diff options
author | Rémi Flamary <remi.flamary@gmail.com> | 2016-12-02 15:38:59 +0100 |
---|---|---|
committer | Rémi Flamary <remi.flamary@gmail.com> | 2016-12-02 15:38:59 +0100 |
commit | e458b7a58d9790e7c5ff40dea235402d9c4c8662 (patch) | |
tree | ac9da575654c78aa04a177723603935051b5d42d /docs/source/auto_examples/plot_optim_OTreg.ipynb | |
parent | 7609f9e6a4103e13beb294873f4dac562b1d45e1 (diff) |
add doc for gallery
Diffstat (limited to 'docs/source/auto_examples/plot_optim_OTreg.ipynb')
-rw-r--r-- | docs/source/auto_examples/plot_optim_OTreg.ipynb | 54 |
1 files changed, 54 insertions, 0 deletions
diff --git a/docs/source/auto_examples/plot_optim_OTreg.ipynb b/docs/source/auto_examples/plot_optim_OTreg.ipynb new file mode 100644 index 0000000..250ea72 --- /dev/null +++ b/docs/source/auto_examples/plot_optim_OTreg.ipynb @@ -0,0 +1,54 @@ +{ + "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", + "pygments_lexer": "ipython2", + "codemirror_mode": { + "version": 2, + "name": "ipython" + } + } + } +}
\ No newline at end of file |