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+"""Tests for module optim fro OT optimization """
+
+# Author: Remi Flamary <remi.flamary@unice.fr>
+#
+# License: MIT License
+
+import numpy as np
+import ot
+
+
+def test_conditional_gradient():
+
+ n_bins = 100 # nb bins
+ np.random.seed(0)
+ # bin positions
+ x = np.arange(n_bins, dtype=np.float64)
+
+ # Gaussian distributions
+ a = ot.datasets.make_1D_gauss(n_bins, m=20, s=5) # m= mean, s= std
+ b = ot.datasets.make_1D_gauss(n_bins, m=60, s=10)
+
+ # loss matrix
+ M = ot.dist(x.reshape((n_bins, 1)), x.reshape((n_bins, 1)))
+ M /= M.max()
+
+ def f(G):
+ return 0.5 * np.sum(G**2)
+
+ def df(G):
+ return G
+
+ reg = 1e-1
+
+ G, log = ot.optim.cg(a, b, M, reg, f, df, verbose=True, log=True)
+
+ np.testing.assert_allclose(a, G.sum(1))
+ np.testing.assert_allclose(b, G.sum(0))
+
+
+def test_generalized_conditional_gradient():
+
+ n_bins = 100 # nb bins
+ np.random.seed(0)
+ # bin positions
+ x = np.arange(n_bins, dtype=np.float64)
+
+ # Gaussian distributions
+ a = ot.datasets.make_1D_gauss(n_bins, m=20, s=5) # m= mean, s= std
+ b = ot.datasets.make_1D_gauss(n_bins, m=60, s=10)
+
+ # loss matrix
+ M = ot.dist(x.reshape((n_bins, 1)), x.reshape((n_bins, 1)))
+ M /= M.max()
+
+ def f(G):
+ return 0.5 * np.sum(G**2)
+
+ def df(G):
+ return G
+
+ reg1 = 1e-3
+ reg2 = 1e-1
+
+ G, log = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True, log=True)
+
+ np.testing.assert_allclose(a, G.sum(1), atol=1e-05)
+ np.testing.assert_allclose(b, G.sum(0), atol=1e-05)
+
+
+def test_solve_1d_linesearch_quad_funct():
+ np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(1, -1, 0), 0.5)
+ np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(-1, 5, 0), 0)
+ np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(-1, 0.5, 0), 1)