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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/plot_optim_OTreg.ipynb
parent7609f9e6a4103e13beb294873f4dac562b1d45e1 (diff)
add doc for gallery
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+{
+ "nbformat_minor": 0,
+ "nbformat": 4,
+ "cells": [
+ {
+ "execution_count": null,
+ "cell_type": "code",
+ "source": [
+ "%matplotlib inline"
+ ],
+ "outputs": [],
+ "metadata": {
+ "collapsed": false
+ }
+ },
+ {
+ "source": [
+ "\n# Regularized OT with generic solver\n\n\n\n\n"
+ ],
+ "cell_type": "markdown",
+ "metadata": {}
+ },
+ {
+ "execution_count": null,
+ "cell_type": "code",
+ "source": [
+ "import numpy as np\nimport matplotlib.pylab as pl\nimport ot\n\n\n\n#%% parameters\n\nn=100 # nb bins\n\n# bin positions\nx=np.arange(n,dtype=np.float64)\n\n# Gaussian distributions\na=ot.datasets.get_1D_gauss(n,m=20,s=5) # m= mean, s= std\nb=ot.datasets.get_1D_gauss(n,m=60,s=10)\n\n# loss matrix\nM=ot.dist(x.reshape((n,1)),x.reshape((n,1)))\nM/=M.max()\n\n#%% EMD\n\nG0=ot.emd(a,b,M)\n\npl.figure(3)\not.plot.plot1D_mat(a,b,G0,'OT matrix G0')\n\n#%% Example with Frobenius norm regularization\n\ndef f(G): return 0.5*np.sum(G**2)\ndef df(G): return G\n\nreg=1e-1\n\nGl2=ot.optim.cg(a,b,M,reg,f,df,verbose=True)\n\npl.figure(3)\not.plot.plot1D_mat(a,b,Gl2,'OT matrix Frob. reg')\n\n#%% Example with entropic regularization\n\ndef f(G): return np.sum(G*np.log(G))\ndef df(G): return np.log(G)+1\n\nreg=1e-3\n\nGe=ot.optim.cg(a,b,M,reg,f,df,verbose=True)\n\npl.figure(4)\not.plot.plot1D_mat(a,b,Ge,'OT matrix Entrop. reg')\n\n#%% Example with Frobenius norm + entropic regularization with gcg\n\ndef f(G): return 0.5*np.sum(G**2)\ndef df(G): return G\n\nreg1=1e-1\nreg2=1e-1\n\nGel2=ot.optim.gcg(a,b,M,reg1,reg2,f,df,verbose=True)\n\npl.figure(5)\not.plot.plot1D_mat(a,b,Gel2,'OT entropic + matrix Frob. reg')"
+ ],
+ "outputs": [],
+ "metadata": {
+ "collapsed": false
+ }
+ }
+ ],
+ "metadata": {
+ "kernelspec": {
+ "display_name": "Python 2",
+ "name": "python2",
+ "language": "python"
+ },
+ "language_info": {
+ "mimetype": "text/x-python",
+ "nbconvert_exporter": "python",
+ "name": "python",
+ "file_extension": ".py",
+ "version": "2.7.12",
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+ "codemirror_mode": {
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+ "name": "ipython"
+ }
+ }
+ }
+} \ No newline at end of file