Beispiel #1
0
class TestGeodesicRegression(geomstats.tests.TestCase):
    _multiprocess_can_split_ = True

    def setup_method(self):
        gs.random.seed(1234)
        self.n_samples = 20

        # Set up for euclidean
        self.dim_eucl = 3
        self.shape_eucl = (self.dim_eucl, )
        self.eucl = Euclidean(dim=self.dim_eucl)
        X = gs.random.rand(self.n_samples)
        self.X_eucl = X - gs.mean(X)
        self.intercept_eucl_true = self.eucl.random_point()
        self.coef_eucl_true = self.eucl.random_point()

        self.y_eucl = (self.intercept_eucl_true +
                       self.X_eucl[:, None] * self.coef_eucl_true)
        self.param_eucl_true = gs.vstack(
            [self.intercept_eucl_true, self.coef_eucl_true])
        self.param_eucl_guess = gs.vstack([
            self.y_eucl[0],
            self.y_eucl[0] + gs.random.normal(size=self.shape_eucl)
        ])

        # Set up for hypersphere
        self.dim_sphere = 4
        self.shape_sphere = (self.dim_sphere + 1, )
        self.sphere = Hypersphere(dim=self.dim_sphere)
        X = gs.random.rand(self.n_samples)
        self.X_sphere = X - gs.mean(X)
        self.intercept_sphere_true = self.sphere.random_point()
        self.coef_sphere_true = self.sphere.projection(
            gs.random.rand(self.dim_sphere + 1))

        self.y_sphere = self.sphere.metric.exp(
            self.X_sphere[:, None] * self.coef_sphere_true,
            base_point=self.intercept_sphere_true,
        )

        self.param_sphere_true = gs.vstack(
            [self.intercept_sphere_true, self.coef_sphere_true])
        self.param_sphere_guess = gs.vstack([
            self.y_sphere[0],
            self.sphere.to_tangent(gs.random.normal(size=self.shape_sphere),
                                   self.y_sphere[0]),
        ])

        # Set up for special euclidean
        self.se2 = SpecialEuclidean(n=2)
        self.metric_se2 = self.se2.left_canonical_metric
        self.metric_se2.default_point_type = "matrix"

        self.shape_se2 = (3, 3)
        X = gs.random.rand(self.n_samples)
        self.X_se2 = X - gs.mean(X)

        self.intercept_se2_true = self.se2.random_point()
        self.coef_se2_true = self.se2.to_tangent(
            5.0 * gs.random.rand(*self.shape_se2), self.intercept_se2_true)

        self.y_se2 = self.metric_se2.exp(
            self.X_se2[:, None, None] * self.coef_se2_true[None],
            self.intercept_se2_true,
        )

        self.param_se2_true = gs.vstack([
            gs.flatten(self.intercept_se2_true),
            gs.flatten(self.coef_se2_true),
        ])
        self.param_se2_guess = gs.vstack([
            gs.flatten(self.y_se2[0]),
            gs.flatten(
                self.se2.to_tangent(gs.random.normal(size=self.shape_se2),
                                    self.y_se2[0])),
        ])

        # Set up for discrete curves
        n_sampling_points = 8
        self.curves_2d = DiscreteCurves(R2)
        self.metric_curves_2d = self.curves_2d.srv_metric
        self.metric_curves_2d.default_point_type = "matrix"

        self.shape_curves_2d = (n_sampling_points, 2)
        X = gs.random.rand(self.n_samples)
        self.X_curves_2d = X - gs.mean(X)

        self.intercept_curves_2d_true = self.curves_2d.random_point(
            n_sampling_points=n_sampling_points)
        self.coef_curves_2d_true = self.curves_2d.to_tangent(
            5.0 * gs.random.rand(*self.shape_curves_2d),
            self.intercept_curves_2d_true)

        # Added because of GitHub issue #1575
        intercept_curves_2d_true_repeated = gs.tile(
            gs.expand_dims(self.intercept_curves_2d_true, axis=0),
            (self.n_samples, 1, 1),
        )
        self.y_curves_2d = self.metric_curves_2d.exp(
            self.X_curves_2d[:, None, None] * self.coef_curves_2d_true[None],
            intercept_curves_2d_true_repeated,
        )

        self.param_curves_2d_true = gs.vstack([
            gs.flatten(self.intercept_curves_2d_true),
            gs.flatten(self.coef_curves_2d_true),
        ])
        self.param_curves_2d_guess = gs.vstack([
            gs.flatten(self.y_curves_2d[0]),
            gs.flatten(
                self.curves_2d.to_tangent(
                    gs.random.normal(size=self.shape_curves_2d),
                    self.y_curves_2d[0])),
        ])

    def test_loss_euclidean(self):
        """Test that the loss is 0 at the true parameters."""
        gr = GeodesicRegression(
            self.eucl,
            metric=self.eucl.metric,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )
        loss = gr._loss(
            self.X_eucl,
            self.y_eucl,
            self.param_eucl_true,
            self.shape_eucl,
        )
        self.assertAllClose(loss.shape, ())
        self.assertTrue(gs.isclose(loss, 0.0))

    def test_loss_hypersphere(self):
        """Test that the loss is 0 at the true parameters."""
        gr = GeodesicRegression(
            self.sphere,
            metric=self.sphere.metric,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )
        loss = gr._loss(
            self.X_sphere,
            self.y_sphere,
            self.param_sphere_true,
            self.shape_sphere,
        )
        self.assertAllClose(loss.shape, ())
        self.assertTrue(gs.isclose(loss, 0.0))

    @geomstats.tests.autograd_and_tf_only
    def test_loss_se2(self):
        """Test that the loss is 0 at the true parameters."""
        gr = GeodesicRegression(
            self.se2,
            metric=self.metric_se2,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )
        loss = gr._loss(self.X_se2, self.y_se2, self.param_se2_true,
                        self.shape_se2)
        self.assertAllClose(loss.shape, ())
        self.assertTrue(gs.isclose(loss, 0.0))

    @geomstats.tests.autograd_only
    def test_loss_curves_2d(self):
        """Test that the loss is 0 at the true parameters."""
        gr = GeodesicRegression(
            self.curves_2d,
            metric=self.metric_curves_2d,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )
        loss = gr._loss(
            self.X_curves_2d,
            self.y_curves_2d,
            self.param_curves_2d_true,
            self.shape_curves_2d,
        )
        self.assertAllClose(loss.shape, ())
        self.assertTrue(gs.isclose(loss, 0.0))

    @geomstats.tests.autograd_tf_and_torch_only
    def test_value_and_grad_loss_euclidean(self):
        gr = GeodesicRegression(
            self.eucl,
            metric=self.eucl.metric,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
            regularization=0,
        )

        def loss_of_param(param):
            return gr._loss(self.X_eucl, self.y_eucl, param, self.shape_eucl)

        # Without numpy conversion
        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param)
        loss_value, loss_grad = objective_with_grad(self.param_eucl_guess)

        expected_grad_shape = (2, self.dim_eucl)
        self.assertAllClose(loss_value.shape, ())
        self.assertAllClose(loss_grad.shape, expected_grad_shape)

        self.assertFalse(gs.isclose(loss_value, 0.0))
        self.assertFalse(gs.isnan(loss_value))
        self.assertFalse(
            gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
        self.assertTrue(gs.all(~gs.isnan(loss_grad)))

        # With numpy conversion
        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
                                                         to_numpy=True)
        loss_value, loss_grad = objective_with_grad(self.param_eucl_guess)
        # Convert back to arrays/tensors
        loss_value = gs.array(loss_value)
        loss_grad = gs.array(loss_grad)

        expected_grad_shape = (2, self.dim_eucl)
        self.assertAllClose(loss_value.shape, ())
        self.assertAllClose(loss_grad.shape, expected_grad_shape)

        self.assertFalse(gs.isclose(loss_value, 0.0))
        self.assertFalse(gs.isnan(loss_value))
        self.assertFalse(
            gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
        self.assertTrue(gs.all(~gs.isnan(loss_grad)))

    @geomstats.tests.autograd_tf_and_torch_only
    def test_value_and_grad_loss_hypersphere(self):
        gr = GeodesicRegression(
            self.sphere,
            metric=self.sphere.metric,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
            regularization=0,
        )

        def loss_of_param(param):
            return gr._loss(self.X_sphere, self.y_sphere, param,
                            self.shape_sphere)

        # Without numpy conversion
        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param)
        loss_value, loss_grad = objective_with_grad(self.param_sphere_guess)

        expected_grad_shape = (2, self.dim_sphere + 1)
        self.assertAllClose(loss_value.shape, ())
        self.assertAllClose(loss_grad.shape, expected_grad_shape)

        self.assertFalse(gs.isclose(loss_value, 0.0))
        self.assertFalse(gs.isnan(loss_value))
        self.assertFalse(
            gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
        self.assertTrue(gs.all(~gs.isnan(loss_grad)))

        # With numpy conversion
        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
                                                         to_numpy=True)
        loss_value, loss_grad = objective_with_grad(self.param_sphere_guess)
        # Convert back to arrays/tensors
        loss_value = gs.array(loss_value)
        loss_grad = gs.array(loss_grad)

        expected_grad_shape = (2, self.dim_sphere + 1)
        self.assertAllClose(loss_value.shape, ())
        self.assertAllClose(loss_grad.shape, expected_grad_shape)

        self.assertFalse(gs.isclose(loss_value, 0.0))
        self.assertFalse(gs.isnan(loss_value))
        self.assertFalse(
            gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
        self.assertTrue(gs.all(~gs.isnan(loss_grad)))

    @geomstats.tests.autograd_and_tf_only
    def test_value_and_grad_loss_se2(self):

        gr = GeodesicRegression(
            self.se2,
            metric=self.metric_se2,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )

        def loss_of_param(param):
            return gr._loss(self.X_se2, self.y_se2, param, self.shape_se2)

        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param)
        loss_value, loss_grad = objective_with_grad(self.param_se2_true)
        expected_grad_shape = (
            2,
            self.shape_se2[0] * self.shape_se2[1],
        )

        self.assertTrue(gs.isclose(loss_value, 0.0))

        loss_value, loss_grad = objective_with_grad(self.param_se2_guess)

        self.assertAllClose(loss_value.shape, ())
        self.assertAllClose(loss_grad.shape, expected_grad_shape)

        self.assertFalse(gs.isclose(loss_value, 0.0))
        self.assertFalse(
            gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
        self.assertTrue(gs.all(~gs.isnan(loss_grad)))

        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
                                                         to_numpy=True)
        loss_value, loss_grad = objective_with_grad(self.param_se2_guess)
        expected_grad_shape = (
            2,
            self.shape_se2[0] * self.shape_se2[1],
        )
        self.assertAllClose(loss_value.shape, ())
        self.assertAllClose(loss_grad.shape, expected_grad_shape)

        self.assertFalse(gs.isclose(loss_value, 0.0))
        self.assertFalse(gs.isnan(loss_value))
        self.assertFalse(
            gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
        self.assertTrue(gs.all(~gs.isnan(loss_grad)))

    @geomstats.tests.autograd_tf_and_torch_only
    def test_loss_minimization_extrinsic_euclidean(self):
        """Minimize loss from noiseless data."""
        gr = GeodesicRegression(self.eucl, regularization=0)

        def loss_of_param(param):
            return gr._loss(self.X_eucl, self.y_eucl, param, self.shape_eucl)

        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
                                                         to_numpy=True)
        initial_guess = gs.flatten(self.param_eucl_guess)
        res = minimize(
            objective_with_grad,
            initial_guess,
            method="CG",
            jac=True,
            tol=10 * gs.atol,
            options={
                "disp": True,
                "maxiter": 50
            },
        )
        self.assertAllClose(gs.array(res.x).shape, (self.dim_eucl * 2, ))
        self.assertAllClose(res.fun, 0.0, atol=1000 * gs.atol)

        # Cast required because minimization happens in scipy in float64
        param_hat = gs.cast(gs.array(res.x), self.param_eucl_true.dtype)

        intercept_hat, coef_hat = gs.split(param_hat, 2)
        coef_hat = self.eucl.to_tangent(coef_hat, intercept_hat)
        self.assertAllClose(intercept_hat, self.intercept_eucl_true)

        tangent_vec_of_transport = self.eucl.metric.log(
            self.intercept_eucl_true, base_point=intercept_hat)

        transported_coef_hat = self.eucl.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat,
                            self.coef_eucl_true,
                            atol=10 * gs.atol)

    @geomstats.tests.autograd_tf_and_torch_only
    def test_loss_minimization_extrinsic_hypersphere(self):
        """Minimize loss from noiseless data."""
        gr = GeodesicRegression(self.sphere, regularization=0)

        def loss_of_param(param):
            return gr._loss(self.X_sphere, self.y_sphere, param,
                            self.shape_sphere)

        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
                                                         to_numpy=True)
        initial_guess = gs.flatten(self.param_sphere_guess)
        res = minimize(
            objective_with_grad,
            initial_guess,
            method="CG",
            jac=True,
            tol=10 * gs.atol,
            options={
                "disp": True,
                "maxiter": 50
            },
        )
        self.assertAllClose(
            gs.array(res.x).shape, ((self.dim_sphere + 1) * 2, ))
        self.assertAllClose(res.fun, 0.0, atol=5e-3)

        # Cast required because minimization happens in scipy in float64
        param_hat = gs.cast(gs.array(res.x), self.param_sphere_true.dtype)

        intercept_hat, coef_hat = gs.split(param_hat, 2)
        intercept_hat = self.sphere.projection(intercept_hat)
        coef_hat = self.sphere.to_tangent(coef_hat, intercept_hat)
        self.assertAllClose(intercept_hat,
                            self.intercept_sphere_true,
                            atol=5e-2)

        tangent_vec_of_transport = self.sphere.metric.log(
            self.intercept_sphere_true, base_point=intercept_hat)

        transported_coef_hat = self.sphere.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat,
                            self.coef_sphere_true,
                            atol=0.6)

    @geomstats.tests.autograd_and_tf_only
    def test_loss_minimization_extrinsic_se2(self):
        gr = GeodesicRegression(
            self.se2,
            metric=self.metric_se2,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )

        def loss_of_param(param):
            return gr._loss(self.X_se2, self.y_se2, param, self.shape_se2)

        objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
                                                         to_numpy=True)

        res = minimize(
            objective_with_grad,
            gs.flatten(self.param_se2_guess),
            method="CG",
            jac=True,
            options={
                "disp": True,
                "maxiter": 50
            },
        )
        self.assertAllClose(gs.array(res.x).shape, (18, ))

        self.assertAllClose(res.fun, 0.0, atol=1e-6)

        # Cast required because minimization happens in scipy in float64
        param_hat = gs.cast(gs.array(res.x), self.param_se2_true.dtype)

        intercept_hat, coef_hat = gs.split(param_hat, 2)
        intercept_hat = gs.reshape(intercept_hat, self.shape_se2)
        coef_hat = gs.reshape(coef_hat, self.shape_se2)

        intercept_hat = self.se2.projection(intercept_hat)
        coef_hat = self.se2.to_tangent(coef_hat, intercept_hat)
        self.assertAllClose(intercept_hat, self.intercept_se2_true, atol=1e-4)

        tangent_vec_of_transport = self.se2.metric.log(
            self.intercept_se2_true, base_point=intercept_hat)

        transported_coef_hat = self.se2.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat, self.coef_se2_true, atol=0.6)

    @geomstats.tests.autograd_tf_and_torch_only
    def test_fit_extrinsic_euclidean(self):
        gr = GeodesicRegression(
            self.eucl,
            metric=self.eucl.metric,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
            initialization="random",
            regularization=0.9,
        )

        gr.fit(self.X_eucl, self.y_eucl, compute_training_score=True)

        training_score = gr.training_score_
        intercept_hat, coef_hat = gr.intercept_, gr.coef_
        self.assertAllClose(intercept_hat.shape, self.shape_eucl)
        self.assertAllClose(coef_hat.shape, self.shape_eucl)
        self.assertAllClose(training_score, 1.0, atol=500 * gs.atol)
        self.assertAllClose(intercept_hat, self.intercept_eucl_true)

        tangent_vec_of_transport = self.eucl.metric.log(
            self.intercept_eucl_true, base_point=intercept_hat)

        transported_coef_hat = self.eucl.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat, self.coef_eucl_true)

    @geomstats.tests.autograd_tf_and_torch_only
    def test_fit_extrinsic_hypersphere(self):
        gr = GeodesicRegression(
            self.sphere,
            metric=self.sphere.metric,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
            initialization="random",
            regularization=0.9,
        )

        gr.fit(self.X_sphere, self.y_sphere, compute_training_score=True)

        training_score = gr.training_score_
        intercept_hat, coef_hat = gr.intercept_, gr.coef_
        self.assertAllClose(intercept_hat.shape, self.shape_sphere)
        self.assertAllClose(coef_hat.shape, self.shape_sphere)
        self.assertAllClose(training_score, 1.0, atol=500 * gs.atol)
        self.assertAllClose(intercept_hat,
                            self.intercept_sphere_true,
                            atol=5e-3)

        tangent_vec_of_transport = self.sphere.metric.log(
            self.intercept_sphere_true, base_point=intercept_hat)

        transported_coef_hat = self.sphere.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat,
                            self.coef_sphere_true,
                            atol=0.6)

    @geomstats.tests.autograd_and_tf_only
    def test_fit_extrinsic_se2(self):
        gr = GeodesicRegression(
            self.se2,
            metric=self.metric_se2,
            center_X=False,
            method="extrinsic",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
            initialization="warm_start",
        )

        gr.fit(self.X_se2, self.y_se2, compute_training_score=True)
        intercept_hat, coef_hat = gr.intercept_, gr.coef_
        training_score = gr.training_score_

        self.assertAllClose(intercept_hat.shape, self.shape_se2)
        self.assertAllClose(coef_hat.shape, self.shape_se2)
        self.assertTrue(gs.isclose(training_score, 1.0))
        self.assertAllClose(intercept_hat, self.intercept_se2_true, atol=1e-4)

        tangent_vec_of_transport = self.se2.metric.log(
            self.intercept_se2_true, base_point=intercept_hat)

        transported_coef_hat = self.se2.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat, self.coef_se2_true, atol=0.6)

    @geomstats.tests.autograd_tf_and_torch_only
    def test_fit_riemannian_euclidean(self):
        gr = GeodesicRegression(
            self.eucl,
            metric=self.eucl.metric,
            center_X=False,
            method="riemannian",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )

        gr.fit(self.X_eucl, self.y_eucl, compute_training_score=True)
        intercept_hat, coef_hat = gr.intercept_, gr.coef_
        training_score = gr.training_score_

        self.assertAllClose(intercept_hat.shape, self.shape_eucl)
        self.assertAllClose(coef_hat.shape, self.shape_eucl)

        self.assertAllClose(training_score, 1.0, atol=0.1)
        self.assertAllClose(intercept_hat, self.intercept_eucl_true)

        tangent_vec_of_transport = self.eucl.metric.log(
            self.intercept_eucl_true, base_point=intercept_hat)

        transported_coef_hat = self.eucl.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat,
                            self.coef_eucl_true,
                            atol=1e-2)

    @geomstats.tests.autograd_tf_and_torch_only
    def test_fit_riemannian_hypersphere(self):
        gr = GeodesicRegression(
            self.sphere,
            metric=self.sphere.metric,
            center_X=False,
            method="riemannian",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
        )

        gr.fit(self.X_sphere, self.y_sphere, compute_training_score=True)
        intercept_hat, coef_hat = gr.intercept_, gr.coef_
        training_score = gr.training_score_

        self.assertAllClose(intercept_hat.shape, self.shape_sphere)
        self.assertAllClose(coef_hat.shape, self.shape_sphere)

        self.assertAllClose(training_score, 1.0, atol=0.1)
        self.assertAllClose(intercept_hat,
                            self.intercept_sphere_true,
                            atol=1e-2)

        tangent_vec_of_transport = self.sphere.metric.log(
            self.intercept_sphere_true, base_point=intercept_hat)

        transported_coef_hat = self.sphere.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat,
                            self.coef_sphere_true,
                            atol=0.6)

    @geomstats.tests.autograd_and_tf_only
    def test_fit_riemannian_se2(self):
        init = (self.y_se2[0], gs.zeros_like(self.y_se2[0]))
        gr = GeodesicRegression(
            self.se2,
            metric=self.metric_se2,
            center_X=False,
            method="riemannian",
            max_iter=50,
            init_step_size=0.1,
            verbose=True,
            initialization=init,
        )

        gr.fit(self.X_se2, self.y_se2, compute_training_score=True)
        intercept_hat, coef_hat = gr.intercept_, gr.coef_
        training_score = gr.training_score_

        self.assertAllClose(intercept_hat.shape, self.shape_se2)
        self.assertAllClose(coef_hat.shape, self.shape_se2)
        self.assertAllClose(training_score, 1.0, atol=1e-4)
        self.assertAllClose(intercept_hat, self.intercept_se2_true, atol=1e-4)

        tangent_vec_of_transport = self.se2.metric.log(
            self.intercept_se2_true, base_point=intercept_hat)

        transported_coef_hat = self.se2.metric.parallel_transport(
            tangent_vec=coef_hat,
            base_point=intercept_hat,
            direction=tangent_vec_of_transport,
        )

        self.assertAllClose(transported_coef_hat, self.coef_se2_true, atol=0.6)
Beispiel #2
0
class TestSpecialEuclidean(geomstats.tests.TestCase):
    def setUp(self):
        gs.random.seed(12)
        self.n = 2
        self.group = SpecialEuclidean(n=self.n)
        self.n_samples = 3
        self.point = self.group.random_point(self.n_samples)
        self.tangent_vec = self.group.to_tangent(
            gs.random.rand(self.n_samples, self.group.n + 1, self.group.n + 1),
            self.point)

    def test_belongs(self):
        theta = gs.pi / 3
        point_1 = gs.array([[gs.cos(theta), -gs.sin(theta), 2.],
                            [gs.sin(theta), gs.cos(theta), 3.], [0., 0., 1.]])
        result = self.group.belongs(point_1)
        self.assertTrue(result)

        point_2 = gs.array([[gs.cos(theta), -gs.sin(theta), 2.],
                            [gs.sin(theta), gs.cos(theta), 3.], [0., 0., 0.]])
        result = self.group.belongs(point_2)
        self.assertFalse(result)

        point = gs.array([point_1, point_2])
        expected = gs.array([True, False])
        result = self.group.belongs(point)
        self.assertAllClose(result, expected)

        point = point_1[0]
        result = self.group.belongs(point)
        self.assertFalse(result)

        point = gs.zeros((2, 3))
        result = self.group.belongs(point)
        self.assertFalse(result)

        point = gs.zeros((2, 2, 3))
        result = self.group.belongs(point)
        self.assertFalse(gs.all(result))
        self.assertAllClose(result.shape, (2, ))

    def test_random_point_and_belongs(self):
        point = self.group.random_point()
        result = self.group.belongs(point)
        self.assertTrue(result)

        point = self.group.random_point(self.n_samples)
        result = self.group.belongs(point)
        expected = gs.array([True] * self.n_samples)
        self.assertAllClose(result, expected)

    def test_identity(self):
        result = self.group.identity
        expected = gs.eye(self.n + 1)
        self.assertAllClose(result, expected)

    def test_is_tangent(self):
        theta = gs.pi / 3
        vec_1 = gs.array([[0., -theta, 2.], [theta, 0., 3.], [0., 0., 0.]])
        point = self.group.random_point()
        tangent_vec = self.group.compose(point, vec_1)
        result = self.group.is_tangent(tangent_vec, point)
        self.assertTrue(result)

        vec_2 = gs.array([[0., -theta, 2.], [theta, 0., 3.], [0., 0., 1.]])
        tangent_vec = self.group.compose(point, vec_2)
        result = self.group.is_tangent(tangent_vec, point)
        self.assertFalse(result)

        vec = gs.array([vec_1, vec_2])
        expected = gs.array([True, False])
        result = self.group.is_tangent(vec)
        self.assertAllClose(result, expected)

    def test_to_tangent_vec_vectorization(self):
        n = self.group.n
        tangent_vecs = gs.arange(self.n_samples * (n + 1)**2)
        tangent_vecs = gs.cast(tangent_vecs, gs.float32)
        tangent_vecs = gs.reshape(tangent_vecs,
                                  (self.n_samples, ) + (n + 1, ) * 2)
        point = self.group.random_point(self.n_samples)
        tangent_vecs = Matrices.mul(point, tangent_vecs)
        regularized = self.group.to_tangent(tangent_vecs, point)
        result = Matrices.mul(
            Matrices.transpose(point), regularized) + \
            Matrices.mul(Matrices.transpose(regularized), point)
        result = result[:, :n, :n]
        expected = gs.zeros_like(result)
        self.assertAllClose(result, expected)

    def test_compose_and_inverse_matrix_form(self):
        point = self.group.random_point()
        inv_point = self.group.inverse(point)
        result = self.group.compose(point, inv_point)
        expected = self.group.identity
        self.assertAllClose(result, expected)

        if not geomstats.tests.tf_backend():
            result = self.group.compose(inv_point, point)
            expected = self.group.identity
            self.assertAllClose(result, expected)

    def test_compose_vectorization(self):
        n_samples = self.n_samples
        n_points_a = self.group.random_point(n_samples=n_samples)
        n_points_b = self.group.random_point(n_samples=n_samples)
        one_point = self.group.random_point(n_samples=1)

        result = self.group.compose(one_point, n_points_a)
        self.assertAllClose(gs.shape(result),
                            (n_samples, ) + (self.group.n + 1, ) * 2)

        result = self.group.compose(n_points_a, one_point)

        if not geomstats.tests.tf_backend():
            self.assertAllClose(gs.shape(result),
                                (n_samples, ) + (self.group.n + 1, ) * 2)

            result = self.group.compose(n_points_a, n_points_b)
            self.assertAllClose(gs.shape(result),
                                (n_samples, ) + (self.group.n + 1, ) * 2)

    def test_inverse_vectorization(self):
        n_samples = self.n_samples
        points = self.group.random_point(n_samples=n_samples)
        result = self.group.inverse(points)
        self.assertAllClose(gs.shape(result),
                            (n_samples, ) + (self.group.n + 1, ) * 2)

    def test_compose_matrix_form(self):
        point = self.group.random_point()
        result = self.group.compose(point, self.group.identity)
        expected = point
        self.assertAllClose(result, expected)

        if not geomstats.tests.tf_backend():
            # Composition by identity, on the left
            # Expect the original transformation
            result = self.group.compose(self.group.identity, point)
            expected = point
            self.assertAllClose(result, expected)

            # Composition of translations (no rotational part)
            # Expect the sum of the translations
            point_a = gs.array([[1., 0., 1.], [0., 1., 1.5], [0., 0., 1.]])
            point_b = gs.array([[1., 0., 2.], [0., 1., 2.5], [0., 0., 1.]])

            result = self.group.compose(point_a, point_b)
            last_line_0 = gs.array_from_sparse([(0, 2), (1, 2)], [1., 1.],
                                               (3, 3))
            expected = point_a + point_b * last_line_0
            self.assertAllClose(result, expected)

    def test_left_exp_coincides(self):
        vector_group = SpecialEuclidean(n=2, point_type='vector')
        theta = gs.pi / 3
        initial_vec = gs.array([theta, 2., 2.])
        initial_matrix_vec = self.group.lie_algebra.matrix_representation(
            initial_vec)
        vector_exp = vector_group.left_canonical_metric.exp(initial_vec)
        result = self.group.left_canonical_metric.exp(initial_matrix_vec)
        expected = vector_group.matrix_from_vector(vector_exp)
        self.assertAllClose(result, expected)

    def test_right_exp_coincides(self):
        vector_group = SpecialEuclidean(n=2, point_type='vector')
        theta = gs.pi / 2
        initial_vec = gs.array([theta, 1., 1.])
        initial_matrix_vec = self.group.lie_algebra.matrix_representation(
            initial_vec)
        vector_exp = vector_group.right_canonical_metric.exp(initial_vec)
        result = self.group.right_canonical_metric.exp(initial_matrix_vec,
                                                       n_steps=25)
        expected = vector_group.matrix_from_vector(vector_exp)
        self.assertAllClose(result, expected, atol=1e-6)

    def test_basis_belongs(self):
        lie_algebra = self.group.lie_algebra
        result = lie_algebra.belongs(lie_algebra.basis)
        self.assertTrue(gs.all(result))

    def test_basis_has_the_right_dimension(self):
        for n in range(2, 5):
            algebra = SpecialEuclideanMatrixLieAlgebra(n)
            self.assertEqual(int(n * (n + 1) / 2), algebra.dim)

    def test_belongs_lie_algebra(self):
        theta = gs.pi / 3
        vec_1 = gs.array([[0., -theta, 2.], [theta, 0., 3.], [0., 0., 0.]])
        result = self.group.lie_algebra.belongs(vec_1)
        expected = True
        self.assertAllClose(result, expected)

        vec_2 = gs.array([[0., -theta, 2.], [theta, 0., 3.], [0., 0., 1.]])
        result = self.group.lie_algebra.belongs(vec_2)
        expected = False
        self.assertAllClose(result, expected)

        vec = gs.array([vec_1, vec_2])
        expected = gs.array([True, False])
        result = self.group.lie_algebra.belongs(vec)
        self.assertAllClose(result, expected)

    def test_basis_representation_is_correctly_vectorized(self):
        for n in range(2, 5):
            algebra = SpecialEuclideanMatrixLieAlgebra(n)
            shape = gs.shape(algebra.basis_representation(algebra.basis))
            dim = int(n * (n + 1) / 2)
            self.assertAllClose(shape, (dim, dim))

    def test_left_metric_wrong_group(self):
        group = self.group.rotations
        self.assertRaises(
            ValueError,
            lambda: SpecialEuclideanMatrixCannonicalLeftMetric(group))

        group = SpecialEuclidean(3, point_type='vector')
        self.assertRaises(
            ValueError,
            lambda: SpecialEuclideanMatrixCannonicalLeftMetric(group))

    def test_exp_and_belongs(self):
        exp = self.group.left_canonical_metric.exp(self.tangent_vec,
                                                   self.point)
        result = self.group.belongs(exp)
        self.assertTrue(gs.all(result))

        exp = self.group.left_canonical_metric.exp(self.tangent_vec[0],
                                                   self.point[0])
        result = self.group.belongs(exp)
        self.assertTrue(result)

    @geomstats.tests.np_and_tf_only
    def test_log_and_is_tan(self):
        exp = self.group.left_canonical_metric.exp(self.tangent_vec,
                                                   self.point)
        log = self.group.left_canonical_metric.log(exp, self.point)
        result = self.group.is_tangent(log, self.point)
        self.assertTrue(gs.all(result))

        exp = self.group.left_canonical_metric.exp(self.tangent_vec[0],
                                                   self.point[0])
        log = self.group.left_canonical_metric.log(exp, self.point)
        result = self.group.is_tangent(log, self.point)
        self.assertTrue(gs.all(result))

        log = self.group.left_canonical_metric.log(exp, self.point[0])
        result = self.group.is_tangent(log, self.point[0])
        self.assertTrue(result)

    @geomstats.tests.np_and_tf_only
    def test_exp_log(self):
        exp = self.group.left_canonical_metric.exp(self.tangent_vec,
                                                   self.point)
        result = self.group.left_canonical_metric.log(exp, self.point)
        self.assertAllClose(result, self.tangent_vec)

        exp = self.group.left_canonical_metric.exp(self.tangent_vec[0],
                                                   self.point[0])
        result = self.group.left_canonical_metric.log(exp, self.point[0])
        self.assertAllClose(result, self.tangent_vec[0])

    def test_parallel_transport(self):
        metric = self.group.left_canonical_metric
        shape = (self.n_samples, self.group.n + 1, self.group.n + 1)

        results = helper.test_parallel_transport(self.group, metric, shape)
        for res in results:
            self.assertTrue(res)

    def test_lie_algebra_basis_belongs(self):
        basis = self.group.lie_algebra.basis
        result = self.group.lie_algebra.belongs(basis)
        self.assertTrue(gs.all(result))

    def test_lie_algebra_projection_and_belongs(self):
        vec = gs.random.rand(self.n_samples, self.group.n + 1,
                             self.group.n + 1)
        tangent_vec = self.group.lie_algebra.projection(vec)
        result = self.group.lie_algebra.belongs(tangent_vec)
        self.assertTrue(gs.all(result))

    def test_basis_representation(self):
        vec = gs.random.rand(self.n_samples, self.group.dim)
        tangent_vec = self.group.lie_algebra.matrix_representation(vec)
        result = self.group.lie_algebra.basis_representation(tangent_vec)
        self.assertAllClose(result, vec)

        result = self.group.lie_algebra.basis_representation(tangent_vec[0])
        self.assertAllClose(result, vec[0])

    def test_metrics_expected_point_type(self):
        left = self.group.left_canonical_metric
        right = self.group.right_canonical_metric
        metric = self.group.metric
        for m in [left, right, metric]:
            self.assertTrue(m.default_point_type == 'matrix')

    def test_metric_left_invariant(self):
        group = self.group
        point = group.random_point()
        expected = group.left_canonical_metric.norm(self.tangent_vec)

        translated = group.tangent_translation_map(point)(self.tangent_vec)
        result = group.left_canonical_metric.norm(translated)
        self.assertAllClose(result, expected)

    def test_projection_and_belongs(self):
        shape = (self.n_samples, self.n + 1, self.n + 1)
        result = helper.test_projection_and_belongs(self.group, shape)
        for res in result:
            self.assertTrue(res)
class TestSpecialEuclidean(geomstats.tests.TestCase):
    def setUp(self):
        self.n = 2
        self.group = SpecialEuclidean(n=self.n)
        self.n_samples = 4

    def test_belongs(self):
        theta = gs.pi / 3
        point_1 = gs.array([[gs.cos(theta), -gs.sin(theta), 2.],
                            [gs.sin(theta), gs.cos(theta), 3.], [0., 0., 1.]])
        result = self.group.belongs(point_1)
        expected = True
        self.assertAllClose(result, expected)

        point_2 = gs.array([[gs.cos(theta), -gs.sin(theta), 2.],
                            [gs.sin(theta), gs.cos(theta), 3.], [0., 0., 0.]])
        result = self.group.belongs(point_2)
        expected = False
        self.assertAllClose(result, expected)

        point = gs.array([point_1, point_2])
        expected = gs.array([True, False])
        result = self.group.belongs(point)
        self.assertAllClose(result, expected)

    def test_random_uniform_and_belongs(self):
        point = self.group.random_uniform()
        result = self.group.belongs(point)
        expected = True
        self.assertAllClose(result, expected)

        point = self.group.random_uniform(self.n_samples)
        result = self.group.belongs(point)
        expected = gs.array([True] * self.n_samples)
        self.assertAllClose(result, expected)

    def test_identity(self):
        result = self.group.identity
        expected = gs.eye(self.n + 1)
        self.assertAllClose(result, expected)

    def test_is_in_lie_algebra(self):
        theta = gs.pi / 3
        vec_1 = gs.array([[0., -theta, 2.], [theta, 0., 3.], [0., 0., 0.]])
        result = self.group.is_tangent(vec_1)
        expected = True
        self.assertAllClose(result, expected)

        vec_2 = gs.array([[0., -theta, 2.], [theta, 0., 3.], [0., 0., 1.]])
        result = self.group.is_tangent(vec_2)
        expected = False
        self.assertAllClose(result, expected)

        vec = gs.array([vec_1, vec_2])
        expected = gs.array([True, False])
        result = self.group.is_tangent(vec)
        self.assertAllClose(result, expected)

    def test_to_tangent_vec_vectorization(self):
        n = self.group.n
        tangent_vecs = gs.arange(self.n_samples * (n + 1)**2)
        tangent_vecs = gs.cast(tangent_vecs, gs.float32)
        tangent_vecs = gs.reshape(tangent_vecs,
                                  (self.n_samples, ) + (n + 1, ) * 2)
        point = self.group.random_uniform(self.n_samples)
        tangent_vecs = self.group.compose(point, tangent_vecs)
        regularized = self.group.to_tangent(tangent_vecs, point)
        result = self.group.compose(
            self.group.transpose(point), regularized) + \
            self.group.compose(self.group.transpose(regularized), point)
        result = result[:, :n, :n]
        expected = gs.zeros_like(result)
        self.assertAllClose(result, expected)

    def test_compose_and_inverse_matrix_form(self):
        point = self.group.random_uniform()
        inv_point = self.group.inverse(point)
        result = self.group.compose(point, inv_point)
        expected = self.group.identity
        self.assertAllClose(result, expected)

        if not geomstats.tests.tf_backend():
            result = self.group.compose(inv_point, point)
            expected = self.group.identity
            self.assertAllClose(result, expected)

    def test_compose_vectorization(self):
        n_samples = self.n_samples
        n_points_a = self.group.random_uniform(n_samples=n_samples)
        n_points_b = self.group.random_uniform(n_samples=n_samples)
        one_point = self.group.random_uniform(n_samples=1)

        result = self.group.compose(one_point, n_points_a)
        self.assertAllClose(gs.shape(result),
                            (n_samples, ) + (self.group.n + 1, ) * 2)

        result = self.group.compose(n_points_a, one_point)

        if not geomstats.tests.tf_backend():
            self.assertAllClose(gs.shape(result),
                                (n_samples, ) + (self.group.n + 1, ) * 2)

            result = self.group.compose(n_points_a, n_points_b)
            self.assertAllClose(gs.shape(result),
                                (n_samples, ) + (self.group.n + 1, ) * 2)

    def test_inverse_vectorization(self):
        n_samples = self.n_samples
        points = self.group.random_uniform(n_samples=n_samples)
        result = self.group.inverse(points)
        self.assertAllClose(gs.shape(result),
                            (n_samples, ) + (self.group.n + 1, ) * 2)

    def test_compose_matrix_form(self):
        point = self.group.random_uniform()
        result = self.group.compose(point, self.group.identity)
        expected = point
        self.assertAllClose(result, expected)

        if not geomstats.tests.tf_backend():
            # Composition by identity, on the left
            # Expect the original transformation
            result = self.group.compose(self.group.identity, point)
            expected = point
            self.assertAllClose(result, expected)

            # Composition of translations (no rotational part)
            # Expect the sum of the translations
            point_a = gs.array([[1., 0., 1.], [0., 1., 1.5], [0., 0., 1.]])
            point_b = gs.array([[1., 0., 2.], [0., 1., 2.5], [0., 0., 1.]])

            result = self.group.compose(point_a, point_b)
            last_line_0 = gs.array_from_sparse([(0, 2), (1, 2)], [1., 1.],
                                               (3, 3))
            expected = point_a + point_b * last_line_0
            self.assertAllClose(result, expected)