diff options
Diffstat (limited to 'test')
| -rw-r--r-- | test/test_bregman.py | 42 | ||||
| -rw-r--r-- | test/test_da.py | 210 | ||||
| -rw-r--r-- | test/test_gromov.py | 4 | ||||
| -rw-r--r-- | test/test_optim.py | 33 | ||||
| -rw-r--r-- | test/test_ot.py | 67 | ||||
| -rwxr-xr-x | test/test_partial.py | 208 | ||||
| -rw-r--r-- | test/test_stochastic.py | 8 | ||||
| -rw-r--r-- | test/test_unbalanced.py | 9 | ||||
| -rw-r--r-- | test/test_utils.py | 4 |
9 files changed, 557 insertions, 28 deletions
diff --git a/test/test_bregman.py b/test/test_bregman.py index f70df10..6aa4e08 100644 --- a/test/test_bregman.py +++ b/test/test_bregman.py @@ -57,6 +57,9 @@ def test_sinkhorn_empty(): np.testing.assert_allclose(u, G.sum(1), atol=1e-05) np.testing.assert_allclose(u, G.sum(0), atol=1e-05) + # test empty weights greenkhorn + ot.sinkhorn([], [], M, 1, method='greenkhorn', stopThr=1e-10, log=True) + def test_sinkhorn_variants(): # test sinkhorn @@ -106,7 +109,6 @@ def test_sinkhorn_variants_log(): @pytest.mark.parametrize("method", ["sinkhorn", "sinkhorn_stabilized"]) def test_barycenter(method): - n_bins = 100 # nb bins # Gaussian distributions @@ -125,7 +127,7 @@ def test_barycenter(method): # wasserstein reg = 1e-2 - bary_wass = ot.bregman.barycenter(A, M, reg, weights, method=method) + bary_wass, log = ot.bregman.barycenter(A, M, reg, weights, method=method, log=True) np.testing.assert_allclose(1, np.sum(bary_wass)) @@ -133,7 +135,6 @@ def test_barycenter(method): def test_barycenter_stabilization(): - n_bins = 100 # nb bins # Gaussian distributions @@ -154,14 +155,13 @@ def test_barycenter_stabilization(): reg = 1e-2 bar_stable = ot.bregman.barycenter(A, M, reg, weights, method="sinkhorn_stabilized", - stopThr=1e-8) + stopThr=1e-8, verbose=True) bar = ot.bregman.barycenter(A, M, reg, weights, method="sinkhorn", - stopThr=1e-8) + stopThr=1e-8, verbose=True) np.testing.assert_allclose(bar, bar_stable) def test_wasserstein_bary_2d(): - size = 100 # size of a square image a1 = np.random.randn(size, size) a1 += a1.min() @@ -185,7 +185,6 @@ def test_wasserstein_bary_2d(): def test_unmix(): - n_bins = 50 # nb bins # Gaussian distributions @@ -207,7 +206,7 @@ def test_unmix(): # wasserstein reg = 1e-3 - um = ot.bregman.unmix(a, D, M, M0, h0, reg, 1, alpha=0.01,) + um = ot.bregman.unmix(a, D, M, M0, h0, reg, 1, alpha=0.01, ) np.testing.assert_allclose(1, np.sum(um), rtol=1e-03, atol=1e-03) np.testing.assert_allclose([0.5, 0.5], um, rtol=1e-03, atol=1e-03) @@ -256,7 +255,7 @@ def test_empirical_sinkhorn(): def test_empirical_sinkhorn_divergence(): - #Test sinkhorn divergence + # Test sinkhorn divergence n = 10 a = ot.unif(n) b = ot.unif(n) @@ -337,3 +336,28 @@ def test_implemented_methods(): ot.bregman.sinkhorn(a, b, M, epsilon, method=method) with pytest.raises(ValueError): ot.bregman.sinkhorn2(a, b, M, epsilon, method=method) + + +def test_screenkhorn(): + # test screenkhorn + rng = np.random.RandomState(0) + n = 100 + a = ot.unif(n) + b = ot.unif(n) + + x = rng.randn(n, 2) + M = ot.dist(x, x) + # sinkhorn + G_sink = ot.sinkhorn(a, b, M, 1e-03) + # screenkhorn + G_screen = ot.bregman.screenkhorn(a, b, M, 1e-03, uniform=True, verbose=True) + # check marginals + 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) + + +def test_convolutional_barycenter_non_square(): + # test for image with height not equal width + A = np.ones((2, 2, 3)) / (2 * 3) + b = ot.bregman.convolutional_barycenter2d(A, 1e-03) + np.testing.assert_allclose(np.ones((2, 3)) / (2 * 3), b, atol=1e-02) diff --git a/test/test_da.py b/test/test_da.py index 2a5e50e..3b28119 100644 --- a/test/test_da.py +++ b/test/test_da.py @@ -5,7 +5,7 @@ # License: MIT License import numpy as np -from numpy.testing.utils import assert_allclose, assert_equal +from numpy.testing import assert_allclose, assert_equal import ot from ot.datasets import make_data_classif @@ -65,6 +65,16 @@ def test_sinkhorn_lpl1_transport_class(): transp_Xs = otda.fit_transform(Xs=Xs, ys=ys, Xt=Xt) assert_equal(transp_Xs.shape, Xs.shape) + # 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))) + + # 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))) + # test unsupervised vs semi-supervised mode otda_unsup = ot.da.SinkhornLpl1Transport() otda_unsup.fit(Xs=Xs, ys=ys, Xt=Xt) @@ -129,6 +139,16 @@ def test_sinkhorn_l1l2_transport_class(): transp_Xt = otda.inverse_transform(Xt=Xt) assert_equal(transp_Xt.shape, Xt.shape) + # 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))) + + # 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))) + Xt_new, _ = make_data_classif('3gauss2', nt + 1) transp_Xt_new = otda.inverse_transform(Xt=Xt_new) @@ -210,6 +230,16 @@ def test_sinkhorn_transport_class(): transp_Xt = otda.inverse_transform(Xt=Xt) assert_equal(transp_Xt.shape, Xt.shape) + # 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))) + + # 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))) + Xt_new, _ = make_data_classif('3gauss2', nt + 1) transp_Xt_new = otda.inverse_transform(Xt=Xt_new) @@ -271,6 +301,16 @@ def test_unbalanced_sinkhorn_transport_class(): transp_Xs = otda.transform(Xs=Xs) assert_equal(transp_Xs.shape, Xs.shape) + # 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))) + + # 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))) + Xs_new, _ = make_data_classif('3gauss', ns + 1) transp_Xs_new = otda.transform(Xs_new) @@ -353,6 +393,16 @@ def test_emd_transport_class(): transp_Xt = otda.inverse_transform(Xt=Xt) assert_equal(transp_Xt.shape, Xt.shape) + # 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))) + + # 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))) + Xt_new, _ = make_data_classif('3gauss2', nt + 1) transp_Xt_new = otda.inverse_transform(Xt=Xt_new) @@ -510,7 +560,6 @@ def test_mapping_transport_class(): def test_linear_mapping(): - ns = 150 nt = 200 @@ -528,7 +577,6 @@ def test_linear_mapping(): def test_linear_mapping_class(): - ns = 150 nt = 200 @@ -549,3 +597,159 @@ def test_linear_mapping_class(): Cst = np.cov(Xst.T) np.testing.assert_allclose(Ct, Cst, rtol=1e-2, atol=1e-2) + + +def test_jcpot_transport_class(): + """test_jcpot_transport + """ + + ns1 = 150 + ns2 = 150 + nt = 200 + + Xs1, ys1 = make_data_classif('3gauss', ns1) + Xs2, ys2 = make_data_classif('3gauss', ns2) + + Xt, yt = make_data_classif('3gauss2', nt) + + Xs = [Xs1, Xs2] + ys = [ys1, ys2] + + otda = ot.da.JCPOTTransport(reg_e=1, max_iter=10000, tol=1e-9, verbose=True, log=True) + + # test its computed + otda.fit(Xs=Xs, ys=ys, Xt=Xt) + + assert hasattr(otda, "coupling_") + assert hasattr(otda, "proportions_") + assert hasattr(otda, "log_") + + # test dimensions of coupling + for i, xs in enumerate(Xs): + assert_equal(otda.coupling_[i].shape, ((xs.shape[0], Xt.shape[0]))) + + # test all margin constraints + mu_t = unif(nt) + + 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) + + # 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) + + # 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) + transp_Xs_new = otda.transform(Xs_new) + + # check that the oos method is working + assert_equal(transp_Xs_new.shape, Xs_new.shape) + + # 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))) + + # 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)] + + +def test_jcpot_barycenter(): + """test_jcpot_barycenter + """ + + ns1 = 150 + ns2 = 150 + nt = 200 + + sigma = 0.1 + np.random.seed(1985) + + ps1 = .2 + ps2 = .9 + pt = .4 + + 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) + + Xs = [Xs1, Xs2] + ys = [ys1, ys2] + + prop = ot.bregman.jcpot_barycenter(Xs, ys, Xt, 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) + + +def test_emd_laplace_class(): + """test_emd_laplace_transport + """ + ns = 150 + nt = 200 + + Xs, ys = make_data_classif('3gauss', ns) + Xt, yt = make_data_classif('3gauss2', nt) + + otda = ot.da.EMDLaplaceTransport(reg_lap=0.01, max_iter=1000, tol=1e-9, verbose=False, log=True) + + # test its computed + otda.fit(Xs=Xs, ys=ys, Xt=Xt) + + assert hasattr(otda, "coupling_") + assert hasattr(otda, "log_") + + # test dimensions of coupling + assert_equal(otda.coupling_.shape, ((Xs.shape[0], Xt.shape[0]))) + + # test all 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(x.shape, y.shape) for x, y in zip(transp_Xs, Xs)] + + Xs_new, _ = make_data_classif('3gauss', ns + 1) + transp_Xs_new = otda.transform(Xs_new) + + # check that the oos method is working + assert_equal(transp_Xs_new.shape, Xs_new.shape) + + # test inverse transform + transp_Xt = otda.inverse_transform(Xt=Xt) + assert_equal(transp_Xt.shape, Xt.shape) + + Xt_new, _ = make_data_classif('3gauss2', nt + 1) + transp_Xt_new = otda.inverse_transform(Xt=Xt_new) + + # check that the oos method is working + assert_equal(transp_Xt_new.shape, Xt_new.shape) + + # test fit_transform + transp_Xs = otda.fit_transform(Xs=Xs, Xt=Xt) + assert_equal(transp_Xs.shape, Xs.shape) + + # 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))) + + # 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))) diff --git a/test/test_gromov.py b/test/test_gromov.py index 70fa83f..43da9fc 100644 --- a/test/test_gromov.py +++ b/test/test_gromov.py @@ -44,10 +44,14 @@ def test_gromov(): gw, log = ot.gromov.gromov_wasserstein2(C1, C2, p, q, 'kl_loss', log=True)
+ gw_val = ot.gromov.gromov_wasserstein2(C1, C2, p, q, 'kl_loss', log=False)
+
G = log['T']
np.testing.assert_allclose(gw, 0, atol=1e-1, rtol=1e-1)
+ np.testing.assert_allclose(gw, gw_val, atol=1e-1, rtol=1e-1) # cf log=False
+
# check constratints
np.testing.assert_allclose(
p, G.sum(1), atol=1e-04) # cf convergence gromov
diff --git a/test/test_optim.py b/test/test_optim.py index ae31e1f..87b0268 100644 --- a/test/test_optim.py +++ b/test/test_optim.py @@ -37,6 +37,39 @@ def test_conditional_gradient(): np.testing.assert_allclose(b, G.sum(0)) +def test_conditional_gradient2(): + n = 1000 # nb samples + + mu_s = np.array([0, 0]) + cov_s = np.array([[1, 0], [0, 1]]) + + mu_t = np.array([4, 4]) + cov_t = np.array([[1, -.8], [-.8, 1]]) + + xs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s) + xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t) + + a, b = np.ones((n,)) / n, np.ones((n,)) / n + + # loss matrix + M = ot.dist(xs, xt) + 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, numItermaxEmd=200000, + 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 diff --git a/test/test_ot.py b/test/test_ot.py index dacae0a..b7306f6 100644 --- a/test/test_ot.py +++ b/test/test_ot.py @@ -7,11 +7,27 @@ import warnings import numpy as np +import pytest from scipy.stats import wasserstein_distance import ot from ot.datasets import make_1D_gauss as gauss -import pytest + + +def test_emd_dimension_mismatch(): + # test emd and emd2 for dimension mismatch + n_samples = 100 + n_features = 2 + rng = np.random.RandomState(0) + + x = rng.randn(n_samples, n_features) + a = ot.utils.unif(n_samples + 1) + + M = ot.dist(x, x) + + np.testing.assert_raises(AssertionError, ot.emd, a, a, M) + + np.testing.assert_raises(AssertionError, ot.emd2, a, a, M) def test_emd_emd2(): @@ -59,12 +75,12 @@ def test_emd_1d_emd2_1d(): np.testing.assert_allclose(wass, wass1d_emd2) # check loss is similar to scipy's implementation for Euclidean metric - wass_sp = wasserstein_distance(u.reshape((-1, )), v.reshape((-1, ))) + wass_sp = wasserstein_distance(u.reshape((-1,)), v.reshape((-1,))) np.testing.assert_allclose(wass_sp, wass1d_euc) # check constraints - np.testing.assert_allclose(np.ones((n, )) / n, G.sum(1)) - np.testing.assert_allclose(np.ones((m, )) / m, G.sum(0)) + np.testing.assert_allclose(np.ones((n,)) / n, G.sum(1)) + np.testing.assert_allclose(np.ones((m,)) / m, G.sum(0)) # check G is similar np.testing.assert_allclose(G, G_1d) @@ -76,6 +92,42 @@ def test_emd_1d_emd2_1d(): ot.emd_1d(u, v, [], []) +def test_emd_1d_emd2_1d_with_weights(): + # test emd1d gives similar results as emd + n = 20 + m = 30 + rng = np.random.RandomState(0) + u = rng.randn(n, 1) + v = rng.randn(m, 1) + + w_u = rng.uniform(0., 1., n) + w_u = w_u / w_u.sum() + + w_v = rng.uniform(0., 1., m) + w_v = w_v / w_v.sum() + + M = ot.dist(u, v, metric='sqeuclidean') + + G, log = ot.emd(w_u, w_v, M, log=True) + wass = log["cost"] + G_1d, log = ot.emd_1d(u, v, w_u, w_v, metric='sqeuclidean', log=True) + wass1d = log["cost"] + wass1d_emd2 = ot.emd2_1d(u, v, w_u, w_v, metric='sqeuclidean', log=False) + wass1d_euc = ot.emd2_1d(u, v, w_u, w_v, metric='euclidean', log=False) + + # check loss is similar + np.testing.assert_allclose(wass, wass1d) + np.testing.assert_allclose(wass, wass1d_emd2) + + # check loss is similar to scipy's implementation for Euclidean metric + wass_sp = wasserstein_distance(u.reshape((-1,)), v.reshape((-1,)), w_u, w_v) + np.testing.assert_allclose(wass_sp, wass1d_euc) + + # check constraints + np.testing.assert_allclose(w_u, G.sum(1)) + np.testing.assert_allclose(w_v, G.sum(0)) + + def test_wass_1d(): # test emd1d gives similar results as emd n = 20 @@ -168,7 +220,6 @@ def test_emd2_multi(): def test_lp_barycenter(): - a1 = np.array([1.0, 0, 0])[:, None] a2 = np.array([0, 0, 1.0])[:, None] @@ -185,7 +236,6 @@ def test_lp_barycenter(): def test_free_support_barycenter(): - measures_locations = [np.array([-1.]).reshape((1, 1)), np.array([1.]).reshape((1, 1))] measures_weights = [np.array([1.]), np.array([1.])] @@ -201,7 +251,6 @@ def test_free_support_barycenter(): @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] a2 = np.array([0, 0, 1.0])[:, None] @@ -295,6 +344,10 @@ def test_dual_variables(): np.testing.assert_almost_equal(cost1, log['cost']) check_duality_gap(a, b, M, G, log['u'], log['v'], log['cost']) + constraint_violation = log['u'][:, None] + log['v'][None, :] - M + + assert constraint_violation.max() < 1e-8 + def check_duality_gap(a, b, M, G, u, v, cost): cost_dual = np.vdot(a, u) + np.vdot(b, v) diff --git a/test/test_partial.py b/test/test_partial.py new file mode 100755 index 0000000..510e081 --- /dev/null +++ b/test/test_partial.py @@ -0,0 +1,208 @@ +"""Tests for module partial """ + +# Author: +# Laetitia Chapel <laetitia.chapel@irisa.fr> +# +# License: MIT License + +import numpy as np +import scipy as sp +import ot +import pytest + + +def test_raise_errors(): + + n_samples = 20 # nb samples (gaussian) + n_noise = 20 # nb of samples (noise) + + mu = np.array([0, 0]) + cov = np.array([[1, 0], [0, 2]]) + + xs = ot.datasets.make_2D_samples_gauss(n_samples, mu, cov) + xs = np.append(xs, (np.random.rand(n_noise, 2) + 1) * 4).reshape((-1, 2)) + xt = ot.datasets.make_2D_samples_gauss(n_samples, mu, cov) + xt = np.append(xt, (np.random.rand(n_noise, 2) + 1) * -3).reshape((-1, 2)) + + M = ot.dist(xs, xt) + + p = ot.unif(n_samples + n_noise) + q = ot.unif(n_samples + n_noise) + + with pytest.raises(ValueError): + ot.partial.partial_wasserstein_lagrange(p + 1, q, M, 1, log=True) + + with pytest.raises(ValueError): + ot.partial.partial_wasserstein(p, q, M, m=2, log=True) + + with pytest.raises(ValueError): + ot.partial.partial_wasserstein(p, q, M, m=-1, log=True) + + with pytest.raises(ValueError): + ot.partial.entropic_partial_wasserstein(p, q, M, reg=1, m=2, log=True) + + with pytest.raises(ValueError): + ot.partial.entropic_partial_wasserstein(p, q, M, reg=1, m=-1, log=True) + + with pytest.raises(ValueError): + ot.partial.partial_gromov_wasserstein(M, M, p, q, m=2, log=True) + + with pytest.raises(ValueError): + ot.partial.partial_gromov_wasserstein(M, M, p, q, m=-1, log=True) + + with pytest.raises(ValueError): + ot.partial.entropic_partial_gromov_wasserstein(M, M, p, q, reg=1, m=2, log=True) + + with pytest.raises(ValueError): + ot.partial.entropic_partial_gromov_wasserstein(M, M, p, q, reg=1, m=-1, log=True) + + +def test_partial_wasserstein_lagrange(): + + n_samples = 20 # nb samples (gaussian) + n_noise = 20 # nb of samples (noise) + + mu = np.array([0, 0]) + cov = np.array([[1, 0], [0, 2]]) + + xs = ot.datasets.make_2D_samples_gauss(n_samples, mu, cov) + xs = np.append(xs, (np.random.rand(n_noise, 2) + 1) * 4).reshape((-1, 2)) + xt = ot.datasets.make_2D_samples_gauss(n_samples, mu, cov) + xt = np.append(xt, (np.random.rand(n_noise, 2) + 1) * -3).reshape((-1, 2)) + + M = ot.dist(xs, xt) + + p = ot.unif(n_samples + n_noise) + q = ot.unif(n_samples + n_noise) + + w0, log0 = ot.partial.partial_wasserstein_lagrange(p, q, M, 1, log=True) + + +def test_partial_wasserstein(): + + n_samples = 20 # nb samples (gaussian) + n_noise = 20 # nb of samples (noise) + + mu = np.array([0, 0]) + cov = np.array([[1, 0], [0, 2]]) + + xs = ot.datasets.make_2D_samples_gauss(n_samples, mu, cov) + xs = np.append(xs, (np.random.rand(n_noise, 2) + 1) * 4).reshape((-1, 2)) + xt = ot.datasets.make_2D_samples_gauss(n_samples, mu, cov) + xt = np.append(xt, (np.random.rand(n_noise, 2) + 1) * -3).reshape((-1, 2)) + + M = ot.dist(xs, xt) + + p = ot.unif(n_samples + n_noise) + q = ot.unif(n_samples + n_noise) + + m = 0.5 + + w0, log0 = ot.partial.partial_wasserstein(p, q, M, m=m, log=True) + w, log = ot.partial.entropic_partial_wasserstein(p, q, M, reg=1, m=m, + log=True, verbose=True) + + # check constratints + np.testing.assert_equal( + w0.sum(1) - p <= 1e-5, [True] * len(p)) # cf convergence wasserstein + np.testing.assert_equal( + w0.sum(0) - q <= 1e-5, [True] * len(q)) # cf convergence wasserstein + np.testing.assert_equal( + w.sum(1) - p <= 1e-5, [True] * len(p)) # cf convergence wasserstein + np.testing.assert_equal( + w.sum(0) - q <= 1e-5, [True] * len(q)) # cf convergence wasserstein + + # check transported mass + np.testing.assert_allclose( + np.sum(w0), m, atol=1e-04) + np.testing.assert_allclose( + np.sum(w), m, atol=1e-04) + + w0, log0 = ot.partial.partial_wasserstein2(p, q, M, m=m, log=True) + w0_val = ot.partial.partial_wasserstein2(p, q, M, m=m, log=False) + + G = log0['T'] + + np.testing.assert_allclose(w0, w0_val, atol=1e-1, rtol=1e-1) + + # check constratints + np.testing.assert_equal( + G.sum(1) <= p, [True] * len(p)) # cf convergence wasserstein + np.testing.assert_equal( + G.sum(0) <= q, [True] * len(q)) # cf convergence wasserstein + np.testing.assert_allclose( + np.sum(G), m, atol=1e-04) + + +def test_partial_gromov_wasserstein(): + n_samples = 20 # nb samples + n_noise = 10 # nb of samples (noise) + + p = ot.unif(n_samples + n_noise) + q = ot.unif(n_samples + n_noise) + + mu_s = np.array([0, 0]) + cov_s = np.array([[1, 0], [0, 1]]) + + mu_t = np.array([0, 0, 0]) + cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) + + xs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s) + xs = np.concatenate((xs, ((np.random.rand(n_noise, 2) + 1) * 4)), axis=0) + P = sp.linalg.sqrtm(cov_t) + xt = np.random.randn(n_samples, 3).dot(P) + mu_t + xt = np.concatenate((xt, ((np.random.rand(n_noise, 3) + 1) * 10)), axis=0) + xt2 = xs[::-1].copy() + + C1 = ot.dist(xs, xs) + C2 = ot.dist(xt, xt) + C3 = ot.dist(xt2, xt2) + + m = 2 / 3 + res0, log0 = ot.partial.partial_gromov_wasserstein(C1, C3, p, q, m=m, + log=True, verbose=True) + np.testing.assert_allclose(res0, 0, atol=1e-1, rtol=1e-1) + + C1 = sp.spatial.distance.cdist(xs, xs) + C2 = sp.spatial.distance.cdist(xt, xt) + + m = 1 + res0, log0 = ot.partial.partial_gromov_wasserstein(C1, C2, p, q, m=m, + log=True) + G = ot.gromov.gromov_wasserstein(C1, C2, p, q, 'square_loss') + np.testing.assert_allclose(G, res0, atol=1e-04) + + res, log = ot.partial.entropic_partial_gromov_wasserstein(C1, C2, p, q, 10, + m=m, log=True) + G = ot.gromov.entropic_gromov_wasserstein( + C1, C2, p, q, 'square_loss', epsilon=10) + np.testing.assert_allclose(G, res, atol=1e-02) + + w0, log0 = ot.partial.partial_gromov_wasserstein2(C1, C2, p, q, m=m, + log=True) + w0_val = ot.partial.partial_gromov_wasserstein2(C1, C2, p, q, m=m, + log=False) + G = log0['T'] + np.testing.assert_allclose(w0, w0_val, atol=1e-1, rtol=1e-1) + + m = 2 / 3 + res0, log0 = ot.partial.partial_gromov_wasserstein(C1, C2, p, q, m=m, + log=True) + res, log = ot.partial.entropic_partial_gromov_wasserstein(C1, C2, p, q, + 100, m=m, + log=True) + + # check constratints + np.testing.assert_equal( + res0.sum(1) <= p, [True] * len(p)) # cf convergence wasserstein + np.testing.assert_equal( + res0.sum(0) <= q, [True] * len(q)) # cf convergence wasserstein + np.testing.assert_allclose( + np.sum(res0), m, atol=1e-04) + + np.testing.assert_equal( + res.sum(1) <= p, [True] * len(p)) # cf convergence wasserstein + np.testing.assert_equal( + res.sum(0) <= q, [True] * len(q)) # cf convergence wasserstein + np.testing.assert_allclose( + np.sum(res), m, atol=1e-04) diff --git a/test/test_stochastic.py b/test/test_stochastic.py index f0f3fc8..155622c 100644 --- a/test/test_stochastic.py +++ b/test/test_stochastic.py @@ -70,8 +70,8 @@ def test_stochastic_asgd(): M = ot.dist(x, x) - G = ot.stochastic.solve_semi_dual_entropic(u, u, M, reg, "asgd", - numItermax=numItermax) + G, log = ot.stochastic.solve_semi_dual_entropic(u, u, M, reg, "asgd", + numItermax=numItermax, log=True) # check constratints np.testing.assert_allclose( @@ -145,8 +145,8 @@ def test_stochastic_dual_sgd(): M = ot.dist(x, x) - G = ot.stochastic.solve_dual_entropic(u, u, M, reg, batch_size, - numItermax=numItermax) + G, log = ot.stochastic.solve_dual_entropic(u, u, M, reg, batch_size, + numItermax=numItermax, log=True) # check constratints np.testing.assert_allclose( diff --git a/test/test_unbalanced.py b/test/test_unbalanced.py index ca1efba..dfeaad9 100644 --- a/test/test_unbalanced.py +++ b/test/test_unbalanced.py @@ -31,9 +31,11 @@ def test_unbalanced_convergence(method): G, log = ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon, reg_m=reg_m, method=method, - log=True) + log=True, + verbose=True) loss = ot.unbalanced.sinkhorn_unbalanced2(a, b, M, epsilon, reg_m, - method=method) + method=method, + verbose=True) # check fixed point equations # in log-domain fi = reg_m / (reg_m + epsilon) @@ -73,7 +75,8 @@ def test_unbalanced_multiple_inputs(method): loss, log = ot.unbalanced.sinkhorn_unbalanced(a, b, M, reg=epsilon, reg_m=reg_m, method=method, - log=True) + log=True, + verbose=True) # check fixed point equations # in log-domain fi = reg_m / (reg_m + epsilon) diff --git a/test/test_utils.py b/test/test_utils.py index 640598d..db9cda6 100644 --- a/test/test_utils.py +++ b/test/test_utils.py @@ -36,10 +36,10 @@ def test_tic_toc(): t2 = ot.toq() # test timing - np.testing.assert_allclose(0.5, t, rtol=1e-2, atol=1e-2) + np.testing.assert_allclose(0.5, t, rtol=1e-1, atol=1e-1) # test toc vs toq - np.testing.assert_allclose(t, t2, rtol=1e-2, atol=1e-2) + np.testing.assert_allclose(t, t2, rtol=1e-1, atol=1e-1) def test_kernel(): |