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author | Rémi Flamary <remi.flamary@gmail.com> | 2017-08-30 17:10:22 +0200 |
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committer | Rémi Flamary <remi.flamary@gmail.com> | 2017-08-30 17:10:22 +0200 |
commit | 164dc24d7cdf61acd045f6b879ae2955b7dfcd18 (patch) | |
tree | ff0a9c03bca5e72a3b152b7755b5b24417113cc8 /docs/source/auto_examples/plot_optim_OTreg.ipynb | |
parent | ab5918b2e2dc88a3520c059e6a79a6f81959381e (diff) |
example+rst titles
Diffstat (limited to 'docs/source/auto_examples/plot_optim_OTreg.ipynb')
-rw-r--r-- | docs/source/auto_examples/plot_optim_OTreg.ipynb | 92 |
1 files changed, 91 insertions, 1 deletions
diff --git a/docs/source/auto_examples/plot_optim_OTreg.ipynb b/docs/source/auto_examples/plot_optim_OTreg.ipynb index 0cb6ef2..9d26e4d 100644 --- a/docs/source/auto_examples/plot_optim_OTreg.ipynb +++ b/docs/source/auto_examples/plot_optim_OTreg.ipynb @@ -24,7 +24,97 @@ "execution_count": null, "cell_type": "code", "source": [ - "import numpy as np\nimport matplotlib.pylab as pl\nimport ot\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, figsize=(5, 5))\not.plot.plot1D_mat(a, b, G0, 'OT matrix G0')\n\n#%% Example with Frobenius norm regularization\n\n\ndef f(G):\n return 0.5 * np.sum(G**2)\n\n\ndef df(G):\n return G\n\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\n\ndef f(G):\n return np.sum(G * np.log(G))\n\n\ndef df(G):\n return np.log(G) + 1.\n\n\nreg = 1e-3\n\nGe = ot.optim.cg(a, b, M, reg, f, df, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Ge, 'OT matrix Entrop. reg')\n\n#%% Example with Frobenius norm + entropic regularization with gcg\n\n\ndef f(G):\n return 0.5 * np.sum(G**2)\n\n\ndef df(G):\n return G\n\n\nreg1 = 1e-3\nreg2 = 1e-1\n\nGel2 = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True)\n\npl.figure(5, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gel2, 'OT entropic + matrix Frob. reg')\npl.show()" + "import numpy as np\nimport matplotlib.pylab as pl\nimport ot" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Generate data \n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% 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()" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Solve EMD \n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% EMD\n\nG0 = ot.emd(a, b, M)\n\npl.figure(3, figsize=(5, 5))\not.plot.plot1D_mat(a, b, G0, 'OT matrix G0')" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Solve EMD with Frobenius norm regularization\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% Example with Frobenius norm regularization\n\n\ndef f(G):\n return 0.5 * np.sum(G**2)\n\n\ndef df(G):\n return G\n\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')" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Solve EMD with entropic regularization\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% Example with entropic regularization\n\n\ndef f(G):\n return np.sum(G * np.log(G))\n\n\ndef df(G):\n return np.log(G) + 1.\n\n\nreg = 1e-3\n\nGe = ot.optim.cg(a, b, M, reg, f, df, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Ge, 'OT matrix Entrop. reg')" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Solve EMD with Frobenius norm + entropic regularization\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% Example with Frobenius norm + entropic regularization with gcg\n\ndef f(G):\n return 0.5 * np.sum(G**2)\n\n\ndef df(G):\n return G\n\n\nreg1 = 1e-3\nreg2 = 1e-1\n\nGel2 = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True)\n\npl.figure(5, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gel2, 'OT entropic + matrix Frob. reg')\npl.show()" ], "outputs": [], "metadata": { |