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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
import ot
from ot.datasets import make_1D_gauss as gauss
from ot.backend import torch, tf
def test_emd_dimension_and_mass_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)
# test emd and emd2 for mass mismatch
a = ot.utils.unif(n_samples)
b = a.copy()
a[0] = 100
np.testing.assert_raises(AssertionError, ot.emd, a, b, M)
np.testing.assert_raises(AssertionError, ot.emd2, a, b, M)
def test_emd_backends(nx):
n_samples = 100
n_features = 2
rng = np.random.RandomState(0)
x = rng.randn(n_samples, n_features)
y = rng.randn(n_samples, n_features)
a = ot.utils.unif(n_samples)
M = ot.dist(x, y)
G = ot.emd(a, a, M)
ab, Mb = nx.from_numpy(a, M)
Gb = ot.emd(ab, ab, Mb)
np.allclose(G, nx.to_numpy(Gb))
def test_emd2_backends(nx):
n_samples = 100
n_features = 2
rng = np.random.RandomState(0)
x = rng.randn(n_samples, n_features)
y = rng.randn(n_samples, n_features)
a = ot.utils.unif(n_samples)
M = ot.dist(x, y)
val = ot.emd2(a, a, M)
ab, Mb = nx.from_numpy(a, M)
valb = ot.emd2(ab, ab, Mb)
# check with empty inputs
valb2 = ot.emd2([], [], Mb)
np.allclose(val, nx.to_numpy(valb))
np.allclose(val, nx.to_numpy(valb2))
def test_emd_emd2_types_devices(nx):
n_samples = 100
n_features = 2
rng = np.random.RandomState(0)
x = rng.randn(n_samples, n_features)
y = rng.randn(n_samples, n_features)
a = ot.utils.unif(n_samples)
M = ot.dist(x, y)
for tp in nx.__type_list__:
print(nx.dtype_device(tp))
ab, Mb = nx.from_numpy(a, M, type_as=tp)
Gb = ot.emd(ab, ab, Mb)
w = ot.emd2(ab, ab, Mb)
nx.assert_same_dtype_device(Mb, Gb)
nx.assert_same_dtype_device(Mb, w)
@pytest.mark.skipif(not tf, reason="tf not installed")
def test_emd_emd2_devices_tf():
nx = ot.backend.TensorflowBackend()
n_samples = 100
n_features = 2
rng = np.random.RandomState(0)
x = rng.randn(n_samples, n_features)
y = rng.randn(n_samples, n_features)
a = ot.utils.unif(n_samples)
M = ot.dist(x, y)
# Check that everything stays on the CPU
with tf.device("/CPU:0"):
ab, Mb = nx.from_numpy(a, M)
Gb = ot.emd(ab, ab, Mb)
w = ot.emd2(ab, ab, Mb)
nx.assert_same_dtype_device(Mb, Gb)
nx.assert_same_dtype_device(Mb, w)
if len(tf.config.list_physical_devices("GPU")) > 0:
# Check that everything happens on the GPU
ab, Mb = nx.from_numpy(a, M)
Gb = ot.emd(ab, ab, Mb)
w = ot.emd2(ab, ab, Mb)
nx.assert_same_dtype_device(Mb, Gb)
nx.assert_same_dtype_device(Mb, w)
assert nx.dtype_device(Gb)[1].startswith("GPU")
def test_emd2_gradients():
n_samples = 100
n_features = 2
rng = np.random.RandomState(0)
x = rng.randn(n_samples, n_features)
y = rng.randn(n_samples, n_features)
a = ot.utils.unif(n_samples)
M = ot.dist(x, y)
if torch:
a1 = torch.tensor(a, requires_grad=True)
b1 = torch.tensor(a, requires_grad=True)
M1 = torch.tensor(M, requires_grad=True)
val, log = ot.emd2(a1, b1, M1, log=True)
val.backward()
assert a1.shape == a1.grad.shape
assert b1.shape == b1.grad.shape
assert M1.shape == M1.grad.shape
assert np.allclose(
a1.grad.cpu().detach().numpy(),
log["u"].cpu().detach().numpy() - log["u"].cpu().detach().numpy().mean(),
)
assert np.allclose(
b1.grad.cpu().detach().numpy(),
log["v"].cpu().detach().numpy() - log["v"].cpu().detach().numpy().mean(),
)
# Testing for bug #309, checking for scaling of gradient
a2 = torch.tensor(a, requires_grad=True)
b2 = torch.tensor(a, requires_grad=True)
M2 = torch.tensor(M, requires_grad=True)
val = 10.0 * ot.emd2(a2, b2, M2)
val.backward()
assert np.allclose(
10.0 * a1.grad.cpu().detach().numpy(), a2.grad.cpu().detach().numpy()
)
assert np.allclose(
10.0 * b1.grad.cpu().detach().numpy(), b2.grad.cpu().detach().numpy()
)
assert np.allclose(
10.0 * M1.grad.cpu().detach().numpy(), M2.grad.cpu().detach().numpy()
)
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_omp_emd2():
# test emd2 and emd2 with openmp 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)
w = ot.emd2(u, u, M)
w2 = ot.emd2(u, u, M, numThreads=2)
np.testing.assert_allclose(w, w2)
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, 100)
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, [0.5, 0.5])
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([-1.0]).reshape((1, 1)),
np.array([1.0]).reshape((1, 1)),
]
measures_weights = [np.array([1.0]), np.array([1.0])]
X_init = np.array([-12.0]).reshape((1, 1))
# obvious barycenter location between two Diracs
bar_locations = np.array([0.0]).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)
def test_free_support_barycenter_backends(nx):
measures_locations = [
np.array([-1.0]).reshape((1, 1)),
np.array([1.0]).reshape((1, 1)),
]
measures_weights = [np.array([1.0]), np.array([1.0])]
X_init = np.array([-12.0]).reshape((1, 1))
X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init)
measures_locations2 = nx.from_numpy(*measures_locations)
measures_weights2 = nx.from_numpy(*measures_weights)
X_init2 = nx.from_numpy(X_init)
X2 = ot.lp.free_support_barycenter(measures_locations2, measures_weights2, X_init2)
np.testing.assert_allclose(X, nx.to_numpy(X2))
def test_generalised_free_support_barycenter():
X = [
np.array([-1.0, -1.0]).reshape((1, 2)),
np.array([1.0, 1.0]).reshape((1, 2)),
] # two 2D points bar is obviously 0
a = [np.array([1.0]), np.array([1.0])]
P = [np.eye(2), np.eye(2)]
Y_init = np.array([-12.0, 7.0]).reshape((1, 2))
# obvious barycenter location between two 2D Diracs
Y_true = np.array([0.0, 0.0]).reshape((1, 2))
# test without log and no init
Y = ot.lp.generalized_free_support_barycenter(X, a, P, 1)
np.testing.assert_allclose(Y, Y_true, rtol=1e-5, atol=1e-7)
# test with log and init
Y, _ = ot.lp.generalized_free_support_barycenter(
X, a, P, 1, Y_init=Y_init, b=np.array([1.0]), log=True
)
np.testing.assert_allclose(Y, Y_true, rtol=1e-5, atol=1e-7)
def test_generalised_free_support_barycenter_backends(nx):
X = [np.array([-1.0]).reshape((1, 1)), np.array([1.0]).reshape((1, 1))]
a = [np.array([1.0]), np.array([1.0])]
P = [np.array([1.0]).reshape((1, 1)), np.array([1.0]).reshape((1, 1))]
Y_init = np.array([-12.0]).reshape((1, 1))
Y = ot.lp.generalized_free_support_barycenter(X, a, P, 1, Y_init=Y_init)
X2 = nx.from_numpy(*X)
a2 = nx.from_numpy(*a)
P2 = nx.from_numpy(*P)
Y_init2 = nx.from_numpy(Y_init)
Y2 = ot.lp.generalized_free_support_barycenter(X2, a2, P2, 1, Y_init=Y_init2)
np.testing.assert_allclose(Y, nx.to_numpy(Y2))
@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, [0.5, 0.5], 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))) ** (1.0 / 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
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))) ** (1.0 / 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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