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author | Rémi Flamary <remi.flamary@gmail.com> | 2016-12-02 15:38:59 +0100 |
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committer | Rémi Flamary <remi.flamary@gmail.com> | 2016-12-02 15:38:59 +0100 |
commit | e458b7a58d9790e7c5ff40dea235402d9c4c8662 (patch) | |
tree | ac9da575654c78aa04a177723603935051b5d42d /docs/source/auto_examples/demo_OT_1D_test.py | |
parent | 7609f9e6a4103e13beb294873f4dac562b1d45e1 (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.py | 71 |
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') |