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author | Rémi Flamary <remi.flamary@gmail.com> | 2016-12-02 15:38:59 +0100 |
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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.py | |
parent | 7609f9e6a4103e13beb294873f4dac562b1d45e1 (diff) |
add doc for gallery
Diffstat (limited to 'docs/source/auto_examples/plot_optim_OTreg.py')
-rw-r--r-- | docs/source/auto_examples/plot_optim_OTreg.py | 73 |
1 files changed, 73 insertions, 0 deletions
diff --git a/docs/source/auto_examples/plot_optim_OTreg.py b/docs/source/auto_examples/plot_optim_OTreg.py new file mode 100644 index 0000000..3c4d3f4 --- /dev/null +++ b/docs/source/auto_examples/plot_optim_OTreg.py @@ -0,0 +1,73 @@ +# -*- coding: utf-8 -*- +""" +================================== +Regularized OT with generic solver +================================== + + +""" + +import numpy as np +import matplotlib.pylab as pl +import ot + + + +#%% parameters + +n=100 # nb bins + +# bin positions +x=np.arange(n,dtype=np.float64) + +# Gaussian distributions +a=ot.datasets.get_1D_gauss(n,m=20,s=5) # m= mean, s= std +b=ot.datasets.get_1D_gauss(n,m=60,s=10) + +# loss matrix +M=ot.dist(x.reshape((n,1)),x.reshape((n,1))) +M/=M.max() + +#%% EMD + +G0=ot.emd(a,b,M) + +pl.figure(3) +ot.plot.plot1D_mat(a,b,G0,'OT matrix G0') + +#%% Example with Frobenius norm regularization + +def f(G): return 0.5*np.sum(G**2) +def df(G): return G + +reg=1e-1 + +Gl2=ot.optim.cg(a,b,M,reg,f,df,verbose=True) + +pl.figure(3) +ot.plot.plot1D_mat(a,b,Gl2,'OT matrix Frob. reg') + +#%% Example with entropic regularization + +def f(G): return np.sum(G*np.log(G)) +def df(G): return np.log(G)+1 + +reg=1e-3 + +Ge=ot.optim.cg(a,b,M,reg,f,df,verbose=True) + +pl.figure(4) +ot.plot.plot1D_mat(a,b,Ge,'OT matrix Entrop. reg') + +#%% Example with Frobenius norm + entropic regularization with gcg + +def f(G): return 0.5*np.sum(G**2) +def df(G): return G + +reg1=1e-1 +reg2=1e-1 + +Gel2=ot.optim.gcg(a,b,M,reg1,reg2,f,df,verbose=True) + +pl.figure(5) +ot.plot.plot1D_mat(a,b,Gel2,'OT entropic + matrix Frob. reg')
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