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-rw-r--r--test/test_dr.py62
1 files changed, 62 insertions, 0 deletions
diff --git a/test/test_dr.py b/test/test_dr.py
index c5df287..741f2ad 100644
--- a/test/test_dr.py
+++ b/test/test_dr.py
@@ -1,6 +1,7 @@
"""Tests for module dr on Dimensionality Reduction """
# Author: Remi Flamary <remi.flamary@unice.fr>
+# Minhui Huang <mhhuang@ucdavis.edu>
#
# License: MIT License
@@ -57,3 +58,64 @@ def test_wda():
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
+ 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
+
+ P0 = np.random.randn(10, p)
+ P0 /= P0.sum(0, keepdims=True)
+
+ Pwda, projwda = ot.dr.wda(xs, ys, p, maxiter=10, P0=P0, normalize=True)
+
+ 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_prw():
+ d = 100 # Dimension
+ n = 100 # Number samples
+ k = 3 # Subspace dimension
+ dim = 3
+
+ def fragmented_hypercube(n, d, dim):
+ assert dim <= d
+ assert dim >= 1
+ assert dim == int(dim)
+
+ a = (1. / n) * np.ones(n)
+ b = (1. / n) * np.ones(n)
+
+ # First measure : uniform on the hypercube
+ X = np.random.uniform(-1, 1, size=(n, d))
+
+ # Second measure : fragmentation
+ tmp_y = np.random.uniform(-1, 1, size=(n, d))
+ Y = tmp_y + 2 * np.sign(tmp_y) * np.array(dim * [1] + (d - dim) * [0])
+ return a, b, X, Y
+
+ a, b, X, Y = fragmented_hypercube(n, d, dim)
+
+ tau = 0.002
+ reg = 0.2
+
+ pi, U = ot.dr.projection_robust_wasserstein(X, Y, a, b, tau, reg=reg, k=k, maxiter=1000, verbose=1)
+
+ U0 = np.random.randn(d, k)
+ U0, _ = np.linalg.qr(U0)
+
+ pi, U = ot.dr.projection_robust_wasserstein(X, Y, a, b, tau, U0=U0, reg=reg, k=k, maxiter=1000, verbose=1)