import ot import numpy as np # import pytest def test_conditional_gradient(): n = 100 # nb bins # bin positions x = np.arange(n, dtype=np.float64) # Gaussian distributions a = ot.datasets.get_1D_gauss(n, m=20, s=5) # m= mean, s= std b = ot.datasets.get_1D_gauss(n, m=60, s=10) # loss matrix M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) 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, verbose=True, log=True) assert np.allclose(a, G.sum(1)) assert np.allclose(b, G.sum(0)) def test_generalized_conditional_gradient(): n = 100 # nb bins # bin positions x = np.arange(n, dtype=np.float64) # Gaussian distributions a = ot.datasets.get_1D_gauss(n, m=20, s=5) # m= mean, s= std b = ot.datasets.get_1D_gauss(n, m=60, s=10) # loss matrix M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) M /= M.max() def f(G): return 0.5 * np.sum(G**2) def df(G): return G reg1 = 1e-3 reg2 = 1e-1 G, log = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True, log=True) assert np.allclose(a, G.sum(1), atol=1e-05) assert np.allclose(b, G.sum(0), atol=1e-05)