diff options
| -rw-r--r-- | ot/bregman.py | 14 | ||||
| -rw-r--r-- | test/test_bregman.py | 25 |
2 files changed, 38 insertions, 1 deletions
diff --git a/ot/bregman.py b/ot/bregman.py index 43340f7..013bc33 100644 --- a/ot/bregman.py +++ b/ot/bregman.py @@ -120,7 +120,8 @@ def sinkhorn(a, b, M, reg, method='sinkhorn', numItermax=1000, print('Warning : unknown method using classic Sinkhorn Knopp') def sink(): - return sinkhorn_knopp(a, b, M, reg, **kwargs) + return sinkhorn_knopp(a, b, M, reg, numItermax=numItermax, + stopThr=stopThr, verbose=verbose, log=log, **kwargs) return sink() @@ -499,6 +500,15 @@ def greenkhorn(a, b, M, reg, numItermax=10000, stopThr=1e-9, verbose=False, log= """ + a = np.asarray(a, dtype=np.float64) + b = np.asarray(b, dtype=np.float64) + M = np.asarray(M, dtype=np.float64) + + if len(a) == 0: + a = np.ones((M.shape[0],), dtype=np.float64) / M.shape[0] + if len(b) == 0: + b = np.ones((M.shape[1],), dtype=np.float64) / M.shape[1] + n = a.shape[0] m = b.shape[0] @@ -514,7 +524,9 @@ def greenkhorn(a, b, M, reg, numItermax=10000, stopThr=1e-9, verbose=False, log= viol = G.sum(1) - a viol_2 = G.sum(0) - b stopThr_val = 1 + if log: + log = dict() log['u'] = u log['v'] = v diff --git a/test/test_bregman.py b/test/test_bregman.py index 14edaf5..90eaf27 100644 --- a/test/test_bregman.py +++ b/test/test_bregman.py @@ -81,6 +81,31 @@ def test_sinkhorn_variants(): print(G0, G_green) +def test_sinkhorn_variants_log(): + # test sinkhorn + n = 100 + rng = np.random.RandomState(0) + + x = rng.randn(n, 2) + u = ot.utils.unif(n) + + M = ot.dist(x, x) + + G0, log0 = ot.sinkhorn(u, u, M, 1, method='sinkhorn', stopThr=1e-10, log=True) + Gs, logs = ot.sinkhorn(u, u, M, 1, method='sinkhorn_stabilized', stopThr=1e-10, log=True) + Ges, loges = ot.sinkhorn( + u, u, M, 1, method='sinkhorn_epsilon_scaling', stopThr=1e-10, log=True) + Gerr, logerr = ot.sinkhorn(u, u, M, 1, method='do_not_exists', stopThr=1e-10, log=True) + G_green, loggreen = ot.sinkhorn(u, u, M, 1, method='greenkhorn', stopThr=1e-10, log=True) + + # check values + np.testing.assert_allclose(G0, Gs, atol=1e-05) + np.testing.assert_allclose(G0, Ges, atol=1e-05) + np.testing.assert_allclose(G0, Gerr) + np.testing.assert_allclose(G0, G_green, atol=1e-5) + print(G0, G_green) + + def test_bary(): n_bins = 100 # nb bins |