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authorRémi Flamary <remi.flamary@gmail.com>2017-08-30 17:01:01 +0200
committerRémi Flamary <remi.flamary@gmail.com>2017-08-30 17:01:01 +0200
commitdc8737a30cb6d9f1305173eb8d16fe6716fd1231 (patch)
tree1f03384de2af88ed07a1e850e0871db826ed53e7 /docs/source/auto_examples/plot_optim_OTreg.rst
parentc2a7a1f3ab4ba5c4f5adeca0fa22d8d6b4fc079d (diff)
wroking make!
Diffstat (limited to 'docs/source/auto_examples/plot_optim_OTreg.rst')
-rw-r--r--docs/source/auto_examples/plot_optim_OTreg.rst76
1 files changed, 47 insertions, 29 deletions
diff --git a/docs/source/auto_examples/plot_optim_OTreg.rst b/docs/source/auto_examples/plot_optim_OTreg.rst
index 70cd26c..f417158 100644
--- a/docs/source/auto_examples/plot_optim_OTreg.rst
+++ b/docs/source/auto_examples/plot_optim_OTreg.rst
@@ -503,67 +503,85 @@ Regularized OT with generic solver
import ot
-
#%% parameters
- n=100 # nb bins
+ n = 100 # nb bins
# bin positions
- x=np.arange(n,dtype=np.float64)
+ 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)
+ 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()
+ M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))
+ M /= M.max()
#%% EMD
- G0=ot.emd(a,b,M)
+ G0 = ot.emd(a, b, M)
- pl.figure(3)
- ot.plot.plot1D_mat(a,b,G0,'OT matrix G0')
+ pl.figure(3, figsize=(5, 5))
+ 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
+ def f(G):
+ return 0.5 * np.sum(G**2)
+
+
+ def df(G):
+ return G
- Gl2=ot.optim.cg(a,b,M,reg,f,df,verbose=True)
+
+ 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')
+ 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
+ def f(G):
+ return np.sum(G * np.log(G))
+
+
+ def df(G):
+ return np.log(G) + 1.
- 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')
+ reg = 1e-3
+
+ Ge = ot.optim.cg(a, b, M, reg, f, df, verbose=True)
+
+ pl.figure(4, figsize=(5, 5))
+ 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-3
- reg2=1e-1
+ def f(G):
+ return 0.5 * np.sum(G**2)
+
+
+ def df(G):
+ return G
- 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')
+ reg1 = 1e-3
+ reg2 = 1e-1
+
+ Gel2 = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True)
+
+ pl.figure(5, figsize=(5, 5))
+ ot.plot.plot1D_mat(a, b, Gel2, 'OT entropic + matrix Frob. reg')
pl.show()
-**Total running time of the script:** ( 0 minutes 2.319 seconds)
+
+**Total running time of the script:** ( 0 minutes 2.720 seconds)