[MRG] Tensorflow backend & Benchmarker & Myst_parser (#316)

* First batch of tf methods (to be continued)

* Second batch of method (yet to debug)

* tensorflow for cpu

* add tf requirement

* pep8 + bug

* small changes

* attempt to solve pymanopt bug with tf2

* attempt #2

* attempt #3

* attempt 4

* docstring

* correct pep8 violation introduced in merge conflicts resolution

* attempt 5

* attempt 6

* just a random try

* Revert "just a random try"

This reverts commit 8223e768bfe33635549fb66cca2267514a60ebbf.

* GPU tests for tensorflow

* pep8

* attempt to solve issue with m2r2

* Remove transpose backend method

* first draft of benchmarker (need to correct time measurement)

* prettier bench table

* Bitsize and prettier device methods

* prettified table bench

* Bug corrected (results were mixed up in the final table)

* Better perf counter (for GPU support)

* pep8

* EMD bench

* solve bug if no GPU available

* pep8

* warning about tensorflow numpy api being required in the backend.py docstring

* Bug solve in backend docstring

* not covering code which requires a GPU

* Tensorflow gradients manipulation tested

* Number of warmup runs is now customizable

* typo

* Remove some warnings while building docs

* Change prettier_device to device_type in backend

* Correct JAX mistakes preventing to see the CPU if a GPU is present

* Attempt to solve JAX bug in case no GPU is found

* Reworked benchmarks order and results storage & clear GPU after usage by benchmark

* Add bench to backend docstring

* better benchs

* remove useless stuff

* Better device_type

* Now using MYST_PARSER and solving links issue in the README.md / online docs

7 files changed, 298 insertions, 16 deletions

diff --git a/test/conftest.py b/test/conftest.py
index 987d98e..c0db8ab 100644
--- a/test/conftest.py
+++ b/test/conftest.py
@@ -5,7 +5,7 @@
 # License: MIT License
 
 import pytest
-from ot.backend import jax
+from ot.backend import jax, tf
 from ot.backend import get_backend_list
 import functools
 
@@ -13,6 +13,10 @@ if jax:
     from jax.config import config
     config.update("jax_enable_x64", True)
 
+if tf:
+    from tensorflow.python.ops.numpy_ops import np_config
+    np_config.enable_numpy_behavior()
+
 backend_list = get_backend_list()
 
 
@@ -24,16 +28,16 @@ def nx(request):
 
 
 def skip_arg(arg, value, reason=None, getter=lambda x: x):
-    if isinstance(arg, tuple) or isinstance(arg, list):
+    if isinstance(arg, (tuple, list)):
         n = len(arg)
     else:
         arg = (arg, )
         n = 1
-    if n != 1 and (isinstance(value, tuple) or isinstance(value, list)):
+    if n != 1 and isinstance(value, (tuple, list)):
         pass
     else:
         value = (value, )
-    if isinstance(getter, tuple) or isinstance(value, list):
+    if isinstance(getter, (tuple, list)):
         pass
     else:
         getter = [getter] * n
diff --git a/test/test_1d_solver.py b/test/test_1d_solver.py
index cb85cb9..6a42cfe 100644
--- a/test/test_1d_solver.py
+++ b/test/test_1d_solver.py
@@ -11,7 +11,7 @@ import pytest
 import ot
 from ot.lp import wasserstein_1d
 
-from ot.backend import get_backend_list
+from ot.backend import get_backend_list, tf
 from scipy.stats import wasserstein_distance
 
 backend_list = get_backend_list()
@@ -86,7 +86,6 @@ def test_wasserstein_1d(nx):
 
 
 def test_wasserstein_1d_type_devices(nx):
-
     rng = np.random.RandomState(0)
 
     n = 10
@@ -108,6 +107,37 @@ def test_wasserstein_1d_type_devices(nx):
         nx.assert_same_dtype_device(xb, res)
 
 
+@pytest.mark.skipif(not tf, reason="tf not installed")
+def test_wasserstein_1d_device_tf():
+    if not tf:
+        return
+    nx = ot.backend.TensorflowBackend()
+    rng = np.random.RandomState(0)
+    n = 10
+    x = np.linspace(0, 5, n)
+    rho_u = np.abs(rng.randn(n))
+    rho_u /= rho_u.sum()
+    rho_v = np.abs(rng.randn(n))
+    rho_v /= rho_v.sum()
+
+    # 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)
+        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)
+        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")
+
+
 def test_emd_1d_emd2_1d():
     # test emd1d gives similar results as emd
     n = 20
@@ -148,7 +178,6 @@ def test_emd_1d_emd2_1d():
 
 
 def test_emd1d_type_devices(nx):
-
     rng = np.random.RandomState(0)
 
     n = 10
@@ -170,3 +199,36 @@ def test_emd1d_type_devices(nx):
 
         nx.assert_same_dtype_device(xb, emd)
         nx.assert_same_dtype_device(xb, emd2)
+
+
+@pytest.mark.skipif(not tf, reason="tf not installed")
+def test_emd1d_device_tf():
+    nx = ot.backend.TensorflowBackend()
+    rng = np.random.RandomState(0)
+    n = 10
+    x = np.linspace(0, 5, n)
+    rho_u = np.abs(rng.randn(n))
+    rho_u /= rho_u.sum()
+    rho_v = np.abs(rng.randn(n))
+    rho_v /= rho_v.sum()
+
+    # 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)
+        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)
+        nx.assert_same_dtype_device(xb, emd2)
+
+    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)
+        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)
+        nx.assert_same_dtype_device(xb, emd2)
+        assert nx.dtype_device(emd)[1].startswith("GPU")
diff --git a/test/test_backend.py b/test/test_backend.py
index 2e7eecc..027c4cd 100644
--- a/test/test_backend.py
+++ b/test/test_backend.py
@@ -7,7 +7,7 @@
 
 import ot
 import ot.backend
-from ot.backend import torch, jax, cp
+from ot.backend import torch, jax, cp, tf
 
 import pytest
 
@@ -101,6 +101,20 @@ def test_get_backend():
         with pytest.raises(ValueError):
             get_backend(A, B2)
 
+    if tf:
+        A2 = tf.convert_to_tensor(A)
+        B2 = tf.convert_to_tensor(B)
+
+        nx = get_backend(A2)
+        assert nx.__name__ == 'tf'
+
+        nx = get_backend(A2, B2)
+        assert nx.__name__ == 'tf'
+
+        # test not unique types in input
+        with pytest.raises(ValueError):
+            get_backend(A, B2)
+
 
 def test_convert_between_backends(nx):
 
@@ -242,6 +256,14 @@ def test_empty_backend():
         nx.copy(M)
     with pytest.raises(NotImplementedError):
         nx.allclose(M, M)
+    with pytest.raises(NotImplementedError):
+        nx.squeeze(M)
+    with pytest.raises(NotImplementedError):
+        nx.bitsize(M)
+    with pytest.raises(NotImplementedError):
+        nx.device_type(M)
+    with pytest.raises(NotImplementedError):
+        nx._bench(lambda x: x, M, n_runs=1)
 
 
 def test_func_backends(nx):
@@ -491,7 +513,7 @@ def test_func_backends(nx):
         lst_name.append('coo_matrix')
 
         assert not nx.issparse(Mb), 'Assert fail on: issparse (expected False)'
-        assert nx.issparse(sp_Mb) or nx.__name__ == "jax", 'Assert fail on: issparse (expected True)'
+        assert nx.issparse(sp_Mb) or nx.__name__ in ("jax", "tf"), 'Assert fail on: issparse (expected True)'
 
         A = nx.tocsr(sp_Mb)
         lst_b.append(nx.to_numpy(nx.todense(A)))
@@ -516,6 +538,18 @@ def test_func_backends(nx):
         assert nx.allclose(Mb, Mb), 'Assert fail on: allclose (expected True)'
         assert not nx.allclose(2 * Mb, Mb), 'Assert fail on: allclose (expected False)'
 
+        A = nx.squeeze(nx.zeros((3, 1, 4, 1)))
+        assert tuple(A.shape) == (3, 4), 'Assert fail on: squeeze'
+
+        A = nx.bitsize(Mb)
+        lst_b.append(float(A))
+        lst_name.append("bitsize")
+
+        A = nx.device_type(Mb)
+        assert A in ("CPU", "GPU")
+
+        nx._bench(lambda x: x, M, n_runs=1)
+
         lst_tot.append(lst_b)
 
     lst_np = lst_tot[0]
@@ -590,3 +624,17 @@ def test_gradients_backends():
         np.testing.assert_almost_equal(fun(v, c, e), c * np.sum(v ** 4) + e, decimal=4)
         np.testing.assert_allclose(grad_val[0], v, atol=1e-4)
         np.testing.assert_allclose(grad_val[2], 2 * e, atol=1e-4)
+
+    if tf:
+        nx = ot.backend.TensorflowBackend()
+        w = tf.Variable(tf.random.normal((3, 2)), name='w')
+        b = tf.Variable(tf.random.normal((2,), dtype=tf.float32), name='b')
+        x = tf.random.normal((1, 3), dtype=tf.float32)
+
+        with tf.GradientTape() as tape:
+            y = x @ w + b
+            loss = tf.reduce_mean(y ** 2)
+            manipulated_loss = nx.set_gradients(loss, (w, b), (w, b))
+            [dl_dw, dl_db] = tape.gradient(manipulated_loss, [w, b])
+            assert nx.allclose(dl_dw, w)
+            assert nx.allclose(dl_db, b)
diff --git a/test/test_bregman.py b/test/test_bregman.py
index f42ac6f..6e90aa4 100644
--- a/test/test_bregman.py
+++ b/test/test_bregman.py
@@ -12,7 +12,7 @@ import numpy as np
 import pytest
 
 import ot
-from ot.backend import torch
+from ot.backend import torch, tf
 
 
 @pytest.mark.parametrize("verbose, warn", product([True, False], [True, False]))
@@ -248,6 +248,7 @@ def test_sinkhorn_empty():
     ot.sinkhorn([], [], M, 1, method='greenkhorn', stopThr=1e-10, log=True)
 
 
+@pytest.skip_backend('tf')
 @pytest.skip_backend("jax")
 def test_sinkhorn_variants(nx):
     # test sinkhorn
@@ -282,6 +283,8 @@ def test_sinkhorn_variants(nx):
                                     "sinkhorn_epsilon_scaling",
                                     "greenkhorn",
                                     "sinkhorn_log"])
+@pytest.skip_arg(("nx", "method"), ("tf", "sinkhorn_epsilon_scaling"), reason="tf does not support sinkhorn_epsilon_scaling", getter=str)
+@pytest.skip_arg(("nx", "method"), ("tf", "greenkhorn"), reason="tf does not support greenkhorn", getter=str)
 @pytest.skip_arg(("nx", "method"), ("jax", "sinkhorn_epsilon_scaling"), reason="jax does not support sinkhorn_epsilon_scaling", getter=str)
 @pytest.skip_arg(("nx", "method"), ("jax", "greenkhorn"), reason="jax does not support greenkhorn", getter=str)
 def test_sinkhorn_variants_dtype_device(nx, method):
@@ -323,6 +326,36 @@ def test_sinkhorn2_variants_dtype_device(nx, method):
         nx.assert_same_dtype_device(Mb, lossb)
 
 
+@pytest.mark.skipif(not tf, reason="tf not installed")
+@pytest.mark.parametrize("method", ["sinkhorn", "sinkhorn_stabilized", "sinkhorn_log"])
+def test_sinkhorn2_variants_device_tf(method):
+    nx = ot.backend.TensorflowBackend()
+    n = 100
+    x = np.random.randn(n, 2)
+    u = ot.utils.unif(n)
+    M = ot.dist(x, x)
+
+    # Check that everything stays on the CPU
+    with tf.device("/CPU:0"):
+        ub = nx.from_numpy(u)
+        Mb = nx.from_numpy(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)
+        nx.assert_same_dtype_device(Mb, lossb)
+
+    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)
+        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)
+        nx.assert_same_dtype_device(Mb, lossb)
+        assert nx.dtype_device(Gb)[1].startswith("GPU")
+
+
+@pytest.skip_backend('tf')
 @pytest.skip_backend("jax")
 def test_sinkhorn_variants_multi_b(nx):
     # test sinkhorn
@@ -352,6 +385,7 @@ def test_sinkhorn_variants_multi_b(nx):
     np.testing.assert_allclose(G0, Gs, atol=1e-05)
 
 
+@pytest.skip_backend('tf')
 @pytest.skip_backend("jax")
 def test_sinkhorn2_variants_multi_b(nx):
     # test sinkhorn
@@ -454,7 +488,7 @@ def test_barycenter(nx, method, verbose, warn):
     weights_nx = nx.from_numpy(weights)
     reg = 1e-2
 
-    if nx.__name__ == "jax" and method == "sinkhorn_log":
+    if nx.__name__ in ("jax", "tf") and method == "sinkhorn_log":
         with pytest.raises(NotImplementedError):
             ot.bregman.barycenter(A_nx, M_nx, reg, weights, method=method)
     else:
@@ -495,7 +529,7 @@ def test_barycenter_debiased(nx, method, verbose, warn):
 
     # wasserstein
     reg = 1e-2
-    if nx.__name__ == "jax" and method == "sinkhorn_log":
+    if nx.__name__ in ("jax", "tf") and method == "sinkhorn_log":
         with pytest.raises(NotImplementedError):
             ot.bregman.barycenter_debiased(A_nx, M_nx, reg, weights, method=method)
     else:
@@ -597,7 +631,7 @@ def test_wasserstein_bary_2d(nx, method):
 
     # wasserstein
     reg = 1e-2
-    if nx.__name__ == "jax" and method == "sinkhorn_log":
+    if nx.__name__ in ("jax", "tf") and method == "sinkhorn_log":
         with pytest.raises(NotImplementedError):
             ot.bregman.convolutional_barycenter2d(A_nx, reg, method=method)
     else:
@@ -629,7 +663,7 @@ def test_wasserstein_bary_2d_debiased(nx, method):
 
     # wasserstein
     reg = 1e-2
-    if nx.__name__ == "jax" and method == "sinkhorn_log":
+    if nx.__name__ in ("jax", "tf") and method == "sinkhorn_log":
         with pytest.raises(NotImplementedError):
             ot.bregman.convolutional_barycenter2d_debiased(A_nx, reg, method=method)
     else:
@@ -888,6 +922,7 @@ def test_implemented_methods():
             ot.bregman.sinkhorn2(a, b, M, epsilon, method=method)
 
 
+@pytest.skip_backend('tf')
 @pytest.skip_backend("cupy")
 @pytest.skip_backend("jax")
 @pytest.mark.filterwarnings("ignore:Bottleneck")
diff --git a/test/test_gromov.py b/test/test_gromov.py
index 38a7fd7..4b995d5 100644
--- a/test/test_gromov.py
+++ b/test/test_gromov.py
@@ -9,7 +9,7 @@
 import numpy as np

 import ot

 from ot.backend import NumpyBackend

-from ot.backend import torch

+from ot.backend import torch, tf

 

 import pytest

 

@@ -113,6 +113,45 @@ def test_gromov_dtype_device(nx):
         nx.assert_same_dtype_device(C1b, gw_valb)

 

 

+@pytest.mark.skipif(not tf, reason="tf not installed")

+def test_gromov_device_tf():

+    nx = ot.backend.TensorflowBackend()

+    n_samples = 50  # nb samples

+    mu_s = np.array([0, 0])

+    cov_s = np.array([[1, 0], [0, 1]])

+    xs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s, random_state=4)

+    xt = xs[::-1].copy()

+    p = ot.unif(n_samples)

+    q = ot.unif(n_samples)

+    C1 = ot.dist(xs, xs)

+    C2 = ot.dist(xt, xt)

+    C1 /= C1.max()

+    C2 /= C2.max()

+

+    # 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)

+        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)

+        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)

+        nx.assert_same_dtype_device(C1b, gw_valb)

+        assert nx.dtype_device(Gb)[1].startswith("GPU")

+

+

 def test_gromov2_gradients():

     n_samples = 50  # nb samples

 

@@ -150,6 +189,7 @@ def test_gromov2_gradients():
 

 

 @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

 

@@ -208,6 +248,7 @@ def test_entropic_gromov(nx):
 

 

 @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_dtype_device(nx):

     # setup

     n_samples = 50  # nb samples

@@ -306,6 +347,7 @@ def test_pointwise_gromov(nx):
     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

diff --git a/test/test_ot.py b/test/test_ot.py
index c4d7713..53edf4f 100644
--- a/test/test_ot.py
+++ b/test/test_ot.py
@@ -11,7 +11,7 @@ import pytest
 
 import ot
 from ot.datasets import make_1D_gauss as gauss
-from ot.backend import torch
+from ot.backend import torch, tf
 
 
 def test_emd_dimension_and_mass_mismatch():
@@ -101,6 +101,40 @@ def test_emd_emd2_types_devices(nx):
         nx.assert_same_dtype_device(Mb, w)
 
 
+@pytest.mark.skipif(not tf, reason="tf not installed")
+def test_emd_emd2_devices_tf():
+    if not tf:
+        return
+    nx = ot.backend.TensorflowBackend()
+
+    n_samples = 100
+    n_features = 2
+    rng = np.random.RandomState(0)
+    x = rng.randn(n_samples, n_features)
+    y = rng.randn(n_samples, n_features)
+    a = ot.utils.unif(n_samples)
+    M = ot.dist(x, y)
+
+    # Check that everything stays on the CPU
+    with tf.device("/CPU:0"):
+        ab = nx.from_numpy(a)
+        Mb = nx.from_numpy(M)
+        Gb = ot.emd(ab, ab, Mb)
+        w = ot.emd2(ab, ab, Mb)
+        nx.assert_same_dtype_device(Mb, Gb)
+        nx.assert_same_dtype_device(Mb, w)
+
+    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)
+        Gb = ot.emd(ab, ab, Mb)
+        w = ot.emd2(ab, ab, Mb)
+        nx.assert_same_dtype_device(Mb, Gb)
+        nx.assert_same_dtype_device(Mb, w)
+        assert nx.dtype_device(Gb)[1].startswith("GPU")
+
+
 def test_emd2_gradients():
     n_samples = 100
     n_features = 2
diff --git a/test/test_sliced.py b/test/test_sliced.py
index 245202c..91e0961 100644
--- a/test/test_sliced.py
+++ b/test/test_sliced.py
@@ -10,6 +10,7 @@ import pytest
 
 import ot
 from ot.sliced import get_random_projections
+from ot.backend import tf
 
 
 def test_get_random_projections():
@@ -161,6 +162,34 @@ def test_sliced_backend_type_devices(nx):
         nx.assert_same_dtype_device(xb, valb)
 
 
+@pytest.mark.skipif(not tf, reason="tf not installed")
+def test_sliced_backend_device_tf():
+    nx = ot.backend.TensorflowBackend()
+    n = 100
+    rng = np.random.RandomState(0)
+    x = rng.randn(n, 2)
+    y = rng.randn(2 * n, 2)
+    P = rng.randn(2, 20)
+    P = P / np.sqrt((P**2).sum(0, keepdims=True))
+
+    # 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)
+        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)
+        valb = ot.sliced_wasserstein_distance(xb, yb, projections=Pb)
+        nx.assert_same_dtype_device(xb, valb)
+        assert nx.dtype_device(valb)[1].startswith("GPU")
+
+
 def test_max_sliced_backend(nx):
 
     n = 100
@@ -211,3 +240,31 @@ def test_max_sliced_backend_type_devices(nx):
         valb = ot.max_sliced_wasserstein_distance(xb, yb, projections=Pb)
 
         nx.assert_same_dtype_device(xb, valb)
+
+
+@pytest.mark.skipif(not tf, reason="tf not installed")
+def test_max_sliced_backend_device_tf():
+    nx = ot.backend.TensorflowBackend()
+    n = 100
+    rng = np.random.RandomState(0)
+    x = rng.randn(n, 2)
+    y = rng.randn(2 * n, 2)
+    P = rng.randn(2, 20)
+    P = P / np.sqrt((P**2).sum(0, keepdims=True))
+
+    # 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)
+        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)
+        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")