summaryrefslogtreecommitdiff
path: root/docs/source/auto_examples/demo_OT_1D_test.py
diff options
context:
space:
mode:
authorRémi Flamary <remi.flamary@gmail.com>2016-12-02 15:38:59 +0100
committerRémi Flamary <remi.flamary@gmail.com>2016-12-02 15:38:59 +0100
commite458b7a58d9790e7c5ff40dea235402d9c4c8662 (patch)
treeac9da575654c78aa04a177723603935051b5d42d /docs/source/auto_examples/demo_OT_1D_test.py
parent7609f9e6a4103e13beb294873f4dac562b1d45e1 (diff)
add doc for gallery
Diffstat (limited to 'docs/source/auto_examples/demo_OT_1D_test.py')
-rw-r--r--docs/source/auto_examples/demo_OT_1D_test.py71
1 files changed, 71 insertions, 0 deletions
diff --git a/docs/source/auto_examples/demo_OT_1D_test.py b/docs/source/auto_examples/demo_OT_1D_test.py
new file mode 100644
index 0000000..9edc377
--- /dev/null
+++ b/docs/source/auto_examples/demo_OT_1D_test.py
@@ -0,0 +1,71 @@
+# -*- coding: utf-8 -*-
+"""
+Demo for 1D optimal transport
+
+@author: rflamary
+"""
+
+import numpy as np
+import matplotlib.pylab as pl
+import ot
+from ot.datasets import get_1D_gauss as gauss
+
+
+#%% parameters
+
+n=100 # nb bins
+
+# bin positions
+x=np.arange(n,dtype=np.float64)
+
+# Gaussian distributions
+a=gauss(n,m=n*.2,s=5) # m= mean, s= std
+b=gauss(n,m=n*.6,s=10)
+
+# loss matrix
+M=ot.dist(x.reshape((n,1)),x.reshape((n,1)))
+M/=M.max()
+
+#%% plot the distributions
+
+pl.figure(1)
+pl.plot(x,a,'b',label='Source distribution')
+pl.plot(x,b,'r',label='Target distribution')
+pl.legend()
+
+#%% plot distributions and loss matrix
+
+pl.figure(2)
+ot.plot.plot1D_mat(a,b,M,'Cost matrix M')
+
+#%% EMD
+
+G0=ot.emd(a,b,M)
+
+pl.figure(3)
+ot.plot.plot1D_mat(a,b,G0,'OT matrix G0')
+
+#%% Sinkhorn
+
+lambd=1e-3
+Gs=ot.sinkhorn(a,b,M,lambd,verbose=True)
+
+pl.figure(4)
+ot.plot.plot1D_mat(a,b,Gs,'OT matrix Sinkhorn')
+
+#%% Sinkhorn
+
+lambd=1e-4
+Gss,log=ot.bregman.sinkhorn_stabilized(a,b,M,lambd,verbose=True,log=True)
+Gss2,log2=ot.bregman.sinkhorn_stabilized(a,b,M,lambd,verbose=True,log=True,warmstart=log['warmstart'])
+
+pl.figure(5)
+ot.plot.plot1D_mat(a,b,Gss,'OT matrix Sinkhorn stabilized')
+
+#%% Sinkhorn
+
+lambd=1e-11
+Gss=ot.bregman.sinkhorn_epsilon_scaling(a,b,M,lambd,verbose=True)
+
+pl.figure(5)
+ot.plot.plot1D_mat(a,b,Gss,'OT matrix Sinkhorn stabilized')