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authorRémi Flamary <remi.flamary@gmail.com>2017-09-15 13:57:01 +0200
committerRémi Flamary <remi.flamary@gmail.com>2017-09-15 13:57:01 +0200
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+
+
+.. _sphx_glr_auto_examples_plot_gromov.py:
+
+
+==========================
+Gromov-Wasserstein example
+==========================
+
+This example is designed to show how to use the Gromov-Wassertsein distance
+computation in POT.
+
+
+
+.. code-block:: python
+
+
+ # Author: Erwan Vautier <erwan.vautier@gmail.com>
+ # Nicolas Courty <ncourty@irisa.fr>
+ #
+ # License: MIT License
+
+ import scipy as sp
+ import numpy as np
+ import matplotlib.pylab as pl
+ from mpl_toolkits.mplot3d import Axes3D # noqa
+ import ot
+
+
+
+
+
+
+
+
+Sample two Gaussian distributions (2D and 3D)
+ ---------------------------------------------
+
+ The Gromov-Wasserstein distance allows to compute distances with samples that
+ do not belong to the same metric space. For demonstration purpose, we sample
+ two Gaussian distributions in 2- and 3-dimensional spaces.
+
+
+
+.. code-block:: python
+
+
+
+ n_samples = 30 # nb samples
+
+ mu_s = np.array([0, 0])
+ cov_s = np.array([[1, 0], [0, 1]])
+
+ mu_t = np.array([4, 4, 4])
+ cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]])
+
+
+ xs = ot.datasets.get_2D_samples_gauss(n_samples, mu_s, cov_s)
+ P = sp.linalg.sqrtm(cov_t)
+ xt = np.random.randn(n_samples, 3).dot(P) + mu_t
+
+
+
+
+
+
+
+
+Plotting the distributions
+--------------------------
+
+
+
+.. code-block:: python
+
+
+
+ fig = pl.figure()
+ ax1 = fig.add_subplot(121)
+ ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')
+ ax2 = fig.add_subplot(122, projection='3d')
+ ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r')
+ pl.show()
+
+
+
+
+
+.. image:: /auto_examples/images/sphx_glr_plot_gromov_001.png
+ :align: center
+
+
+
+
+Compute distance kernels, normalize them and then display
+---------------------------------------------------------
+
+
+
+.. code-block:: python
+
+
+
+ C1 = sp.spatial.distance.cdist(xs, xs)
+ C2 = sp.spatial.distance.cdist(xt, xt)
+
+ C1 /= C1.max()
+ C2 /= C2.max()
+
+ pl.figure()
+ pl.subplot(121)
+ pl.imshow(C1)
+ pl.subplot(122)
+ pl.imshow(C2)
+ pl.show()
+
+
+
+
+.. image:: /auto_examples/images/sphx_glr_plot_gromov_002.png
+ :align: center
+
+
+
+
+Compute Gromov-Wasserstein plans and distance
+---------------------------------------------
+
+
+
+.. code-block:: python
+
+
+
+ p = ot.unif(n_samples)
+ q = ot.unif(n_samples)
+
+ gw = ot.gromov_wasserstein(C1, C2, p, q, 'square_loss', epsilon=5e-4)
+ gw_dist = ot.gromov_wasserstein2(C1, C2, p, q, 'square_loss', epsilon=5e-4)
+
+ print('Gromov-Wasserstein distances between the distribution: ' + str(gw_dist))
+
+ pl.figure()
+ pl.imshow(gw, cmap='jet')
+ pl.colorbar()
+ pl.show()
+
+
+
+.. image:: /auto_examples/images/sphx_glr_plot_gromov_003.png
+ :align: center
+
+
+.. rst-class:: sphx-glr-script-out
+
+ Out::
+
+ Gromov-Wasserstein distances between the distribution: 0.225058076974
+
+
+**Total running time of the script:** ( 0 minutes 4.070 seconds)
+
+
+
+.. container:: sphx-glr-footer
+
+
+ .. container:: sphx-glr-download
+
+ :download:`Download Python source code: plot_gromov.py <plot_gromov.py>`
+
+
+
+ .. container:: sphx-glr-download
+
+ :download:`Download Jupyter notebook: plot_gromov.ipynb <plot_gromov.ipynb>`
+
+.. rst-class:: sphx-glr-signature
+
+ `Generated by Sphinx-Gallery <http://sphinx-gallery.readthedocs.io>`_