"""Tests for module bregman on OT with bregman projections """ # Author: Remi Flamary # # License: MIT License import numpy as np import ot def test_sinkhorn(): # test sinkhorn n = 100 rng = np.random.RandomState(0) x = rng.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 np.testing.assert_allclose( u, G.sum(1), atol=1e-05) # cf convergence sinkhorn np.testing.assert_allclose( u, G.sum(0), atol=1e-05) # cf convergence sinkhorn def test_sinkhorn_empty(): # test sinkhorn n = 100 rng = np.random.RandomState(0) x = rng.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 np.testing.assert_allclose(u, G.sum(1), atol=1e-05) np.testing.assert_allclose(u, G.sum(0), atol=1e-05) G, log = ot.sinkhorn([], [], M, 1, stopThr=1e-10, method='sinkhorn_stabilized', verbose=True, log=True) # check constratints np.testing.assert_allclose(u, G.sum(1), atol=1e-05) np.testing.assert_allclose(u, G.sum(0), atol=1e-05) G, log = ot.sinkhorn( [], [], M, 1, stopThr=1e-10, method='sinkhorn_epsilon_scaling', verbose=True, log=True) # check constratints np.testing.assert_allclose(u, G.sum(1), atol=1e-05) np.testing.assert_allclose(u, G.sum(0), atol=1e-05) def test_sinkhorn_variants(): # test sinkhorn n = 100 rng = np.random.RandomState(0) x = rng.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 np.testing.assert_allclose(G0, Gs, atol=1e-05) np.testing.assert_allclose(G0, Ges, atol=1e-05) np.testing.assert_allclose(G0, Gerr) def test_bary(): n_bins = 100 # nb bins # Gaussian distributions a1 = ot.datasets.get_1D_gauss(n_bins, m=30, s=10) # m= mean, s= std a2 = ot.datasets.get_1D_gauss(n_bins, m=40, s=10) # creating matrix A containing all distributions A = np.vstack((a1, a2)).T # loss matrix + normalization M = ot.utils.dist0(n_bins) 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) np.testing.assert_allclose(1, np.sum(bary_wass)) ot.bregman.barycenter(A, M, reg, log=True, verbose=True) def test_unmix(): n_bins = 50 # nb bins # Gaussian distributions a1 = ot.datasets.get_1D_gauss(n_bins, m=20, s=10) # m= mean, s= std a2 = ot.datasets.get_1D_gauss(n_bins, m=40, s=10) a = ot.datasets.get_1D_gauss(n_bins, m=30, s=10) # creating matrix A containing all distributions D = np.vstack((a1, a2)).T # loss matrix + normalization M = ot.utils.dist0(n_bins) M /= M.max() M0 = ot.utils.dist0(2) M0 /= M0.max() h0 = ot.unif(2) # wasserstein reg = 1e-3 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) ot.bregman.unmix(a, D, M, M0, h0, reg, 1, alpha=0.01, log=True, verbose=True)