import ot import numpy as np # import pytest def test_sinkhorn(): # test sinkhorn n = 100 np.random.seed(0) x = np.random.randn(n, 2) u = ot.utils.unif(n) M = ot.dist(x, x) G = ot.sinkhorn(u, u, M, 1, stopThr=1e-10) # check constratints assert np.allclose(u, G.sum(1), atol=1e-05) # cf convergence sinkhorn assert np.allclose(u, G.sum(0), atol=1e-05) # cf convergence sinkhorn def test_sinkhorn_empty(): # test sinkhorn n = 100 np.random.seed(0) x = np.random.randn(n, 2) u = ot.utils.unif(n) M = ot.dist(x, x) G, log = ot.sinkhorn([], [], M, 1, stopThr=1e-10, verbose=True, log=True) # check constratints assert np.allclose(u, G.sum(1), atol=1e-05) # cf convergence sinkhorn assert np.allclose(u, G.sum(0), atol=1e-05) # cf convergence sinkhorn G, log = ot.sinkhorn([], [], M, 1, stopThr=1e-10, method='sinkhorn_stabilized', verbose=True, log=True) # check constratints assert np.allclose(u, G.sum(1), atol=1e-05) # cf convergence sinkhorn assert np.allclose(u, G.sum(0), atol=1e-05) # cf convergence sinkhorn G, log = ot.sinkhorn( [], [], M, 1, stopThr=1e-10, method='sinkhorn_epsilon_scaling', verbose=True, log=True) # check constratints assert np.allclose(u, G.sum(1), atol=1e-05) # cf convergence sinkhorn assert np.allclose(u, G.sum(0), atol=1e-05) # cf convergence sinkhorn def test_sinkhorn_variants(): # test sinkhorn n = 100 np.random.seed(0) x = np.random.randn(n, 2) u = ot.utils.unif(n) M = ot.dist(x, x) G0 = ot.sinkhorn(u, u, M, 1, method='sinkhorn', stopThr=1e-10) Gs = ot.sinkhorn(u, u, M, 1, method='sinkhorn_stabilized', stopThr=1e-10) Ges = ot.sinkhorn( u, u, M, 1, method='sinkhorn_epsilon_scaling', stopThr=1e-10) Gerr = ot.sinkhorn(u, u, M, 1, method='do_not_exists', stopThr=1e-10) # check values assert np.allclose(G0, Gs, atol=1e-05) assert np.allclose(G0, Ges, atol=1e-05) assert np.allclose(G0, Gerr) def test_bary(): n = 100 # nb bins # Gaussian distributions a1 = ot.datasets.get_1D_gauss(n, m=30, s=10) # m= mean, s= std a2 = ot.datasets.get_1D_gauss(n, m=40, s=10) # creating matrix A containing all distributions A = np.vstack((a1, a2)).T # loss matrix + normalization M = ot.utils.dist0(n) M /= M.max() alpha = 0.5 # 0<=alpha<=1 weights = np.array([1 - alpha, alpha]) # wasserstein reg = 1e-3 bary_wass = ot.bregman.barycenter(A, M, reg, weights) assert np.allclose(1, np.sum(bary_wass))