"""Tests for module optim fro OT optimization """ # Author: Remi Flamary # # License: MIT License import numpy as np import ot def test_conditional_gradient(): n_bins = 100 # nb bins np.random.seed(0) # bin positions x = np.arange(n_bins, dtype=np.float64) # Gaussian distributions a = ot.datasets.make_1D_gauss(n_bins, m=20, s=5) # m= mean, s= std b = ot.datasets.make_1D_gauss(n_bins, m=60, s=10) # loss matrix M = ot.dist(x.reshape((n_bins, 1)), x.reshape((n_bins, 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) np.testing.assert_allclose(a, G.sum(1)) np.testing.assert_allclose(b, G.sum(0)) def test_conditional_gradient2(): n = 1000 # nb samples mu_s = np.array([0, 0]) cov_s = np.array([[1, 0], [0, 1]]) mu_t = np.array([4, 4]) cov_t = np.array([[1, -.8], [-.8, 1]]) xs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s) xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t) a, b = np.ones((n,)) / n, np.ones((n,)) / n # loss matrix M = ot.dist(xs, xt) 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, numItermaxEmd=200000, verbose=True, log=True) np.testing.assert_allclose(a, G.sum(1)) np.testing.assert_allclose(b, G.sum(0)) def test_generalized_conditional_gradient(): n_bins = 100 # nb bins np.random.seed(0) # bin positions x = np.arange(n_bins, dtype=np.float64) # Gaussian distributions a = ot.datasets.make_1D_gauss(n_bins, m=20, s=5) # m= mean, s= std b = ot.datasets.make_1D_gauss(n_bins, m=60, s=10) # loss matrix M = ot.dist(x.reshape((n_bins, 1)), x.reshape((n_bins, 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) np.testing.assert_allclose(a, G.sum(1), atol=1e-05) np.testing.assert_allclose(b, G.sum(0), atol=1e-05) def test_solve_1d_linesearch_quad_funct(): np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(1, -1, 0), 0.5) np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(-1, 5, 0), 0) np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(-1, 0.5, 0), 1)