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author | Rémi Flamary <remi.flamary@gmail.com> | 2017-07-03 16:33:00 +0200 |
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committer | Rémi Flamary <remi.flamary@gmail.com> | 2017-07-03 16:33:00 +0200 |
commit | adbf95ee9a720fa38b5b91d0a9d5c3b22ba0b226 (patch) | |
tree | 834a6934ab09c4daec751c220ba847e8be61bb4b /docs/source/auto_examples/plot_compute_emd.py | |
parent | f639518e9b96c5904122e62e024ed4ae369ceb33 (diff) |
update doc
Diffstat (limited to 'docs/source/auto_examples/plot_compute_emd.py')
-rw-r--r-- | docs/source/auto_examples/plot_compute_emd.py | 74 |
1 files changed, 74 insertions, 0 deletions
diff --git a/docs/source/auto_examples/plot_compute_emd.py b/docs/source/auto_examples/plot_compute_emd.py new file mode 100644 index 0000000..c7063e8 --- /dev/null +++ b/docs/source/auto_examples/plot_compute_emd.py @@ -0,0 +1,74 @@ +# -*- coding: utf-8 -*- +""" +==================== +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 +n_target=50 # nb target distributions + + +# bin positions +x=np.arange(n,dtype=np.float64) + +lst_m=np.linspace(20,90,n_target) + +# Gaussian distributions +a=gauss(n,m=20,s=5) # m= mean, s= std + +B=np.zeros((n,n_target)) + +for i,m in enumerate(lst_m): + B[:,i]=gauss(n,m=m,s=5) + +# loss matrix and normalization +M=ot.dist(x.reshape((n,1)),x.reshape((n,1)),'euclidean') +M/=M.max() +M2=ot.dist(x.reshape((n,1)),x.reshape((n,1)),'sqeuclidean') +M2/=M2.max() +#%% plot the distributions + +pl.figure(1) +pl.subplot(2,1,1) +pl.plot(x,a,'b',label='Source distribution') +pl.title('Source distribution') +pl.subplot(2,1,2) +pl.plot(x,B,label='Target distributions') +pl.title('Target distributions') + +#%% Compute and plot distributions and loss matrix + +d_emd=ot.emd2(a,B,M) # direct computation of EMD +d_emd2=ot.emd2(a,B,M2) # direct computation of EMD with loss M3 + + +pl.figure(2) +pl.plot(d_emd,label='Euclidean EMD') +pl.plot(d_emd2,label='Squared Euclidean EMD') +pl.title('EMD distances') +pl.legend() + +#%% +reg=1e-2 +d_sinkhorn=ot.sinkhorn(a,B,M,reg) +d_sinkhorn2=ot.sinkhorn(a,B,M2,reg) + +pl.figure(2) +pl.clf() +pl.plot(d_emd,label='Euclidean EMD') +pl.plot(d_emd2,label='Squared Euclidean EMD') +pl.plot(d_sinkhorn,'+',label='Euclidean Sinkhorn') +pl.plot(d_sinkhorn2,'+',label='Squared Euclidean Sinkhorn') +pl.title('EMD distances') +pl.legend()
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