, p, q, 'kl_loss', log=False)
+ gw_val = ot.gromov.gromov_wasserstein2(C1, C2, p, q, 'kl_loss', G0=G0, log=False)
gw_valb = nx.to_numpy(
- ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', log=False)
+ ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', G0=G0b, log=False)
)
G = log['T']
@@ -91,6 +90,7 @@ def test_gromov_dtype_device(nx):
p = ot.unif(n_samples)
q = ot.unif(n_samples)
+ G0 = p[:, None] * q[None, :]
C1 = ot.dist(xs, xs)
C2 = ot.dist(xt, xt)
@@ -101,13 +101,10 @@ def test_gromov_dtype_device(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- C1b = nx.from_numpy(C1, type_as=tp)
- C2b = nx.from_numpy(C2, type_as=tp)
- pb = nx.from_numpy(p, type_as=tp)
- qb = nx.from_numpy(q, type_as=tp)
+ C1b, C2b, pb, qb, G0b = nx.from_numpy(C1, C2, p, q, G0, type_as=tp)
- Gb = ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', verbose=True)
- gw_valb = ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', log=False)
+ Gb = ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', G0=G0b, verbose=True)
+ gw_valb = ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', G0=G0b, log=False)
nx.assert_same_dtype_device(C1b, Gb)
nx.assert_same_dtype_device(C1b, gw_valb)
@@ -123,6 +120,7 @@ def test_gromov_device_tf():
xt = xs[::-1].copy()
p = ot.unif(n_samples)
q = ot.unif(n_samples)
+ G0 = p[:, None] * q[None, :]
C1 = ot.dist(xs, xs)
C2 = ot.dist(xt, xt)
C1 /= C1.max()
@@ -130,21 +128,15 @@ def test_gromov_device_tf():
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
- Gb = ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', verbose=True)
- gw_valb = ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', log=False)
+ C1b, C2b, pb, qb, G0b = nx.from_numpy(C1, C2, p, q, G0)
+ Gb = ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', G0=G0b, verbose=True)
+ gw_valb = ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', G0=G0b, log=False)
nx.assert_same_dtype_device(C1b, Gb)
nx.assert_same_dtype_device(C1b, gw_valb)
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
+ C1b, C2b, pb, qb, G0b = nx.from_numpy(C1, C2, p, q, G0)
Gb = ot.gromov.gromov_wasserstein(C1b, C2b, pb, qb, 'square_loss', verbose=True)
gw_valb = ot.gromov.gromov_wasserstein2(C1b, C2b, pb, qb, 'kl_loss', log=False)
nx.assert_same_dtype_device(C1b, Gb)
@@ -173,25 +165,30 @@ def test_gromov2_gradients():
if torch:
- p1 = torch.tensor(p, requires_grad=True)
- q1 = torch.tensor(q, requires_grad=True)
- C11 = torch.tensor(C1, requires_grad=True)
- C12 = torch.tensor(C2, requires_grad=True)
+ devices = [torch.device("cpu")]
+ if torch.cuda.is_available():
+ devices.append(torch.device("cuda"))
+ for device in devices:
+ p1 = torch.tensor(p, requires_grad=True, device=device)
+ q1 = torch.tensor(q, requires_grad=True, device=device)
+ C11 = torch.tensor(C1, requires_grad=True, device=device)
+ C12 = torch.tensor(C2, requires_grad=True, device=device)
- val = ot.gromov_wasserstein2(C11, C12, p1, q1)
+ val = ot.gromov_wasserstein2(C11, C12, p1, q1)
- val.backward()
+ val.backward()
- assert q1.shape == q1.grad.shape
- assert p1.shape == p1.grad.shape
- assert C11.shape == C11.grad.shape
- assert C12.shape == C12.grad.shape
+ assert val.device == p1.device
+ assert q1.shape == q1.grad.shape
+ assert p1.shape == p1.grad.shape
+ assert C11.shape == C11.grad.shape
+ assert C12.shape == C12.grad.shape
@pytest.skip_backend("jax", reason="test very slow with jax backend")
@pytest.skip_backend("tf", reason="test very slow with tf backend")
def test_entropic_gromov(nx):
- n_samples = 50 # nb samples
+ n_samples = 10 # nb samples
mu_s = np.array([0, 0])
cov_s = np.array([[1, 0], [0, 1]])
@@ -209,10 +206,7 @@ def test_entropic_gromov(nx):
C1 /= C1.max()
C2 /= C2.max()
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
+ C1b, C2b, pb, qb = nx.from_numpy(C1, C2, p, q)
G = ot.gromov.entropic_gromov_wasserstein(
C1, C2, p, q, 'square_loss', epsilon=5e-4, verbose=True)
@@ -228,9 +222,9 @@ def test_entropic_gromov(nx):
q, Gb.sum(0), atol=1e-04) # cf convergence gromov
gw, log = ot.gromov.entropic_gromov_wasserstein2(
- C1, C2, p, q, 'kl_loss', epsilon=1e-2, log=True)
+ C1, C2, p, q, 'kl_loss', max_iter=10, epsilon=1e-2, log=True)
gwb, logb = ot.gromov.entropic_gromov_wasserstein2(
- C1b, C2b, pb, qb, 'kl_loss', epsilon=1e-2, log=True)
+ C1b, C2b, pb, qb, 'kl_loss', max_iter=10, epsilon=1e-2, log=True)
gwb = nx.to_numpy(gwb)
G = log['T']
@@ -251,7 +245,7 @@ def test_entropic_gromov(nx):
@pytest.skip_backend("tf", reason="test very slow with tf backend")
def test_entropic_gromov_dtype_device(nx):
# setup
- n_samples = 50 # nb samples
+ n_samples = 5 # nb samples
mu_s = np.array([0, 0])
cov_s = np.array([[1, 0], [0, 1]])
@@ -272,10 +266,7 @@ def test_entropic_gromov_dtype_device(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- C1b = nx.from_numpy(C1, type_as=tp)
- C2b = nx.from_numpy(C2, type_as=tp)
- pb = nx.from_numpy(p, type_as=tp)
- qb = nx.from_numpy(q, type_as=tp)
+ C1b, C2b, pb, qb = nx.from_numpy(C1, C2, p, q, type_as=tp)
Gb = ot.gromov.entropic_gromov_wasserstein(
C1b, C2b, pb, qb, 'square_loss', epsilon=5e-4, verbose=True
@@ -289,7 +280,7 @@ def test_entropic_gromov_dtype_device(nx):
def test_pointwise_gromov(nx):
- n_samples = 50 # nb samples
+ n_samples = 5 # nb samples
mu_s = np.array([0, 0])
cov_s = np.array([[1, 0], [0, 1]])
@@ -307,10 +298,7 @@ def test_pointwise_gromov(nx):
C1 /= C1.max()
C2 /= C2.max()
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
+ C1b, C2b, pb, qb = nx.from_numpy(C1, C2, p, q)
def loss(x, y):
return np.abs(x - y)
@@ -343,14 +331,12 @@ def test_pointwise_gromov(nx):
Gb = nx.to_numpy(nx.todense(Gb))
np.testing.assert_allclose(G, Gb, atol=1e-06)
- np.testing.assert_allclose(float(logb['gw_dist_estimated']), 0.10342276348494964, atol=1e-8)
- np.testing.assert_allclose(float(logb['gw_dist_std']), 0.0015952535464736394, atol=1e-8)
@pytest.skip_backend("tf", reason="test very slow with tf backend")
@pytest.skip_backend("jax", reason="test very slow with jax backend")
def test_sampled_gromov(nx):
- n_samples = 50 # nb samples
+ n_samples = 5 # nb samples
mu_s = np.array([0, 0], dtype=np.float64)
cov_s = np.array([[1, 0], [0, 1]], dtype=np.float64)
@@ -368,10 +354,7 @@ def test_sampled_gromov(nx):
C1 /= C1.max()
C2 /= C2.max()
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
+ C1b, C2b, pb, qb = nx.from_numpy(C1, C2, p, q)
def loss(x, y):
return np.abs(x - y)
@@ -380,9 +363,9 @@ def test_sampled_gromov(nx):
return nx.abs(x - y)
G, log = ot.gromov.sampled_gromov_wasserstein(
- C1, C2, p, q, loss, max_iter=100, epsilon=1, log=True, verbose=True, random_state=42)
+ C1, C2, p, q, loss, max_iter=20, nb_samples_grad=2, epsilon=1, log=True, verbose=True, random_state=42)
Gb, logb = ot.gromov.sampled_gromov_wasserstein(
- C1b, C2b, pb, qb, lossb, max_iter=100, epsilon=1, log=True, verbose=True, random_state=42)
+ C1b, C2b, pb, qb, lossb, max_iter=20, nb_samples_grad=2, epsilon=1, log=True, verbose=True, random_state=42)
Gb = nx.to_numpy(Gb)
# check constraints
@@ -392,13 +375,10 @@ def test_sampled_gromov(nx):
np.testing.assert_allclose(
q, Gb.sum(0), atol=1e-04) # cf convergence gromov
- np.testing.assert_allclose(float(logb['gw_dist_estimated']), 0.05679474884977278, atol=1e-08)
- np.testing.assert_allclose(float(logb['gw_dist_std']), 0.0005986592106971995, atol=1e-08)
-
def test_gromov_barycenter(nx):
- ns = 10
- nt = 20
+ ns = 5
+ nt = 8
Xs, ys = ot.datasets.make_data_classif('3gauss', ns, random_state=42)
Xt, yt = ot.datasets.make_data_classif('3gauss2', nt, random_state=42)
@@ -410,19 +390,15 @@ def test_gromov_barycenter(nx):
n_samples = 3
p = ot.unif(n_samples)
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- p1b = nx.from_numpy(p1)
- p2b = nx.from_numpy(p2)
- pb = nx.from_numpy(p)
+ C1b, C2b, p1b, p2b, pb = nx.from_numpy(C1, C2, p1, p2, p)
Cb = ot.gromov.gromov_barycenters(
n_samples, [C1, C2], [p1, p2], p, [.5, .5],
- 'square_loss', max_iter=100, tol=1e-3, verbose=True, random_state=42
+ 'square_loss', max_iter=100, tol=1e-3, verbose=False, random_state=42
)
Cbb = nx.to_numpy(ot.gromov.gromov_barycenters(
n_samples, [C1b, C2b], [p1b, p2b], pb, [.5, .5],
- 'square_loss', max_iter=100, tol=1e-3, verbose=True, random_state=42
+ 'square_loss', max_iter=100, tol=1e-3, verbose=False, random_state=42
))
np.testing.assert_allclose(Cb, Cbb, atol=1e-06)
np.testing.assert_allclose(Cbb.shape, (n_samples, n_samples))
@@ -430,15 +406,15 @@ def test_gromov_barycenter(nx):
# test of gromov_barycenters with `log` on
Cb_, err_ = ot.gromov.gromov_barycenters(
n_samples, [C1, C2], [p1, p2], p, [.5, .5],
- 'square_loss', max_iter=100, tol=1e-3, verbose=True, random_state=42, log=True
+ 'square_loss', max_iter=100, tol=1e-3, verbose=False, random_state=42, log=True
)
Cbb_, errb_ = ot.gromov.gromov_barycenters(
n_samples, [C1b, C2b], [p1b, p2b], pb, [.5, .5],
- 'square_loss', max_iter=100, tol=1e-3, verbose=True, random_state=42, log=True
+ 'square_loss', max_iter=100, tol=1e-3, verbose=False, random_state=42, log=True
)
Cbb_ = nx.to_numpy(Cbb_)
np.testing.assert_allclose(Cb_, Cbb_, atol=1e-06)
- np.testing.assert_array_almost_equal(err_['err'], errb_['err'])
+ np.testing.assert_array_almost_equal(err_['err'], nx.to_numpy(*errb_['err']))
np.testing.assert_allclose(Cbb_.shape, (n_samples, n_samples))
Cb2 = ot.gromov.gromov_barycenters(
@@ -455,22 +431,22 @@ def test_gromov_barycenter(nx):
# test of gromov_barycenters with `log` on
Cb2_, err2_ = ot.gromov.gromov_barycenters(
n_samples, [C1, C2], [p1, p2], p, [.5, .5],
- 'kl_loss', max_iter=100, tol=1e-3, verbose=True, random_state=42, log=True
+ 'kl_loss', max_iter=100, tol=1e-3, verbose=False, random_state=42, log=True
)
Cb2b_, err2b_ = ot.gromov.gromov_barycenters(
n_samples, [C1b, C2b], [p1b, p2b], pb, [.5, .5],
- 'kl_loss', max_iter=100, tol=1e-3, verbose=True, random_state=42, log=True
+ 'kl_loss', max_iter=100, tol=1e-3, verbose=False, random_state=42, log=True
)
Cb2b_ = nx.to_numpy(Cb2b_)
np.testing.assert_allclose(Cb2_, Cb2b_, atol=1e-06)
- np.testing.assert_array_almost_equal(err2_['err'], err2_['err'])
+ np.testing.assert_array_almost_equal(err2_['err'], nx.to_numpy(*err2b_['err']))
np.testing.assert_allclose(Cb2b_.shape, (n_samples, n_samples))
@pytest.mark.filterwarnings("ignore:divide")
def test_gromov_entropic_barycenter(nx):
- ns = 10
- nt = 20
+ ns = 5
+ nt = 10
Xs, ys = ot.datasets.make_data_classif('3gauss', ns, random_state=42)
Xt, yt = ot.datasets.make_data_classif('3gauss2', nt, random_state=42)
@@ -482,11 +458,7 @@ def test_gromov_entropic_barycenter(nx):
n_samples = 2
p = ot.unif(n_samples)
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- p1b = nx.from_numpy(p1)
- p2b = nx.from_numpy(p2)
- pb = nx.from_numpy(p)
+ C1b, C2b, p1b, p2b, pb = nx.from_numpy(C1, C2, p1, p2, p)
Cb = ot.gromov.entropic_gromov_barycenters(
n_samples, [C1, C2], [p1, p2], p, [.5, .5],
@@ -510,7 +482,7 @@ def test_gromov_entropic_barycenter(nx):
)
Cbb_ = nx.to_numpy(Cbb_)
np.testing.assert_allclose(Cb_, Cbb_, atol=1e-06)
- np.testing.assert_array_almost_equal(err_['err'], errb_['err'])
+ np.testing.assert_array_almost_equal(err_['err'], nx.to_numpy(*errb_['err']))
np.testing.assert_allclose(Cbb_.shape, (n_samples, n_samples))
Cb2 = ot.gromov.entropic_gromov_barycenters(
@@ -535,12 +507,12 @@ def test_gromov_entropic_barycenter(nx):
)
Cb2b_ = nx.to_numpy(Cb2b_)
np.testing.assert_allclose(Cb2_, Cb2b_, atol=1e-06)
- np.testing.assert_array_almost_equal(err2_['err'], err2_['err'])
+ np.testing.assert_array_almost_equal(err2_['err'], nx.to_numpy(*err2b_['err']))
np.testing.assert_allclose(Cb2b_.shape, (n_samples, n_samples))
def test_fgw(nx):
- n_samples = 50 # nb samples
+ n_samples = 20 # nb samples
mu_s = np.array([0, 0])
cov_s = np.array([[1, 0], [0, 1]])
@@ -554,6 +526,7 @@ def test_fgw(nx):
p = ot.unif(n_samples)
q = ot.unif(n_samples)
+ G0 = p[:, None] * q[None, :]
C1 = ot.dist(xs, xs)
C2 = ot.dist(xt, xt)
@@ -564,14 +537,10 @@ def test_fgw(nx):
M = ot.dist(ys, yt)
M /= M.max()
- Mb = nx.from_numpy(M)
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- pb = nx.from_numpy(p)
- qb = nx.from_numpy(q)
+ Mb, C1b, C2b, pb, qb, G0b = nx.from_numpy(M, C1, C2, p, q, G0)
- G, log = ot.gromov.fused_gromov_wasserstein(M, C1, C2, p, q, 'square_loss', alpha=0.5, log=True)
- Gb, logb = ot.gromov.fused_gromov_wasserstein(Mb, C1b, C2b, pb, qb, 'square_loss', alpha=0.5, log=True)
+ G, log = ot.gromov.fused_gromov_wasserstein(M, C1, C2, p, q, 'square_loss', alpha=0.5, G0=G0, log=True)
+ Gb, logb = ot.gromov.fused_gromov_wasserstein(Mb, C1b, C2b, pb, qb, 'square_loss', alpha=0.5, G0=G0b, log=True)
Gb = nx.to_numpy(Gb)
# check constraints
@@ -586,8 +555,8 @@ def test_fgw(nx):
np.testing.assert_allclose(
Gb, np.flipud(Id), atol=1e-04) # cf convergence gromov
- fgw, log = ot.gromov.fused_gromov_wasserstein2(M, C1, C2, p, q, 'square_loss', alpha=0.5, log=True)
- fgwb, logb = ot.gromov.fused_gromov_wasserstein2(Mb, C1b, C2b, pb, qb, 'square_loss', alpha=0.5, log=True)
+ fgw, log = ot.gromov.fused_gromov_wasserstein2(M, C1, C2, p, q, 'square_loss', G0=None, alpha=0.5, log=True)
+ fgwb, logb = ot.gromov.fused_gromov_wasserstein2(Mb, C1b, C2b, pb, qb, 'square_loss', G0=G0b, alpha=0.5, log=True)
fgwb = nx.to_numpy(fgwb)
G = log['T']
@@ -605,7 +574,7 @@ def test_fgw(nx):
def test_fgw2_gradients():
- n_samples = 50 # nb samples
+ n_samples = 20 # nb samples
mu_s = np.array([0, 0])
cov_s = np.array([[1, 0], [0, 1]])
@@ -626,28 +595,33 @@ def test_fgw2_gradients():
if torch:
- p1 = torch.tensor(p, requires_grad=True)
- q1 = torch.tensor(q, requires_grad=True)
- C11 = torch.tensor(C1, requires_grad=True)
- C12 = torch.tensor(C2, requires_grad=True)
- M1 = torch.tensor(M, requires_grad=True)
+ devices = [torch.device("cpu")]
+ if torch.cuda.is_available():
+ devices.append(torch.device("cuda"))
+ for device in devices:
+ p1 = torch.tensor(p, requires_grad=True, device=device)
+ q1 = torch.tensor(q, requires_grad=True, device=device)
+ C11 = torch.tensor(C1, requires_grad=True, device=device)
+ C12 = torch.tensor(C2, requires_grad=True, device=device)
+ M1 = torch.tensor(M, requires_grad=True, device=device)
- val = ot.fused_gromov_wasserstein2(M1, C11, C12, p1, q1)
+ val = ot.fused_gromov_wasserstein2(M1, C11, C12, p1, q1)
- val.backward()
+ val.backward()
- assert q1.shape == q1.grad.shape
- assert p1.shape == p1.grad.shape
- assert C11.shape == C11.grad.shape
- assert C12.shape == C12.grad.shape
- assert M1.shape == M1.grad.shape
+ assert val.device == p1.device
+ assert q1.shape == q1.grad.shape
+ assert p1.shape == p1.grad.shape
+ assert C11.shape == C11.grad.shape
+ assert C12.shape == C12.grad.shape
+ assert M1.shape == M1.grad.shape
def test_fgw_barycenter(nx):
np.random.seed(42)
- ns = 50
- nt = 60
+ ns = 10
+ nt = 20
Xs, ys = ot.datasets.make_data_classif('3gauss', ns, random_state=42)
Xt, yt = ot.datasets.make_data_classif('3gauss2', nt, random_state=42)
@@ -661,13 +635,7 @@ def test_fgw_barycenter(nx):
n_samples = 3
p = ot.unif(n_samples)
- ysb = nx.from_numpy(ys)
- ytb = nx.from_numpy(yt)
- C1b = nx.from_numpy(C1)
- C2b = nx.from_numpy(C2)
- p1b = nx.from_numpy(p1)
- p2b = nx.from_numpy(p2)
- pb = nx.from_numpy(p)
+ ysb, ytb, C1b, C2b, p1b, p2b, pb = nx.from_numpy(ys, yt, C1, C2, p1, p2, p)
Xb, Cb = ot.gromov.fgw_barycenters(
n_samples, [ysb, ytb], [C1b, C2b], [p1b, p2b], [.5, .5], 0.5, fixed_structure=False,
@@ -698,3 +666,523 @@ def test_fgw_barycenter(nx):
Xb, Cb = nx.to_numpy(Xb), nx.to_numpy(Cb)
np.testing.assert_allclose(Cb.shape, (n_samples, n_samples))
np.testing.assert_allclose(Xb.shape, (n_samples, ys.shape[1]))
+
+
+def test_gromov_wasserstein_linear_unmixing(nx):
+ n = 4
+
+ X1, y1 = ot.datasets.make_data_classif('3gauss', n, random_state=42)
+ X2, y2 = ot.datasets.make_data_classif('3gauss2', n, random_state=42)
+
+ C1 = ot.dist(X1)
+ C2 = ot.dist(X2)
+ Cdict = np.stack([C1, C2])
+ p = ot.unif(n)
+
+ C1b, C2b, Cdictb, pb = nx.from_numpy(C1, C2, Cdict, p)
+
+ tol = 10**(-5)
+ # Tests without regularization
+ reg = 0.
+ unmixing1, C1_emb, OT, reconstruction1 = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C1, Cdict, reg=reg, p=p, q=p,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ unmixing1b, C1b_emb, OTb, reconstruction1b = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C1b, Cdictb, reg=reg, p=None, q=None,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ unmixing2, C2_emb, OT, reconstruction2 = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C2, Cdict, reg=reg, p=None, q=None,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ unmixing2b, C2b_emb, OTb, reconstruction2b = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C2b, Cdictb, reg=reg, p=pb, q=pb,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ np.testing.assert_allclose(unmixing1, nx.to_numpy(unmixing1b), atol=5e-06)
+ np.testing.assert_allclose(unmixing1, [1., 0.], atol=5e-01)
+ np.testing.assert_allclose(unmixing2, nx.to_numpy(unmixing2b), atol=5e-06)
+ np.testing.assert_allclose(unmixing2, [0., 1.], atol=5e-01)
+ np.testing.assert_allclose(C1_emb, nx.to_numpy(C1b_emb), atol=1e-06)
+ np.testing.assert_allclose(C2_emb, nx.to_numpy(C2b_emb), atol=1e-06)
+ np.testing.assert_allclose(reconstruction1, nx.to_numpy(reconstruction1b), atol=1e-06)
+ np.testing.assert_allclose(reconstruction2, nx.to_numpy(reconstruction2b), atol=1e-06)
+ np.testing.assert_allclose(C1b_emb.shape, (n, n))
+ np.testing.assert_allclose(C2b_emb.shape, (n, n))
+
+ # Tests with regularization
+
+ reg = 0.001
+ unmixing1, C1_emb, OT, reconstruction1 = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C1, Cdict, reg=reg, p=p, q=p,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ unmixing1b, C1b_emb, OTb, reconstruction1b = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C1b, Cdictb, reg=reg, p=None, q=None,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ unmixing2, C2_emb, OT, reconstruction2 = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C2, Cdict, reg=reg, p=None, q=None,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ unmixing2b, C2b_emb, OTb, reconstruction2b = ot.gromov.gromov_wasserstein_linear_unmixing(
+ C2b, Cdictb, reg=reg, p=pb, q=pb,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=20, max_iter_inner=200
+ )
+
+ np.testing.assert_allclose(unmixing1, nx.to_numpy(unmixing1b), atol=1e-06)
+ np.testing.assert_allclose(unmixing1, [1., 0.], atol=1e-01)
+ np.testing.assert_allclose(unmixing2, nx.to_numpy(unmixing2b), atol=1e-06)
+ np.testing.assert_allclose(unmixing2, [0., 1.], atol=1e-01)
+ np.testing.assert_allclose(C1_emb, nx.to_numpy(C1b_emb), atol=1e-06)
+ np.testing.assert_allclose(C2_emb, nx.to_numpy(C2b_emb), atol=1e-06)
+ np.testing.assert_allclose(reconstruction1, nx.to_numpy(reconstruction1b), atol=1e-06)
+ np.testing.assert_allclose(reconstruction2, nx.to_numpy(reconstruction2b), atol=1e-06)
+ np.testing.assert_allclose(C1b_emb.shape, (n, n))
+ np.testing.assert_allclose(C2b_emb.shape, (n, n))
+
+
+def test_gromov_wasserstein_dictionary_learning(nx):
+
+ # create dataset composed from 2 structures which are repeated 5 times
+ shape = 4
+ n_samples = 2
+ n_atoms = 2
+ projection = 'nonnegative_symmetric'
+ X1, y1 = ot.datasets.make_data_classif('3gauss', shape, random_state=42)
+ X2, y2 = ot.datasets.make_data_classif('3gauss2', shape, random_state=42)
+ C1 = ot.dist(X1)
+ C2 = ot.dist(X2)
+ Cs = [C1.copy() for _ in range(n_samples // 2)] + [C2.copy() for _ in range(n_samples // 2)]
+ ps = [ot.unif(shape) for _ in range(n_samples)]
+ q = ot.unif(shape)
+
+ # Provide initialization for the graph dictionary of shape (n_atoms, shape, shape)
+ # following the same procedure than implemented in gromov_wasserstein_dictionary_learning.
+ dataset_means = [C.mean() for C in Cs]
+ np.random.seed(0)
+ Cdict_init = np.random.normal(loc=np.mean(dataset_means), scale=np.std(dataset_means), size=(n_atoms, shape, shape))
+
+ if projection == 'nonnegative_symmetric':
+ Cdict_init = 0.5 * (Cdict_init + Cdict_init.transpose((0, 2, 1)))
+ Cdict_init[Cdict_init < 0.] = 0.
+
+ Csb = nx.from_numpy(*Cs)
+ psb = nx.from_numpy(*ps)
+ qb, Cdict_initb = nx.from_numpy(q, Cdict_init)
+
+ # Test: compare reconstruction error using initial dictionary and dictionary learned using this initialization
+ # > Compute initial reconstruction of samples on this random dictionary without backend
+ use_adam_optimizer = True
+ verbose = False
+ tol = 10**(-5)
+ epochs = 1
+
+ initial_total_reconstruction = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Cs[i], Cdict_init, p=ps[i], q=q, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ initial_total_reconstruction += reconstruction
+
+ # > Learn the dictionary using this init
+ Cdict, log = ot.gromov.gromov_wasserstein_dictionary_learning(
+ Cs, D=n_atoms, nt=shape, ps=ps, q=q, Cdict_init=Cdict_init,
+ epochs=epochs, batch_size=2 * n_samples, learning_rate=1., reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary without backend
+ total_reconstruction = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Cs[i], Cdict, p=None, q=None, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction += reconstruction
+
+ np.testing.assert_array_less(total_reconstruction, initial_total_reconstruction)
+
+ # Test: Perform same experiments after going through backend
+
+ Cdictb, log = ot.gromov.gromov_wasserstein_dictionary_learning(
+ Csb, D=n_atoms, nt=shape, ps=None, q=None, Cdict_init=Cdict_initb,
+ epochs=epochs, batch_size=n_samples, learning_rate=1., reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # Compute reconstruction of samples on learned dictionary
+ total_reconstruction_b = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Csb[i], Cdictb, p=psb[i], q=qb, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_b += reconstruction
+
+ total_reconstruction_b = nx.to_numpy(total_reconstruction_b)
+ np.testing.assert_array_less(total_reconstruction_b, initial_total_reconstruction)
+ np.testing.assert_allclose(total_reconstruction_b, total_reconstruction, atol=1e-05)
+ np.testing.assert_allclose(total_reconstruction_b, total_reconstruction, atol=1e-05)
+ np.testing.assert_allclose(Cdict, nx.to_numpy(Cdictb), atol=1e-03)
+
+ # Test: Perform same comparison without providing the initial dictionary being an optional input
+ # knowing than the initialization scheme is the same than implemented to set the benchmarked initialization.
+ np.random.seed(0)
+ Cdict_bis, log = ot.gromov.gromov_wasserstein_dictionary_learning(
+ Cs, D=n_atoms, nt=shape, ps=None, q=None, Cdict_init=None,
+ epochs=epochs, batch_size=n_samples, learning_rate=1., reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_bis = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Cs[i], Cdict_bis, p=ps[i], q=q, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_bis += reconstruction
+
+ np.testing.assert_allclose(total_reconstruction_bis, total_reconstruction, atol=1e-05)
+
+ # Test: Same after going through backend
+ np.random.seed(0)
+ Cdictb_bis, log = ot.gromov.gromov_wasserstein_dictionary_learning(
+ Csb, D=n_atoms, nt=shape, ps=psb, q=qb, Cdict_init=None,
+ epochs=epochs, batch_size=n_samples, learning_rate=1., reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_b_bis = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Csb[i], Cdictb_bis, p=None, q=None, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_b_bis += reconstruction
+
+ total_reconstruction_b_bis = nx.to_numpy(total_reconstruction_b_bis)
+ np.testing.assert_allclose(total_reconstruction_b_bis, total_reconstruction_b, atol=1e-05)
+ np.testing.assert_allclose(Cdict_bis, nx.to_numpy(Cdictb_bis), atol=1e-03)
+
+ # Test: Perform same comparison without providing the initial dictionary being an optional input
+ # and testing other optimization settings untested until now.
+ # We pass previously estimated dictionaries to speed up the process.
+ use_adam_optimizer = False
+ verbose = True
+ use_log = True
+
+ np.random.seed(0)
+ Cdict_bis2, log = ot.gromov.gromov_wasserstein_dictionary_learning(
+ Cs, D=n_atoms, nt=shape, ps=ps, q=q, Cdict_init=Cdict,
+ epochs=epochs, batch_size=n_samples, learning_rate=10., reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=use_log, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_bis2 = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Cs[i], Cdict_bis2, p=ps[i], q=q, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_bis2 += reconstruction
+
+ np.testing.assert_array_less(total_reconstruction_bis2, total_reconstruction)
+
+ # Test: Same after going through backend
+ np.random.seed(0)
+ Cdictb_bis2, log = ot.gromov.gromov_wasserstein_dictionary_learning(
+ Csb, D=n_atoms, nt=shape, ps=psb, q=qb, Cdict_init=Cdictb,
+ epochs=epochs, batch_size=n_samples, learning_rate=10., reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=use_log, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_b_bis2 = 0
+ for i in range(n_samples):
+ _, _, _, reconstruction = ot.gromov.gromov_wasserstein_linear_unmixing(
+ Csb[i], Cdictb_bis2, p=psb[i], q=qb, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_b_bis2 += reconstruction
+
+ total_reconstruction_b_bis2 = nx.to_numpy(total_reconstruction_b_bis2)
+ np.testing.assert_allclose(total_reconstruction_b_bis2, total_reconstruction_bis2, atol=1e-05)
+
+
+def test_fused_gromov_wasserstein_linear_unmixing(nx):
+
+ n = 4
+ X1, y1 = ot.datasets.make_data_classif('3gauss', n, random_state=42)
+ X2, y2 = ot.datasets.make_data_classif('3gauss2', n, random_state=42)
+ F, y = ot.datasets.make_data_classif('3gauss', n, random_state=42)
+
+ C1 = ot.dist(X1)
+ C2 = ot.dist(X2)
+ Cdict = np.stack([C1, C2])
+ Ydict = np.stack([F, F])
+ p = ot.unif(n)
+
+ C1b, C2b, Fb, Cdictb, Ydictb, pb = nx.from_numpy(C1, C2, F, Cdict, Ydict, p)
+
+ # Tests without regularization
+ reg = 0.
+
+ unmixing1, C1_emb, Y1_emb, OT, reconstruction1 = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C1, F, Cdict, Ydict, p=p, q=p, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ unmixing1b, C1b_emb, Y1b_emb, OTb, reconstruction1b = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C1b, Fb, Cdictb, Ydictb, p=None, q=None, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ unmixing2, C2_emb, Y2_emb, OT, reconstruction2 = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C2, F, Cdict, Ydict, p=None, q=None, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ unmixing2b, C2b_emb, Y2b_emb, OTb, reconstruction2b = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C2b, Fb, Cdictb, Ydictb, p=pb, q=pb, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ np.testing.assert_allclose(unmixing1, nx.to_numpy(unmixing1b), atol=4e-06)
+ np.testing.assert_allclose(unmixing1, [1., 0.], atol=4e-01)
+ np.testing.assert_allclose(unmixing2, nx.to_numpy(unmixing2b), atol=4e-06)
+ np.testing.assert_allclose(unmixing2, [0., 1.], atol=4e-01)
+ np.testing.assert_allclose(C1_emb, nx.to_numpy(C1b_emb), atol=1e-03)
+ np.testing.assert_allclose(C2_emb, nx.to_numpy(C2b_emb), atol=1e-03)
+ np.testing.assert_allclose(Y1_emb, nx.to_numpy(Y1b_emb), atol=1e-03)
+ np.testing.assert_allclose(Y2_emb, nx.to_numpy(Y2b_emb), atol=1e-03)
+ np.testing.assert_allclose(reconstruction1, nx.to_numpy(reconstruction1b), atol=1e-06)
+ np.testing.assert_allclose(reconstruction2, nx.to_numpy(reconstruction2b), atol=1e-06)
+ np.testing.assert_allclose(C1b_emb.shape, (n, n))
+ np.testing.assert_allclose(C2b_emb.shape, (n, n))
+
+ # Tests with regularization
+ reg = 0.001
+
+ unmixing1, C1_emb, Y1_emb, OT, reconstruction1 = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C1, F, Cdict, Ydict, p=p, q=p, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ unmixing1b, C1b_emb, Y1b_emb, OTb, reconstruction1b = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C1b, Fb, Cdictb, Ydictb, p=None, q=None, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ unmixing2, C2_emb, Y2_emb, OT, reconstruction2 = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C2, F, Cdict, Ydict, p=None, q=None, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ unmixing2b, C2b_emb, Y2b_emb, OTb, reconstruction2b = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ C2b, Fb, Cdictb, Ydictb, p=pb, q=pb, alpha=0.5, reg=reg,
+ tol_outer=10**(-6), tol_inner=10**(-6), max_iter_outer=10, max_iter_inner=50
+ )
+
+ np.testing.assert_allclose(unmixing1, nx.to_numpy(unmixing1b), atol=1e-06)
+ np.testing.assert_allclose(unmixing1, [1., 0.], atol=1e-01)
+ np.testing.assert_allclose(unmixing2, nx.to_numpy(unmixing2b), atol=1e-06)
+ np.testing.assert_allclose(unmixing2, [0., 1.], atol=1e-01)
+ np.testing.assert_allclose(C1_emb, nx.to_numpy(C1b_emb), atol=1e-03)
+ np.testing.assert_allclose(C2_emb, nx.to_numpy(C2b_emb), atol=1e-03)
+ np.testing.assert_allclose(Y1_emb, nx.to_numpy(Y1b_emb), atol=1e-03)
+ np.testing.assert_allclose(Y2_emb, nx.to_numpy(Y2b_emb), atol=1e-03)
+ np.testing.assert_allclose(reconstruction1, nx.to_numpy(reconstruction1b), atol=1e-06)
+ np.testing.assert_allclose(reconstruction2, nx.to_numpy(reconstruction2b), atol=1e-06)
+ np.testing.assert_allclose(C1b_emb.shape, (n, n))
+ np.testing.assert_allclose(C2b_emb.shape, (n, n))
+
+
+def test_fused_gromov_wasserstein_dictionary_learning(nx):
+
+ # create dataset composed from 2 structures which are repeated 5 times
+ shape = 4
+ n_samples = 2
+ n_atoms = 2
+ projection = 'nonnegative_symmetric'
+ X1, y1 = ot.datasets.make_data_classif('3gauss', shape, random_state=42)
+ X2, y2 = ot.datasets.make_data_classif('3gauss2', shape, random_state=42)
+ F, y = ot.datasets.make_data_classif('3gauss', shape, random_state=42)
+
+ C1 = ot.dist(X1)
+ C2 = ot.dist(X2)
+ Cs = [C1.copy() for _ in range(n_samples // 2)] + [C2.copy() for _ in range(n_samples // 2)]
+ Ys = [F.copy() for _ in range(n_samples)]
+ ps = [ot.unif(shape) for _ in range(n_samples)]
+ q = ot.unif(shape)
+
+ # Provide initialization for the graph dictionary of shape (n_atoms, shape, shape)
+ # following the same procedure than implemented in gromov_wasserstein_dictionary_learning.
+ dataset_structure_means = [C.mean() for C in Cs]
+ np.random.seed(0)
+ Cdict_init = np.random.normal(loc=np.mean(dataset_structure_means), scale=np.std(dataset_structure_means), size=(n_atoms, shape, shape))
+ if projection == 'nonnegative_symmetric':
+ Cdict_init = 0.5 * (Cdict_init + Cdict_init.transpose((0, 2, 1)))
+ Cdict_init[Cdict_init < 0.] = 0.
+ dataset_feature_means = np.stack([Y.mean(axis=0) for Y in Ys])
+ Ydict_init = np.random.normal(loc=dataset_feature_means.mean(axis=0), scale=dataset_feature_means.std(axis=0), size=(n_atoms, shape, 2))
+
+ Csb = nx.from_numpy(*Cs)
+ Ysb = nx.from_numpy(*Ys)
+ psb = nx.from_numpy(*ps)
+ qb, Cdict_initb, Ydict_initb = nx.from_numpy(q, Cdict_init, Ydict_init)
+
+ # Test: Compute initial reconstruction of samples on this random dictionary
+ alpha = 0.5
+ use_adam_optimizer = True
+ verbose = False
+ tol = 1e-05
+ epochs = 1
+
+ initial_total_reconstruction = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Cs[i], Ys[i], Cdict_init, Ydict_init, p=ps[i], q=q,
+ alpha=alpha, reg=0., tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ initial_total_reconstruction += reconstruction
+
+ # > Learn a dictionary using this given initialization and check that the reconstruction loss
+ # on the learned dictionary is lower than the one using its initialization.
+ Cdict, Ydict, log = ot.gromov.fused_gromov_wasserstein_dictionary_learning(
+ Cs, Ys, D=n_atoms, nt=shape, ps=ps, q=q, Cdict_init=Cdict_init, Ydict_init=Ydict_init,
+ epochs=epochs, batch_size=n_samples, learning_rate_C=1., learning_rate_Y=1., alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Cs[i], Ys[i], Cdict, Ydict, p=None, q=None, alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction += reconstruction
+ # Compare both
+ np.testing.assert_array_less(total_reconstruction, initial_total_reconstruction)
+
+ # Test: Perform same experiments after going through backend
+
+ Cdictb, Ydictb, log = ot.gromov.fused_gromov_wasserstein_dictionary_learning(
+ Csb, Ysb, D=n_atoms, nt=shape, ps=None, q=None, Cdict_init=Cdict_initb, Ydict_init=Ydict_initb,
+ epochs=epochs, batch_size=2 * n_samples, learning_rate_C=1., learning_rate_Y=1., alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_b = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Csb[i], Ysb[i], Cdictb, Ydictb, p=psb[i], q=qb, alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_b += reconstruction
+
+ total_reconstruction_b = nx.to_numpy(total_reconstruction_b)
+ np.testing.assert_array_less(total_reconstruction_b, initial_total_reconstruction)
+ np.testing.assert_allclose(total_reconstruction_b, total_reconstruction, atol=1e-05)
+ np.testing.assert_allclose(Cdict, nx.to_numpy(Cdictb), atol=1e-03)
+ np.testing.assert_allclose(Ydict, nx.to_numpy(Ydictb), atol=1e-03)
+
+ # Test: Perform similar experiment without providing the initial dictionary being an optional input
+ np.random.seed(0)
+ Cdict_bis, Ydict_bis, log = ot.gromov.fused_gromov_wasserstein_dictionary_learning(
+ Cs, Ys, D=n_atoms, nt=shape, ps=None, q=None, Cdict_init=None, Ydict_init=None,
+ epochs=epochs, batch_size=n_samples, learning_rate_C=1., learning_rate_Y=1., alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_bis = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Cs[i], Ys[i], Cdict_bis, Ydict_bis, p=ps[i], q=q, alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_bis += reconstruction
+
+ np.testing.assert_allclose(total_reconstruction_bis, total_reconstruction, atol=1e-05)
+
+ # > Same after going through backend
+ np.random.seed(0)
+ Cdictb_bis, Ydictb_bis, log = ot.gromov.fused_gromov_wasserstein_dictionary_learning(
+ Csb, Ysb, D=n_atoms, nt=shape, ps=None, q=None, Cdict_init=None, Ydict_init=None,
+ epochs=epochs, batch_size=n_samples, learning_rate_C=1., learning_rate_Y=1., alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=False, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_b_bis = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Csb[i], Ysb[i], Cdictb_bis, Ydictb_bis, p=psb[i], q=qb, alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_b_bis += reconstruction
+
+ total_reconstruction_b_bis = nx.to_numpy(total_reconstruction_b_bis)
+ np.testing.assert_allclose(total_reconstruction_b_bis, total_reconstruction_b, atol=1e-05)
+
+ # Test: without using adam optimizer, with log and verbose set to True
+ use_adam_optimizer = False
+ verbose = True
+ use_log = True
+
+ # > Experiment providing previously estimated dictionary to speed up the test compared to providing initial random init.
+ np.random.seed(0)
+ Cdict_bis2, Ydict_bis2, log = ot.gromov.fused_gromov_wasserstein_dictionary_learning(
+ Cs, Ys, D=n_atoms, nt=shape, ps=ps, q=q, Cdict_init=Cdict, Ydict_init=Ydict,
+ epochs=epochs, batch_size=n_samples, learning_rate_C=10., learning_rate_Y=10., alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=use_log, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_bis2 = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Cs[i], Ys[i], Cdict_bis2, Ydict_bis2, p=ps[i], q=q, alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_bis2 += reconstruction
+
+ np.testing.assert_array_less(total_reconstruction_bis2, total_reconstruction)
+
+ # > Same after going through backend
+ np.random.seed(0)
+ Cdictb_bis2, Ydictb_bis2, log = ot.gromov.fused_gromov_wasserstein_dictionary_learning(
+ Csb, Ysb, D=n_atoms, nt=shape, ps=None, q=None, Cdict_init=Cdictb, Ydict_init=Ydictb,
+ epochs=epochs, batch_size=n_samples, learning_rate_C=10., learning_rate_Y=10., alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50,
+ projection=projection, use_log=use_log, use_adam_optimizer=use_adam_optimizer, verbose=verbose
+ )
+
+ # > Compute reconstruction of samples on learned dictionary
+ total_reconstruction_b_bis2 = 0
+ for i in range(n_samples):
+ _, _, _, _, reconstruction = ot.gromov.fused_gromov_wasserstein_linear_unmixing(
+ Csb[i], Ysb[i], Cdictb_bis2, Ydictb_bis2, p=None, q=None, alpha=alpha, reg=0.,
+ tol_outer=tol, tol_inner=tol, max_iter_outer=10, max_iter_inner=50
+ )
+ total_reconstruction_b_bis2 += reconstruction
+
+ # > Compare results with/without backend
+ total_reconstruction_b_bis2 = nx.to_numpy(total_reconstruction_b_bis2)
+ np.testing.assert_allclose(total_reconstruction_bis2, total_reconstruction_b_bis2, atol=1e-05)
diff --git a/test/test_optim.py b/test/test_optim.py
index 41f9cbe..67e9d13 100644
--- a/test/test_optim.py
+++ b/test/test_optim.py
@@ -32,9 +32,7 @@ def test_conditional_gradient(nx):
def fb(G):
return 0.5 * nx.sum(G ** 2)
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- Mb = nx.from_numpy(M, type_as=ab)
+ ab, bb, Mb = nx.from_numpy(a, b, M)
reg = 1e-1
@@ -74,9 +72,7 @@ def test_conditional_gradient_itermax(nx):
def fb(G):
return 0.5 * nx.sum(G ** 2)
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- Mb = nx.from_numpy(M, type_as=ab)
+ ab, bb, Mb = nx.from_numpy(a, b, M)
reg = 1e-1
@@ -118,9 +114,7 @@ def test_generalized_conditional_gradient(nx):
reg1 = 1e-3
reg2 = 1e-1
- ab = nx.from_numpy(a)
- bb = nx.from_numpy(b)
- Mb = nx.from_numpy(M, type_as=ab)
+ ab, bb, Mb = nx.from_numpy(a, b, M)
G, log = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True, log=True)
Gb, log = ot.optim.gcg(ab, bb, Mb, reg1, reg2, fb, df, verbose=True, log=True)
@@ -142,9 +136,12 @@ def test_line_search_armijo(nx):
pk = np.array([[-0.25, 0.25], [0.25, -0.25]])
gfk = np.array([[23.04273441, 23.0449082], [23.04273441, 23.0449082]])
old_fval = -123
+
+ xkb, pkb, gfkb = nx.from_numpy(xk, pk, gfk)
+
# Should not throw an exception and return 0. for alpha
alpha, a, b = ot.optim.line_search_armijo(
- lambda x: 1, nx.from_numpy(xk), nx.from_numpy(pk), nx.from_numpy(gfk), old_fval
+ lambda x: 1, xkb, pkb, gfkb, old_fval
)
alpha_np, anp, bnp = ot.optim.line_search_armijo(
lambda x: 1, xk, pk, gfk, old_fval
diff --git a/test/test_ot.py b/test/test_ot.py
index 53edf4f..bf832f6 100644
--- a/test/test_ot.py
+++ b/test/test_ot.py
@@ -47,8 +47,7 @@ def test_emd_backends(nx):
G = ot.emd(a, a, M)
- ab = nx.from_numpy(a)
- Mb = nx.from_numpy(M)
+ ab, Mb = nx.from_numpy(a, M)
Gb = ot.emd(ab, ab, Mb)
@@ -68,8 +67,7 @@ def test_emd2_backends(nx):
val = ot.emd2(a, a, M)
- ab = nx.from_numpy(a)
- Mb = nx.from_numpy(M)
+ ab, Mb = nx.from_numpy(a, M)
valb = ot.emd2(ab, ab, Mb)
@@ -90,8 +88,7 @@ def test_emd_emd2_types_devices(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- ab = nx.from_numpy(a, type_as=tp)
- Mb = nx.from_numpy(M, type_as=tp)
+ ab, Mb = nx.from_numpy(a, M, type_as=tp)
Gb = ot.emd(ab, ab, Mb)
@@ -117,8 +114,7 @@ def test_emd_emd2_devices_tf():
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- ab = nx.from_numpy(a)
- Mb = nx.from_numpy(M)
+ ab, Mb = nx.from_numpy(a, M)
Gb = ot.emd(ab, ab, Mb)
w = ot.emd2(ab, ab, Mb)
nx.assert_same_dtype_device(Mb, Gb)
@@ -126,8 +122,7 @@ def test_emd_emd2_devices_tf():
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- ab = nx.from_numpy(a)
- Mb = nx.from_numpy(M)
+ ab, Mb = nx.from_numpy(a, M)
Gb = ot.emd(ab, ab, Mb)
w = ot.emd2(ab, ab, Mb)
nx.assert_same_dtype_device(Mb, Gb)
@@ -152,7 +147,7 @@ def test_emd2_gradients():
b1 = torch.tensor(a, requires_grad=True)
M1 = torch.tensor(M, requires_grad=True)
- val = ot.emd2(a1, b1, M1)
+ val, log = ot.emd2(a1, b1, M1, log=True)
val.backward()
@@ -160,6 +155,12 @@ def test_emd2_gradients():
assert b1.shape == b1.grad.shape
assert M1.shape == M1.grad.shape
+ assert np.allclose(a1.grad.cpu().detach().numpy(),
+ log['u'].cpu().detach().numpy() - log['u'].cpu().detach().numpy().mean())
+
+ assert np.allclose(b1.grad.cpu().detach().numpy(),
+ log['v'].cpu().detach().numpy() - log['v'].cpu().detach().numpy().mean())
+
# Testing for bug #309, checking for scaling of gradient
a2 = torch.tensor(a, requires_grad=True)
b2 = torch.tensor(a, requires_grad=True)
@@ -232,7 +233,7 @@ def test_emd2_multi():
# Gaussian distributions
a = gauss(n, m=20, s=5) # m= mean, s= std
- ls = np.arange(20, 500, 20)
+ ls = np.arange(20, 500, 100)
nb = len(ls)
b = np.zeros((n, nb))
for i in range(nb):
@@ -302,6 +303,23 @@ def test_free_support_barycenter():
np.testing.assert_allclose(X, bar_locations, rtol=1e-5, atol=1e-7)
+def test_free_support_barycenter_backends(nx):
+
+ measures_locations = [np.array([-1.]).reshape((1, 1)), np.array([1.]).reshape((1, 1))]
+ measures_weights = [np.array([1.]), np.array([1.])]
+ X_init = np.array([-12.]).reshape((1, 1))
+
+ X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init)
+
+ measures_locations2 = nx.from_numpy(*measures_locations)
+ measures_weights2 = nx.from_numpy(*measures_weights)
+ X_init2 = nx.from_numpy(X_init)
+
+ X2 = ot.lp.free_support_barycenter(measures_locations2, measures_weights2, X_init2)
+
+ np.testing.assert_allclose(X, nx.to_numpy(X2))
+
+
@pytest.mark.skipif(not ot.lp.cvx.cvxopt, reason="No cvxopt available")
def test_lp_barycenter_cvxopt():
a1 = np.array([1.0, 0, 0])[:, None]
diff --git a/test/test_sliced.py b/test/test_sliced.py
index 91e0961..08ab4fb 100644
--- a/test/test_sliced.py
+++ b/test/test_sliced.py
@@ -123,9 +123,7 @@ def test_sliced_backend(nx):
n_projections = 20
- xb = nx.from_numpy(x)
- yb = nx.from_numpy(y)
- Pb = nx.from_numpy(P)
+ xb, yb, Pb = nx.from_numpy(x, y, P)
val0 = ot.sliced_wasserstein_distance(x, y, projections=P)
@@ -153,9 +151,7 @@ def test_sliced_backend_type_devices(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- xb = nx.from_numpy(x, type_as=tp)
- yb = nx.from_numpy(y, type_as=tp)
- Pb = nx.from_numpy(P, type_as=tp)
+ xb, yb, Pb = nx.from_numpy(x, y, P, type_as=tp)
valb = ot.sliced_wasserstein_distance(xb, yb, projections=Pb)
@@ -174,17 +170,13 @@ def test_sliced_backend_device_tf():
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- xb = nx.from_numpy(x)
- yb = nx.from_numpy(y)
- Pb = nx.from_numpy(P)
+ xb, yb, Pb = nx.from_numpy(x, y, P)
valb = ot.sliced_wasserstein_distance(xb, yb, projections=Pb)
nx.assert_same_dtype_device(xb, valb)
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- xb = nx.from_numpy(x)
- yb = nx.from_numpy(y)
- Pb = nx.from_numpy(P)
+ xb, yb, Pb = nx.from_numpy(x, y, P)
valb = ot.sliced_wasserstein_distance(xb, yb, projections=Pb)
nx.assert_same_dtype_device(xb, valb)
assert nx.dtype_device(valb)[1].startswith("GPU")
@@ -203,9 +195,7 @@ def test_max_sliced_backend(nx):
n_projections = 20
- xb = nx.from_numpy(x)
- yb = nx.from_numpy(y)
- Pb = nx.from_numpy(P)
+ xb, yb, Pb = nx.from_numpy(x, y, P)
val0 = ot.max_sliced_wasserstein_distance(x, y, projections=P)
@@ -233,9 +223,7 @@ def test_max_sliced_backend_type_devices(nx):
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
- xb = nx.from_numpy(x, type_as=tp)
- yb = nx.from_numpy(y, type_as=tp)
- Pb = nx.from_numpy(P, type_as=tp)
+ xb, yb, Pb = nx.from_numpy(x, y, P, type_as=tp)
valb = ot.max_sliced_wasserstein_distance(xb, yb, projections=Pb)
@@ -254,17 +242,13 @@ def test_max_sliced_backend_device_tf():
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
- xb = nx.from_numpy(x)
- yb = nx.from_numpy(y)
- Pb = nx.from_numpy(P)
+ xb, yb, Pb = nx.from_numpy(x, y, P)
valb = ot.max_sliced_wasserstein_distance(xb, yb, projections=Pb)
nx.assert_same_dtype_device(xb, valb)
if len(tf.config.list_physical_devices('GPU')) > 0:
# Check that everything happens on the GPU
- xb = nx.from_numpy(x)
- yb = nx.from_numpy(y)
- Pb = nx.from_numpy(P)
+ xb, yb, Pb = nx.from_numpy(x, y, P)
valb = ot.max_sliced_wasserstein_distance(xb, yb, projections=Pb)
nx.assert_same_dtype_device(xb, valb)
assert nx.dtype_device(valb)[1].startswith("GPU")
diff --git a/test/test_stochastic.py b/test/test_stochastic.py
index 736df32..2b5c0fb 100644
--- a/test/test_stochastic.py
+++ b/test/test_stochastic.py
@@ -8,7 +8,8 @@ for descrete and semicontinous measures from the POT library.
"""
-# Author: Kilian Fatras <kilian.fatras@gmail.com>
+# Authors: Kilian Fatras <kilian.fatras@gmail.com>
+# RĂ©mi Flamary <remi.flamary@polytechnique.edu>
#
# License: MIT License
@@ -213,3 +214,115 @@ def test_dual_sgd_sinkhorn():
G_sgd.sum(0), G_sinkhorn.sum(0), atol=1e-03)
np.testing.assert_allclose(
G_sgd, G_sinkhorn, atol=1e-03) # cf convergence sgd
+
+
+def test_loss_dual_entropic(nx):
+
+ nx.seed(0)
+
+ xs = nx.randn(50, 2)
+ xt = nx.randn(40, 2) + 2
+
+ ws = nx.rand(50)
+ ws = ws / nx.sum(ws)
+
+ wt = nx.rand(40)
+ wt = wt / nx.sum(wt)
+
+ u = nx.randn(50)
+ v = nx.randn(40)
+
+ def metric(x, y):
+ return -nx.dot(x, y.T)
+
+ ot.stochastic.loss_dual_entropic(u, v, xs, xt)
+
+ ot.stochastic.loss_dual_entropic(u, v, xs, xt, ws=ws, wt=wt, metric=metric)
+
+
+def test_plan_dual_entropic(nx):
+
+ nx.seed(0)
+
+ xs = nx.randn(50, 2)
+ xt = nx.randn(40, 2) + 2
+
+ ws = nx.rand(50)
+ ws = ws / nx.sum(ws)
+
+ wt = nx.rand(40)
+ wt = wt / nx.sum(wt)
+
+ u = nx.randn(50)
+ v = nx.randn(40)
+
+ def metric(x, y):
+ return -nx.dot(x, y.T)
+
+ G1 = ot.stochastic.plan_dual_entropic(u, v, xs, xt)
+
+ assert np.all(nx.to_numpy(G1) >= 0)
+ assert G1.shape[0] == 50
+ assert G1.shape[1] == 40
+
+ G2 = ot.stochastic.plan_dual_entropic(u, v, xs, xt, ws=ws, wt=wt, metric=metric)
+
+ assert np.all(nx.to_numpy(G2) >= 0)
+ assert G2.shape[0] == 50
+ assert G2.shape[1] == 40
+
+
+def test_loss_dual_quadratic(nx):
+
+ nx.seed(0)
+
+ xs = nx.randn(50, 2)
+ xt = nx.randn(40, 2) + 2
+
+ ws = nx.rand(50)
+ ws = ws / nx.sum(ws)
+
+ wt = nx.rand(40)
+ wt = wt / nx.sum(wt)
+
+ u = nx.randn(50)
+ v = nx.randn(40)
+
+ def metric(x, y):
+ return -nx.dot(x, y.T)
+
+ ot.stochastic.loss_dual_quadratic(u, v, xs, xt)
+
+ ot.stochastic.loss_dual_quadratic(u, v, xs, xt, ws=ws, wt=wt, metric=metric)
+
+
+def test_plan_dual_quadratic(nx):
+
+ nx.seed(0)
+
+ xs = nx.randn(50, 2)
+ xt = nx.randn(40, 2) + 2
+
+ ws = nx.rand(50)
+ ws = ws / nx.sum(ws)
+
+ wt = nx.rand(40)
+ wt = wt / nx.sum(wt)
+
+ u = nx.randn(50)
+ v = nx.randn(40)
+
+ def metric(x, y):
+ return -nx.dot(x, y.T)
+
+ G1 = ot.stochastic.plan_dual_quadratic(u, v, xs, xt)
+
+ assert np.all(nx.to_numpy(G1) >= 0)
+ assert G1.shape[0] == 50
+ assert G1.shape[1] == 40
+
+ G2 = ot.stochastic.plan_dual_quadratic(u, v, xs, xt, ws=ws, wt=wt, metric=metric)
+
+ assert np.all(nx.to_numpy(G2) >= 0)
+ assert G2.shape[0] == 50
+ assert G2.shape[1] == 40
diff --git a/test/test_unbalanced.py b/test/test_unbalanced.py
index e8349d1..02b3fc3 100644
--- a/test/test_unbalanced.py
+++ b/test/test_unbalanced.py
@@ -1,6 +1,7 @@
"""Tests for module Unbalanced OT with entropy regularization"""
# Author: Hicham Janati <hicham.janati@inria.fr>
+# Laetitia Chapel <laetitia.chapel@univ-ubs.fr>
#
# License: MIT License
@@ -9,11 +10,9 @@ import ot
import pytest
from ot.unbalanced import barycenter_unbalanced
-from scipy.special import logsumexp
-
@pytest.mark.parametrize("method", ["sinkhorn", "sinkhorn_stabilized"])
-def test_unbalanced_convergence(method):
+def test_unbalanced_convergence(nx, method):
# test generalized sinkhorn for unbalanced OT
n = 100
rng = np.random.RandomState(42)
@@ -28,36 +27,51 @@ def test_unbalanced_convergence(method):
epsilon = 1.
reg_m = 1.
+ a, b, M = nx.from_numpy(a, b, M)
+
G, log = ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon,
reg_m=reg_m,
method=method,
log=True,
verbose=True)
- loss = ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, reg_m,
- method=method,
- verbose=True)
+ loss = nx.to_numpy(ot.unbalanced.sinkhorn_unbalanced2(
+ a, b, M, epsilon, reg_m, method=method, verbose=True
+ ))
# check fixed point equations
# in log-domain
fi = reg_m / (reg_m + epsilon)
- logb = np.log(b + 1e-16)
- loga = np.log(a + 1e-16)
- logKtu = logsumexp(log["logu"][None, :] - M.T / epsilon, axis=1)
- logKv = logsumexp(log["logv"][None, :] - M / epsilon, axis=1)
+ logb = nx.log(b + 1e-16)
+ loga = nx.log(a + 1e-16)
+ logKtu = nx.logsumexp(log["logu"][None, :] - M.T / epsilon, axis=1)
+ logKv = nx.logsumexp(log["logv"][None, :] - M / epsilon, axis=1)
v_final = fi * (logb - logKtu)
u_final = fi * (loga - logKv)
np.testing.assert_allclose(
- u_final, log["logu"], atol=1e-05)
+ nx.to_numpy(u_final), nx.to_numpy(log["logu"]), atol=1e-05)
np.testing.assert_allclose(
- v_final, log["logv"], atol=1e-05)
+ nx.to_numpy(v_final), nx.to_numpy(log["logv"]), atol=1e-05)
# check if sinkhorn_unbalanced2 returns the correct loss
- np.testing.assert_allclose((G * M).sum(), loss, atol=1e-5)
+ np.testing.assert_allclose(nx.to_numpy(nx.sum(G * M)), loss, atol=1e-5)
+
+ # check in case no histogram is provided
+ M_np = nx.to_numpy(M)
+ a_np, b_np = np.array([]), np.array([])
+ a, b = nx.from_numpy(a_np, b_np)
+
+ G = ot.unbalanced.sinkhorn_unbalanced(
+ a, b, M, reg=epsilon, reg_m=reg_m, method=method, verbose=True
+ )
+ G_np = ot.unbalanced.sinkhorn_unbalanced(
+ a_np, b_np, M_np, reg=epsilon, reg_m=reg_m, method=method, verbose=True
+ )
+ np.testing.assert_allclose(G_np, nx.to_numpy(G))
@pytest.mark.parametrize("method", ["sinkhorn", "sinkhorn_stabilized"])
-def test_unbalanced_multiple_inputs(method):
+def test_unbalanced_multiple_inputs(nx, method):
# test generalized sinkhorn for unbalanced OT
n = 100
rng = np.random.RandomState(42)
@@ -72,6 +86,8 @@ def test_unbalanced_multiple_inputs(method):
epsilon = 1.
reg_m = 1.
+ a, b, M = nx.from_numpy(a, b, M)
+
loss, log = ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon,
reg_m=reg_m,
method=method,
@@ -80,23 +96,24 @@ def test_unbalanced_multiple_inputs(method):
# check fixed point equations
# in log-domain
fi = reg_m / (reg_m + epsilon)
- logb = np.log(b + 1e-16)
- loga = np.log(a + 1e-16)[:, None]
- logKtu = logsumexp(log["logu"][:, None, :] - M[:, :, None] / epsilon,
- axis=0)
- logKv = logsumexp(log["logv"][None, :] - M[:, :, None] / epsilon, axis=1)
+ logb = nx.log(b + 1e-16)
+ loga = nx.log(a + 1e-16)[:, None]
+ logKtu = nx.logsumexp(
+ log["logu"][:, None, :] - M[:, :, None] / epsilon, axis=0
+ )
+ logKv = nx.logsumexp(log["logv"][None, :] - M[:, :, None] / epsilon, axis=1)
v_final = fi * (logb - logKtu)
u_final = fi * (loga - logKv)
np.testing.assert_allclose(
- u_final, log["logu"], atol=1e-05)
+ nx.to_numpy(u_final), nx.to_numpy(log["logu"]), atol=1e-05)
np.testing.assert_allclose(
- v_final, log["logv"], atol=1e-05)
+ nx.to_numpy(v_final), nx.to_numpy(log["logv"]), atol=1e-05)
assert len(loss) == b.shape[1]
-def test_stabilized_vs_sinkhorn():
+def test_stabilized_vs_sinkhorn(nx):
# test if stable version matches sinkhorn
n = 100
@@ -112,19 +129,27 @@ def test_stabilized_vs_sinkhorn():
M /= np.median(M)
epsilon = 0.1
reg_m = 1.
- G, log = ot.unbalanced.sinkhorn_unbalanced2(a, b, M, reg=epsilon,
- method="sinkhorn_stabilized",
- reg_m=reg_m,
- log=True,
- verbose=True)
- G2, log2 = ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, reg_m,
- method="sinkhorn", log=True)
+
+ ab, bb, Mb = nx.from_numpy(a, b, M)
+
+ G, _ = ot.unbalanced.sinkhorn_unbalanced2(
+ ab, bb, Mb, epsilon, reg_m, method="sinkhorn_stabilized", log=True
+ )
+ G2, _ = ot.unbalanced.sinkhorn_unbalanced2(
+ ab, bb, Mb, epsilon, reg_m, method="sinkhorn", log=True
+ )
+ G2_np, _ = ot.unbalanced.sinkhorn_unbalanced2(
+ a, b, M, epsilon, reg_m, method="sinkhorn", log=True
+ )
+ G = nx.to_numpy(G)
+ G2 = nx.to_numpy(G2)
np.testing.assert_allclose(G, G2, atol=1e-5)
+ np.testing.assert_allclose(G2, G2_np, atol=1e-5)
@pytest.mark.parametrize("method", ["sinkhorn", "sinkhorn_stabilized"])
-def test_unbalanced_barycenter(method):
+def test_unbalanced_barycenter(nx, method):
# test generalized sinkhorn for unbalanced OT barycenter
n = 100
rng = np.random.RandomState(42)
@@ -138,25 +163,29 @@ def test_unbalanced_barycenter(method):
epsilon = 1.
reg_m = 1.
- q, log = barycenter_unbalanced(A, M, reg=epsilon, reg_m=reg_m,
- method=method, log=True, verbose=True)
+ A, M = nx.from_numpy(A, M)
+
+ q, log = barycenter_unbalanced(
+ A, M, reg=epsilon, reg_m=reg_m, method=method, log=True, verbose=True
+ )
# check fixed point equations
fi = reg_m / (reg_m + epsilon)
- logA = np.log(A + 1e-16)
- logq = np.log(q + 1e-16)[:, None]
- logKtu = logsumexp(log["logu"][:, None, :] - M[:, :, None] / epsilon,
- axis=0)
- logKv = logsumexp(log["logv"][None, :] - M[:, :, None] / epsilon, axis=1)
+ logA = nx.log(A + 1e-16)
+ logq = nx.log(q + 1e-16)[:, None]
+ logKtu = nx.logsumexp(
+ log["logu"][:, None, :] - M[:, :, None] / epsilon, axis=0
+ )
+ logKv = nx.logsumexp(log["logv"][None, :] - M[:, :, None] / epsilon, axis=1)
v_final = fi * (logq - logKtu)
u_final = fi * (logA - logKv)
np.testing.assert_allclose(
- u_final, log["logu"], atol=1e-05)
+ nx.to_numpy(u_final), nx.to_numpy(log["logu"]), atol=1e-05)
np.testing.assert_allclose(
- v_final, log["logv"], atol=1e-05)
+ nx.to_numpy(v_final), nx.to_numpy(log["logv"]), atol=1e-05)
-def test_barycenter_stabilized_vs_sinkhorn():
+def test_barycenter_stabilized_vs_sinkhorn(nx):
# test generalized sinkhorn for unbalanced OT barycenter
n = 100
rng = np.random.RandomState(42)
@@ -170,21 +199,24 @@ def test_barycenter_stabilized_vs_sinkhorn():
epsilon = 0.5
reg_m = 10
- qstable, log = barycenter_unbalanced(A, M, reg=epsilon,
- reg_m=reg_m, log=True,
- tau=100,
- method="sinkhorn_stabilized",
- verbose=True
- )
- q, log = barycenter_unbalanced(A, M, reg=epsilon, reg_m=reg_m,
- method="sinkhorn",
- log=True)
+ Ab, Mb = nx.from_numpy(A, M)
- np.testing.assert_allclose(
- q, qstable, atol=1e-05)
+ qstable, _ = barycenter_unbalanced(
+ Ab, Mb, reg=epsilon, reg_m=reg_m, log=True, tau=100,
+ method="sinkhorn_stabilized", verbose=True
+ )
+ q, _ = barycenter_unbalanced(
+ Ab, Mb, reg=epsilon, reg_m=reg_m, method="sinkhorn", log=True
+ )
+ q_np, _ = barycenter_unbalanced(
+ A, M, reg=epsilon, reg_m=reg_m, method="sinkhorn", log=True
+ )
+ q, qstable = nx.to_numpy(q, qstable)
+ np.testing.assert_allclose(q, qstable, atol=1e-05)
+ np.testing.assert_allclose(q, q_np, atol=1e-05)
-def test_wrong_method():
+def test_wrong_method(nx):
n = 10
rng = np.random.RandomState(42)
@@ -199,19 +231,20 @@ def test_wrong_method():
epsilon = 1.
reg_m = 1.
+ a, b, M = nx.from_numpy(a, b, M)
+
with pytest.raises(ValueError):
- ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon,
- reg_m=reg_m,
- method='badmethod',
- log=True,
- verbose=True)
+ ot.unbalanced.sinkhorn_unbalanced(
+ a, b, M, reg=epsilon, reg_m=reg_m, method='badmethod',
+ log=True, verbose=True
+ )
with pytest.raises(ValueError):
- ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, reg_m,
- method='badmethod',
- verbose=True)
+ ot.unbalanced.sinkhorn_unbalanced2(
+ a, b, M, epsilon, reg_m, method='badmethod', verbose=True
+ )
-def test_implemented_methods():
+def test_implemented_methods(nx):
IMPLEMENTED_METHODS = ['sinkhorn', 'sinkhorn_stabilized']
TO_BE_IMPLEMENTED_METHODS = ['sinkhorn_reg_scaling']
NOT_VALID_TOKENS = ['foo']
@@ -228,6 +261,9 @@ def test_implemented_methods():
M = ot.dist(x, x)
epsilon = 1.
reg_m = 1.
+
+ a, b, M, A = nx.from_numpy(a, b, M, A)
+
for method in IMPLEMENTED_METHODS:
ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, reg_m,
method=method)
@@ -251,3 +287,52 @@ def test_implemented_methods():
method=method)
barycenter_unbalanced(A, M, reg=epsilon, reg_m=reg_m,
method=method)
+
+
+def test_mm_convergence(nx):
+ n = 100
+ rng = np.random.RandomState(42)
+ x = rng.randn(n, 2)
+ rng = np.random.RandomState(75)
+ y = rng.randn(n, 2)
+ a = ot.utils.unif(n)
+ b = ot.utils.unif(n)
+
+ M = ot.dist(x, y)
+ M = M / M.max()
+ reg_m = 100
+ a, b, M = nx.from_numpy(a, b, M)
+
+ G_kl, _ = ot.unbalanced.mm_unbalanced(a, b, M, reg_m=reg_m, div='kl',
+ verbose=True, log=True)
+ loss_kl = nx.to_numpy(ot.unbalanced.mm_unbalanced2(
+ a, b, M, reg_m, div='kl', verbose=True))
+ G_l2, _ = ot.unbalanced.mm_unbalanced(a, b, M, reg_m=reg_m, div='l2',
+ verbose=False, log=True)
+
+ # check if the marginals come close to the true ones when large reg
+ np.testing.assert_allclose(np.sum(nx.to_numpy(G_kl), 1), a, atol=1e-03)
+ np.testing.assert_allclose(np.sum(nx.to_numpy(G_kl), 0), b, atol=1e-03)
+ np.testing.assert_allclose(np.sum(nx.to_numpy(G_l2), 1), a, atol=1e-03)
+ np.testing.assert_allclose(np.sum(nx.to_numpy(G_l2), 0), b, atol=1e-03)
+
+ # check if mm_unbalanced2 returns the correct loss
+ np.testing.assert_allclose(nx.to_numpy(nx.sum(G_kl * M)), loss_kl,
+ atol=1e-5)
+
+ # check in case no histogram is provided
+ a_np, b_np = np.array([]), np.array([])
+ a, b = nx.from_numpy(a_np, b_np)
+
+ G_kl_null = ot.unbalanced.mm_unbalanced(a, b, M, reg_m=reg_m, div='kl')
+ G_l2_null = ot.unbalanced.mm_unbalanced(a, b, M, reg_m=reg_m, div='l2')
+ np.testing.assert_allclose(G_kl_null, G_kl)
+ np.testing.assert_allclose(G_l2_null, G_l2)
+
+ # test when G0 is given
+ G0 = ot.emd(a, b, M)
+ reg_m = 10000
+ G_kl = ot.unbalanced.mm_unbalanced(a, b, M, reg_m=reg_m, div='kl', G0=G0)
+ G_l2 = ot.unbalanced.mm_unbalanced(a, b, M, reg_m=reg_m, div='l2', G0=G0)
+ np.testing.assert_allclose(G0, G_kl, atol=1e-05)
+ np.testing.assert_allclose(G0, G_l2, atol=1e-05)
diff --git a/test/test_utils.py b/test/test_utils.py
index 6b476b2..3cfd295 100644
--- a/test/test_utils.py
+++ b/test/test_utils.py
@@ -62,12 +62,14 @@ def test_tic_toc():
import time
ot.tic()
- time.sleep(0.5)
+ time.sleep(0.1)
t = ot.toc()
t2 = ot.toq()
# test timing
- np.testing.assert_allclose(0.5, t, rtol=1e-1, atol=1e-1)
+ # np.testing.assert_allclose(0.1, t, rtol=1e-1, atol=1e-1)
+ # very slow macos github action equality not possible
+ assert t > 0.09
# test toc vs toq
np.testing.assert_allclose(t, t2, rtol=1e-1, atol=1e-1)
@@ -94,10 +96,22 @@ def test_unif():
np.testing.assert_allclose(1, np.sum(u))
-def test_dist():
+def test_unif_backend(nx):
n = 100
+ for tp in nx.__type_list__:
+ print(nx.dtype_device(tp))
+
+ u = ot.unif(n, type_as=tp)
+
+ np.testing.assert_allclose(1, np.sum(nx.to_numpy(u)), atol=1e-6)
+
+
+def test_dist():
+
+ n = 10
+
rng = np.random.RandomState(0)
x = rng.randn(n, 2)
@@ -122,7 +136,7 @@ def test_dist():
'braycurtis', 'canberra', 'chebyshev', 'cityblock', 'correlation', 'cosine', 'dice',
'euclidean', 'hamming', 'jaccard', 'kulsinski',
'matching', 'minkowski', 'rogerstanimoto', 'russellrao',
- 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'wminkowski', 'yule'
+ 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule'
] # those that support weights
metrics = ['mahalanobis', 'seuclidean'] # do not support weights depending on scipy's version
diff --git a/test/test_weak.py b/test/test_weak.py
new file mode 100644
index 0000000..945efb1
--- /dev/null
+++ b/test/test_weak.py
@@ -0,0 +1,52 @@
+"""Tests for main module ot.weak """
+
+# Author: Remi Flamary <remi.flamary@unice.fr>
+#
+# License: MIT License
+
+import ot
+import numpy as np
+
+
+def test_weak_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)
+
+ G, log = ot.weak_optimal_transport(xs, xt, u, u, log=True)
+
+ # check constraints
+ np.testing.assert_allclose(u, G.sum(1))
+ np.testing.assert_allclose(u, G.sum(0))
+
+ # chaeck that identity is recovered
+ G = ot.weak_optimal_transport(xs, xs, G0=np.eye(n) / n)
+
+ # check G is identity
+ np.testing.assert_allclose(G, np.eye(n) / n)
+
+ # check constraints
+ np.testing.assert_allclose(u, G.sum(1))
+ np.testing.assert_allclose(u, G.sum(0))
+
+
+def test_weak_ot_bakends(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)
+
+ G = ot.weak_optimal_transport(xs, xt, u, u)
+
+ xs2, xt2, u2 = nx.from_numpy(xs, xt, u)
+
+ G2 = ot.weak_optimal_transport(xs2, xt2, u2, u2)
+
+ np.testing.assert_allclose(nx.to_numpy(G2), G)