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"""Tests for main module ot """
# Author: Remi Flamary <remi.flamary@unice.fr>
#
# License: MIT License
import warnings
import numpy as np
import pytest
from scipy.stats import wasserstein_distance
import ot
from ot.datasets import make_1D_gauss as gauss
def test_emd_dimension_mismatch():
# test emd and emd2 for dimension mismatch
n_samples = 100
n_features = 2
rng = np.random.RandomState(0)
x = rng.randn(n_samples, n_features)
a = ot.utils.unif(n_samples + 1)
M = ot.dist(x, x)
np.testing.assert_raises(AssertionError, ot.emd, a, a, M)
np.testing.assert_raises(AssertionError, ot.emd2, a, a, M)
def test_emd_emd2():
# test emd and emd2 for simple identity
n = 100
rng = np.random.RandomState(0)
x = rng.randn(n, 2)
u = ot.utils.unif(n)
M = ot.dist(x, x)
G = ot.emd(u, u, M)
# check G is identity
np.testing.assert_allclose(G, np.eye(n) / n)
# check constraints
np.testing.assert_allclose(u, G.sum(1)) # cf convergence sinkhorn
np.testing.assert_allclose(u, G.sum(0)) # cf convergence sinkhorn
w = ot.emd2(u, u, M)
# check loss=0
np.testing.assert_allclose(w, 0)
def test_emd_1d_emd2_1d():
# test emd1d gives similar results as emd
n = 20
m = 30
rng = np.random.RandomState(0)
u = rng.randn(n, 1)
v = rng.randn(m, 1)
M = ot.dist(u, v, metric='sqeuclidean')
G, log = ot.emd([], [], M, log=True)
wass = log["cost"]
G_1d, log = ot.emd_1d(u, v, [], [], metric='sqeuclidean', log=True)
wass1d = log["cost"]
wass1d_emd2 = ot.emd2_1d(u, v, [], [], metric='sqeuclidean', log=False)
wass1d_euc = ot.emd2_1d(u, v, [], [], metric='euclidean', log=False)
# check loss is similar
np.testing.assert_allclose(wass, wass1d)
np.testing.assert_allclose(wass, wass1d_emd2)
# check loss is similar to scipy's implementation for Euclidean metric
wass_sp = wasserstein_distance(u.reshape((-1,)), v.reshape((-1,)))
np.testing.assert_allclose(wass_sp, wass1d_euc)
# check constraints
np.testing.assert_allclose(np.ones((n,)) / n, G.sum(1))
np.testing.assert_allclose(np.ones((m,)) / m, G.sum(0))
# check G is similar
np.testing.assert_allclose(G, G_1d)
# check AssertionError is raised if called on non 1d arrays
u = np.random.randn(n, 2)
v = np.random.randn(m, 2)
with pytest.raises(AssertionError):
ot.emd_1d(u, v, [], [])
def test_emd_1d_emd2_1d_with_weights():
# test emd1d gives similar results as emd
n = 20
m = 30
rng = np.random.RandomState(0)
u = rng.randn(n, 1)
v = rng.randn(m, 1)
w_u = rng.uniform(0., 1., n)
w_u = w_u / w_u.sum()
w_v = rng.uniform(0., 1., m)
w_v = w_v / w_v.sum()
M = ot.dist(u, v, metric='sqeuclidean')
G, log = ot.emd(w_u, w_v, M, log=True)
wass = log["cost"]
G_1d, log = ot.emd_1d(u, v, w_u, w_v, metric='sqeuclidean', log=True)
wass1d = log["cost"]
wass1d_emd2 = ot.emd2_1d(u, v, w_u, w_v, metric='sqeuclidean', log=False)
wass1d_euc = ot.emd2_1d(u, v, w_u, w_v, metric='euclidean', log=False)
# check loss is similar
np.testing.assert_allclose(wass, wass1d)
np.testing.assert_allclose(wass, wass1d_emd2)
# check loss is similar to scipy's implementation for Euclidean metric
wass_sp = wasserstein_distance(u.reshape((-1,)), v.reshape((-1,)), w_u, w_v)
np.testing.assert_allclose(wass_sp, wass1d_euc)
# check constraints
np.testing.assert_allclose(w_u, G.sum(1))
np.testing.assert_allclose(w_v, G.sum(0))
def test_wass_1d():
# test emd1d gives similar results as emd
n = 20
m = 30
rng = np.random.RandomState(0)
u = rng.randn(n, 1)
v = rng.randn(m, 1)
M = ot.dist(u, v, metric='sqeuclidean')
G, log = ot.emd([], [], M, log=True)
wass = log["cost"]
wass1d = ot.wasserstein_1d(u, v, [], [], p=2.)
# check loss is similar
np.testing.assert_allclose(np.sqrt(wass), wass1d)
def test_emd_empty():
# test emd and emd2 for simple identity
n = 100
rng = np.random.RandomState(0)
x = rng.randn(n, 2)
u = ot.utils.unif(n)
M = ot.dist(x, x)
G = ot.emd([], [], M)
# check G is identity
np.testing.assert_allclose(G, np.eye(n) / n)
# check constraints
np.testing.assert_allclose(u, G.sum(1)) # cf convergence sinkhorn
np.testing.assert_allclose(u, G.sum(0)) # cf convergence sinkhorn
w = ot.emd2([], [], M)
# check loss=0
np.testing.assert_allclose(w, 0)
def test_emd2_multi():
n = 500 # nb bins
# bin positions
x = np.arange(n, dtype=np.float64)
# Gaussian distributions
a = gauss(n, m=20, s=5) # m= mean, s= std
ls = np.arange(20, 500, 20)
nb = len(ls)
b = np.zeros((n, nb))
for i in range(nb):
b[:, i] = gauss(n, m=ls[i], s=10)
# loss matrix
M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))
# M/=M.max()
print('Computing {} EMD '.format(nb))
# emd loss 1 proc
ot.tic()
emd1 = ot.emd2(a, b, M, 1)
ot.toc('1 proc : {} s')
# emd loss multipro proc
ot.tic()
emdn = ot.emd2(a, b, M)
ot.toc('multi proc : {} s')
np.testing.assert_allclose(emd1, emdn)
# emd loss multipro proc with log
ot.tic()
emdn = ot.emd2(a, b, M, log=True, return_matrix=True)
ot.toc('multi proc : {} s')
for i in range(len(emdn)):
emd = emdn[i]
log = emd[1]
cost = emd[0]
check_duality_gap(a, b[:, i], M, log['G'], log['u'], log['v'], cost)
emdn[i] = cost
emdn = np.array(emdn)
np.testing.assert_allclose(emd1, emdn)
def test_lp_barycenter():
a1 = np.array([1.0, 0, 0])[:, None]
a2 = np.array([0, 0, 1.0])[:, None]
A = np.hstack((a1, a2))
M = np.array([[0, 1.0, 4.0], [1.0, 0, 1.0], [4.0, 1.0, 0]])
# obvious barycenter between two diracs
bary0 = np.array([0, 1.0, 0])
bary = ot.lp.barycenter(A, M, [.5, .5])
np.testing.assert_allclose(bary, bary0, rtol=1e-5, atol=1e-7)
np.testing.assert_allclose(bary.sum(), 1)
def test_free_support_barycenter():
measures_locations = [np.array([-1.]).reshape((1, 1)), np.array([1.]).reshape((1, 1))]
measures_weights = [np.array([1.]), np.array([1.])]
X_init = np.array([-12.]).reshape((1, 1))
# obvious barycenter location between two diracs
bar_locations = np.array([0.]).reshape((1, 1))
X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init)
np.testing.assert_allclose(X, bar_locations, rtol=1e-5, atol=1e-7)
@pytest.mark.skipif(not ot.lp.cvx.cvxopt, reason="No cvxopt available")
def test_lp_barycenter_cvxopt():
a1 = np.array([1.0, 0, 0])[:, None]
a2 = np.array([0, 0, 1.0])[:, None]
A = np.hstack((a1, a2))
M = np.array([[0, 1.0, 4.0], [1.0, 0, 1.0], [4.0, 1.0, 0]])
# obvious barycenter between two diracs
bary0 = np.array([0, 1.0, 0])
bary = ot.lp.barycenter(A, M, [.5, .5], solver=None)
np.testing.assert_allclose(bary, bary0, rtol=1e-5, atol=1e-7)
np.testing.assert_allclose(bary.sum(), 1)
def test_warnings():
n = 100 # nb bins
m = 100 # nb bins
mean1 = 30
mean2 = 50
# bin positions
x = np.arange(n, dtype=np.float64)
y = np.arange(m, dtype=np.float64)
# Gaussian distributions
a = gauss(n, m=mean1, s=5) # m= mean, s= std
b = gauss(m, m=mean2, s=10)
# loss matrix
M = ot.dist(x.reshape((-1, 1)), y.reshape((-1, 1))) ** (1. / 2)
print('Computing {} EMD '.format(1))
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter("always")
print('Computing {} EMD '.format(1))
ot.emd(a, b, M, numItermax=1)
assert "numItermax" in str(w[-1].message)
assert len(w) == 1
a[0] = 100
print('Computing {} EMD '.format(2))
ot.emd(a, b, M)
assert "infeasible" in str(w[-1].message)
assert len(w) == 2
a[0] = -1
print('Computing {} EMD '.format(2))
ot.emd(a, b, M)
assert "infeasible" in str(w[-1].message)
assert len(w) == 3
def test_dual_variables():
n = 500 # nb bins
m = 600 # nb bins
mean1 = 300
mean2 = 400
# bin positions
x = np.arange(n, dtype=np.float64)
y = np.arange(m, dtype=np.float64)
# Gaussian distributions
a = gauss(n, m=mean1, s=5) # m= mean, s= std
b = gauss(m, m=mean2, s=10)
# loss matrix
M = ot.dist(x.reshape((-1, 1)), y.reshape((-1, 1))) ** (1. / 2)
print('Computing {} EMD '.format(1))
# emd loss 1 proc
ot.tic()
G, log = ot.emd(a, b, M, log=True)
ot.toc('1 proc : {} s')
ot.tic()
G2 = ot.emd(b, a, np.ascontiguousarray(M.T))
ot.toc('1 proc : {} s')
cost1 = (G * M).sum()
# Check symmetry
np.testing.assert_array_almost_equal(cost1, (M * G2.T).sum())
# Check with closed-form solution for gaussians
np.testing.assert_almost_equal(cost1, np.abs(mean1 - mean2))
# Check that both cost computations are equivalent
np.testing.assert_almost_equal(cost1, log['cost'])
check_duality_gap(a, b, M, G, log['u'], log['v'], log['cost'])
constraint_violation = log['u'][:, None] + log['v'][None, :] - M
assert constraint_violation.max() < 1e-8
def check_duality_gap(a, b, M, G, u, v, cost):
cost_dual = np.vdot(a, u) + np.vdot(b, v)
# Check that dual and primal cost are equal
np.testing.assert_almost_equal(cost_dual, cost)
[ind1, ind2] = np.nonzero(G)
# Check that reduced cost is zero on transport arcs
np.testing.assert_array_almost_equal((M - u.reshape(-1, 1) - v.reshape(1, -1))[ind1, ind2],
np.zeros(ind1.size))
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