From 50bc90058940645a13e2f3e41129bdc97161dc63 Mon Sep 17 00:00:00 2001 From: Hicham Janati Date: Wed, 12 Jun 2019 17:52:02 +0200 Subject: add unbalanced barycenters --- test/test_unbalanced.py | 30 ++++++++++++++++++++++++++++++ 1 file changed, 30 insertions(+) (limited to 'test') diff --git a/test/test_unbalanced.py b/test/test_unbalanced.py index b4fa355..b39e457 100644 --- a/test/test_unbalanced.py +++ b/test/test_unbalanced.py @@ -39,3 +39,33 @@ def test_unbalanced_convergence(method): u_final, log["u"], atol=1e-05) np.testing.assert_allclose( v_final, log["v"], atol=1e-05) + + +def test_unbalanced_barycenter(): + # test generalized sinkhorn for unbalanced OT barycenter + n = 100 + rng = np.random.RandomState(42) + + x = rng.randn(n, 2) + A = rng.rand(n, 2) + + # make dists unbalanced + A = A * np.array([1, 2])[None, :] + M = ot.dist(x, x) + epsilon = 1. + alpha = 1. + K = np.exp(- M / epsilon) + + q, log = ot.unbalanced.barycenter_unbalanced(A, M, reg=epsilon, alpha=alpha, + stopThr=1e-10, + log=True) + + # check fixed point equations + fi = alpha / (alpha + epsilon) + v_final = (q[:, None] / K.T.dot(log["u"])) ** fi + u_final = (A / K.dot(log["v"])) ** fi + + np.testing.assert_allclose( + u_final, log["u"], atol=1e-05) + np.testing.assert_allclose( + v_final, log["v"], atol=1e-05) -- cgit v1.2.3