"""Tests for module dr on Dimensionality Reduction """ # Author: Remi Flamary # Minhui Huang # # License: MIT License import numpy as np import ot import pytest try: # test if autograd and pymanopt are installed import ot.dr nogo = False except ImportError: nogo = True @pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)") def test_fda(): n_samples = 90 # nb samples in source and target datasets np.random.seed(0) # generate gaussian dataset xs, ys = ot.datasets.make_data_classif('gaussrot', n_samples) n_features_noise = 8 xs = np.hstack((xs, np.random.randn(n_samples, n_features_noise))) p = 1 Pfda, projfda = ot.dr.fda(xs, ys, p) projfda(xs) np.testing.assert_allclose(np.sum(Pfda**2, 0), np.ones(p)) @pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)") def test_wda(): n_samples = 100 # nb samples in source and target datasets np.random.seed(0) # generate gaussian dataset xs, ys = ot.datasets.make_data_classif('gaussrot', n_samples) n_features_noise = 8 xs = np.hstack((xs, np.random.randn(n_samples, n_features_noise))) p = 2 Pwda, projwda = ot.dr.wda(xs, ys, p, maxiter=10) projwda(xs) np.testing.assert_allclose(np.sum(Pwda**2, 0), np.ones(p)) @pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)") def test_wda_low_reg(): n_samples = 100 # nb samples in source and target datasets np.random.seed(0) # generate gaussian dataset xs, ys = ot.datasets.make_data_classif('gaussrot', n_samples) n_features_noise = 8 xs = np.hstack((xs, np.random.randn(n_samples, n_features_noise))) p = 2 Pwda, projwda = ot.dr.wda(xs, ys, p, reg=0.01, maxiter=10, sinkhorn_method='sinkhorn_log') projwda(xs) np.testing.assert_allclose(np.sum(Pwda**2, 0), np.ones(p)) @pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)") def test_wda_normalized(): n_samples = 100 # nb samples in source and target datasets np.random.seed(0) # generate gaussian dataset xs, ys = ot.datasets.make_data_classif('gaussrot', n_samples) n_features_noise = 8 xs = np.hstack((xs, np.random.randn(n_samples, n_features_noise))) p = 2 P0 = np.random.randn(10, p) P0 /= P0.sum(0, keepdims=True) Pwda, projwda = ot.dr.wda(xs, ys, p, maxiter=10, P0=P0, normalize=True) projwda(xs) np.testing.assert_allclose(np.sum(Pwda**2, 0), np.ones(p)) @pytest.mark.skipif(nogo, reason="Missing modules (autograd or pymanopt)") def test_prw(): d = 100 # Dimension n = 100 # Number samples k = 3 # Subspace dimension dim = 3 def fragmented_hypercube(n, d, dim): assert dim <= d assert dim >= 1 assert dim == int(dim) a = (1. / n) * np.ones(n) b = (1. / n) * np.ones(n) # First measure : uniform on the hypercube X = np.random.uniform(-1, 1, size=(n, d)) # Second measure : fragmentation tmp_y = np.random.uniform(-1, 1, size=(n, d)) Y = tmp_y + 2 * np.sign(tmp_y) * np.array(dim * [1] + (d - dim) * [0]) return a, b, X, Y a, b, X, Y = fragmented_hypercube(n, d, dim) tau = 0.002 reg = 0.2 pi, U = ot.dr.projection_robust_wasserstein(X, Y, a, b, tau, reg=reg, k=k, maxiter=1000, verbose=1) U0 = np.random.randn(d, k) U0, _ = np.linalg.qr(U0) pi, U = ot.dr.projection_robust_wasserstein(X, Y, a, b, tau, U0=U0, reg=reg, k=k, maxiter=1000, verbose=1)