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| author | Gard Spreemann <gspr@nonempty.org> | 2020-01-20 14:07:53 +0100 |
|---|---|---|
| committer | Gard Spreemann <gspr@nonempty.org> | 2020-01-20 14:07:53 +0100 |
| commit | bdfb24ff37ea777d6e266b145047cd4e281ebac3 (patch) | |
| tree | 00cbac5f3dc25a4ee76164828abd72c1cbab37cc /docs/source/auto_examples | |
| parent | abc441b00f0fe2fa4ef0efc4e1aa67b27cca9a13 (diff) | |
| parent | 5e70a77fbb2feec513f21c9ef65dcc535329ace6 (diff) | |
Merge tag '0.6.0' into debian/sid
Diffstat (limited to 'docs/source/auto_examples')
194 files changed, 14680 insertions, 0 deletions
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/auto_examples/images/thumb/sphx_glr_plot_UOT_1D_thumb.png + + :ref:`sphx_glr_auto_examples_plot_UOT_1D.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_UOT_1D + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="Illustrates the use of the generic solver for regularized OT with user-designed regularization ..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_optim_OTreg_thumb.png + + :ref:`sphx_glr_auto_examples_plot_optim_OTreg.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_optim_OTreg + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="Illustration of 2D Wasserstein barycenters if discributions that are weighted sum of diracs."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_free_support_barycenter_thumb.png + + :ref:`sphx_glr_auto_examples_plot_free_support_barycenter.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_free_support_barycenter + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrates the computation of EMD, Sinkhorn and smooth OT plans and their visuali..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_OT_1D_smooth_thumb.png + + :ref:`sphx_glr_auto_examples_plot_OT_1D_smooth.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_OT_1D_smooth + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example is designed to show how to use the Gromov-Wassertsein distance computation in POT...."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_gromov_thumb.png + + :ref:`sphx_glr_auto_examples_plot_gromov.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_gromov + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="Shows how to compute multiple EMD and Sinkhorn with two differnt ground metrics and plot their ..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_compute_emd_thumb.png + + :ref:`sphx_glr_auto_examples_plot_compute_emd.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_compute_emd + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example is designed to illustrate how the Convolutional Wasserstein Barycenter function of..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_convolutional_barycenter_thumb.png + + :ref:`sphx_glr_auto_examples_plot_convolutional_barycenter.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_convolutional_barycenter + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip=" "> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_linear_mapping_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_linear_mapping.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_linear_mapping + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrate the use of WDA as proposed in [11]."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_WDA_thumb.png + + :ref:`sphx_glr_auto_examples_plot_WDA.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_WDA + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="Illustration of 2D optimal transport between discributions that are weighted sum of diracs. The..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_OT_2D_samples_thumb.png + + :ref:`sphx_glr_auto_examples_plot_OT_2D_samples.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_OT_2D_samples + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example is designed to show how to use the stochatic optimization algorithms for descrete ..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_stochastic_thumb.png + + :ref:`sphx_glr_auto_examples_plot_stochastic.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_stochastic + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example presents a way of transferring colors between two images with Optimal Transport as..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_color_images_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_color_images.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_color_images + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrates the computation of regularized Wassersyein Barycenter as proposed in [..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_barycenter_1D_thumb.png + + :ref:`sphx_glr_auto_examples_plot_barycenter_1D.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_barycenter_1D + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="OT for domain adaptation with image color adaptation [6] with mapping estimation [8]."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_mapping_colors_images_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_mapping_colors_images.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_mapping_colors_images + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrates the computation of regularized Wassersyein Barycenter as proposed in [..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_UOT_barycenter_1D_thumb.png + + :ref:`sphx_glr_auto_examples_plot_UOT_barycenter_1D.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_UOT_barycenter_1D + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example presents how to use MappingTransport to estimate at the same time both the couplin..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_mapping_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_mapping.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_mapping + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example introduces a semi supervised domain adaptation in a 2D setting. It explicits the p..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_semi_supervised_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_semi_supervised.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_semi_supervised + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrates the computation of FGW for 1D measures[18]."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_fgw_thumb.png + + :ref:`sphx_glr_auto_examples_plot_fgw.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_fgw + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example introduces a domain adaptation in a 2D setting and the 4 OTDA approaches currently..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_classes_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_classes.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_classes + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example introduces a domain adaptation in a 2D setting. It explicits the problem of domain..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_otda_d2_thumb.png + + :ref:`sphx_glr_auto_examples_plot_otda_d2.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_otda_d2 + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="2D OT on empirical distributio with different gound metric."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_OT_L1_vs_L2_thumb.png + + :ref:`sphx_glr_auto_examples_plot_OT_L1_vs_L2.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_OT_L1_vs_L2 + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrates the computation of regularized Wasserstein Barycenter as proposed in [..."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_barycenter_lp_vs_entropic_thumb.png + + :ref:`sphx_glr_auto_examples_plot_barycenter_lp_vs_entropic.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_barycenter_lp_vs_entropic + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example illustrates the computation barycenter of labeled graphs using FGW"> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_barycenter_fgw_thumb.png + + :ref:`sphx_glr_auto_examples_plot_barycenter_fgw.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_barycenter_fgw + +.. raw:: html + + <div class="sphx-glr-thumbcontainer" tooltip="This example is designed to show how to use the Gromov-Wasserstein distance computation in POT...."> + +.. only:: html + + .. figure:: /auto_examples/images/thumb/sphx_glr_plot_gromov_barycenter_thumb.png + + :ref:`sphx_glr_auto_examples_plot_gromov_barycenter.py` + +.. raw:: html + + </div> + + +.. toctree:: + :hidden: + + /auto_examples/plot_gromov_barycenter +.. raw:: html + + <div style='clear:both'></div> + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download all examples in Python source code: auto_examples_python.zip <//home/rflamary/PYTHON/POT/docs/source/auto_examples/auto_examples_python.zip>` + + + + .. container:: sphx-glr-download + + :download:`Download all examples in Jupyter notebooks: auto_examples_jupyter.zip <//home/rflamary/PYTHON/POT/docs/source/auto_examples/auto_examples_jupyter.zip>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_OT_1D.ipynb b/docs/source/auto_examples/plot_OT_1D.ipynb new file mode 100644 index 0000000..bd0439e --- /dev/null +++ b/docs/source/auto_examples/plot_OT_1D.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D optimal transport\n\n\nThis example illustrates the computation of EMD and Sinkhorn transport plans\nand their visualization.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot distributions and loss matrix\n----------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, 'b', label='Source distribution')\npl.plot(x, b, 'r', label='Target distribution')\npl.legend()\n\n#%% plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, 'Cost matrix M')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve EMD\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "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')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve Sinkhorn\n--------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Sinkhorn\n\nlambd = 1e-3\nGs = ot.sinkhorn(a, b, M, lambd, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn')\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_OT_1D.py b/docs/source/auto_examples/plot_OT_1D.py new file mode 100644 index 0000000..f33e2a4 --- /dev/null +++ b/docs/source/auto_examples/plot_OT_1D.py @@ -0,0 +1,84 @@ +# -*- coding: utf-8 -*- +""" +==================== +1D optimal transport +==================== + +This example illustrates the computation of EMD and Sinkhorn transport plans +and their visualization. + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +import ot.plot +from ot.datasets import make_1D_gauss as gauss + +############################################################################## +# Generate data +# ------------- + + +#%% parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a = gauss(n, m=20, s=5) # m= mean, s= std +b = gauss(n, m=60, s=10) + +# loss matrix +M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) +M /= M.max() + + +############################################################################## +# Plot distributions and loss matrix +# ---------------------------------- + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +pl.plot(x, a, 'b', label='Source distribution') +pl.plot(x, b, 'r', label='Target distribution') +pl.legend() + +#%% plot distributions and loss matrix + +pl.figure(2, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + +############################################################################## +# Solve EMD +# --------- + + +#%% EMD + +G0 = ot.emd(a, b, M) + +pl.figure(3, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') + +############################################################################## +# Solve Sinkhorn +# -------------- + + +#%% Sinkhorn + +lambd = 1e-3 +Gs = ot.sinkhorn(a, b, M, lambd, verbose=True) + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn') + +pl.show() diff --git a/docs/source/auto_examples/plot_OT_1D.rst b/docs/source/auto_examples/plot_OT_1D.rst new file mode 100644 index 0000000..b97d67c --- /dev/null +++ b/docs/source/auto_examples/plot_OT_1D.rst @@ -0,0 +1,199 @@ + + +.. _sphx_glr_auto_examples_plot_OT_1D.py: + + +==================== +1D optimal transport +==================== + +This example illustrates the computation of EMD and Sinkhorn transport plans +and their visualization. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + from ot.datasets import make_1D_gauss as gauss + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + + #%% parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a = gauss(n, m=20, s=5) # m= mean, s= std + b = gauss(n, m=60, s=10) + + # loss matrix + M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) + M /= M.max() + + + + + + + + +Plot distributions and loss matrix +---------------------------------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + pl.plot(x, a, 'b', label='Source distribution') + pl.plot(x, b, 'r', label='Target distribution') + pl.legend() + + #%% plot distributions and loss matrix + + pl.figure(2, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_002.png + :scale: 47 + + + + +Solve EMD +--------- + + + +.. code-block:: python + + + + #%% EMD + + G0 = ot.emd(a, b, M) + + pl.figure(3, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') + + + + +.. image:: /auto_examples/images/sphx_glr_plot_OT_1D_005.png + :align: center + + + + +Solve Sinkhorn +-------------- + + + +.. code-block:: python + + + + #%% Sinkhorn + + lambd = 1e-3 + Gs = ot.sinkhorn(a, b, M, lambd, verbose=True) + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn') + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_OT_1D_007.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Err + ------------------- + 0|8.187970e-02| + 10|3.460174e-02| + 20|6.633335e-03| + 30|9.797798e-04| + 40|1.389606e-04| + 50|1.959016e-05| + 60|2.759079e-06| + 70|3.885166e-07| + 80|5.470605e-08| + 90|7.702918e-09| + 100|1.084609e-09| + 110|1.527180e-10| + + +**Total running time of the script:** ( 0 minutes 0.561 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_OT_1D.py <plot_OT_1D.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_OT_1D.ipynb <plot_OT_1D.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_OT_1D_smooth.ipynb b/docs/source/auto_examples/plot_OT_1D_smooth.ipynb new file mode 100644 index 0000000..d523f6a --- /dev/null +++ b/docs/source/auto_examples/plot_OT_1D_smooth.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D smooth optimal transport\n\n\nThis example illustrates the computation of EMD, Sinkhorn and smooth OT plans\nand their visualization.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot distributions and loss matrix\n----------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, 'b', label='Source distribution')\npl.plot(x, b, 'r', label='Target distribution')\npl.legend()\n\n#%% plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, 'Cost matrix M')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve EMD\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "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')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve Sinkhorn\n--------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Sinkhorn\n\nlambd = 2e-3\nGs = ot.sinkhorn(a, b, M, lambd, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn')\n\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve Smooth OT\n--------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Smooth OT with KL regularization\n\nlambd = 2e-3\nGsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl')\n\npl.figure(5, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.')\n\npl.show()\n\n\n#%% Smooth OT with KL regularization\n\nlambd = 1e-1\nGsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2')\n\npl.figure(6, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.')\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_OT_1D_smooth.py b/docs/source/auto_examples/plot_OT_1D_smooth.py new file mode 100644 index 0000000..b690751 --- /dev/null +++ b/docs/source/auto_examples/plot_OT_1D_smooth.py @@ -0,0 +1,110 @@ +# -*- coding: utf-8 -*- +""" +=========================== +1D smooth optimal transport +=========================== + +This example illustrates the computation of EMD, Sinkhorn and smooth OT plans +and their visualization. + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +import ot.plot +from ot.datasets import make_1D_gauss as gauss + +############################################################################## +# Generate data +# ------------- + + +#%% parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a = gauss(n, m=20, s=5) # m= mean, s= std +b = gauss(n, m=60, s=10) + +# loss matrix +M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) +M /= M.max() + + +############################################################################## +# Plot distributions and loss matrix +# ---------------------------------- + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +pl.plot(x, a, 'b', label='Source distribution') +pl.plot(x, b, 'r', label='Target distribution') +pl.legend() + +#%% plot distributions and loss matrix + +pl.figure(2, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + +############################################################################## +# Solve EMD +# --------- + + +#%% EMD + +G0 = ot.emd(a, b, M) + +pl.figure(3, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') + +############################################################################## +# Solve Sinkhorn +# -------------- + + +#%% Sinkhorn + +lambd = 2e-3 +Gs = ot.sinkhorn(a, b, M, lambd, verbose=True) + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn') + +pl.show() + +############################################################################## +# Solve Smooth OT +# -------------- + + +#%% Smooth OT with KL regularization + +lambd = 2e-3 +Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl') + +pl.figure(5, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.') + +pl.show() + + +#%% Smooth OT with KL regularization + +lambd = 1e-1 +Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2') + +pl.figure(6, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.') + +pl.show() diff --git a/docs/source/auto_examples/plot_OT_1D_smooth.rst b/docs/source/auto_examples/plot_OT_1D_smooth.rst new file mode 100644 index 0000000..5a0ebd3 --- /dev/null +++ b/docs/source/auto_examples/plot_OT_1D_smooth.rst @@ -0,0 +1,242 @@ + + +.. _sphx_glr_auto_examples_plot_OT_1D_smooth.py: + + +=========================== +1D smooth optimal transport +=========================== + +This example illustrates the computation of EMD, Sinkhorn and smooth OT plans +and their visualization. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + from ot.datasets import make_1D_gauss as gauss + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + + #%% parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a = gauss(n, m=20, s=5) # m= mean, s= std + b = gauss(n, m=60, s=10) + + # loss matrix + M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) + M /= M.max() + + + + + + + + +Plot distributions and loss matrix +---------------------------------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + pl.plot(x, a, 'b', label='Source distribution') + pl.plot(x, b, 'r', label='Target distribution') + pl.legend() + + #%% plot distributions and loss matrix + + pl.figure(2, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_002.png + :scale: 47 + + + + +Solve EMD +--------- + + + +.. code-block:: python + + + + #%% EMD + + G0 = ot.emd(a, b, M) + + pl.figure(3, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') + + + + +.. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_005.png + :align: center + + + + +Solve Sinkhorn +-------------- + + + +.. code-block:: python + + + + #%% Sinkhorn + + lambd = 2e-3 + Gs = ot.sinkhorn(a, b, M, lambd, verbose=True) + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn') + + pl.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_007.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Err + ------------------- + 0|7.958844e-02| + 10|5.921715e-03| + 20|1.238266e-04| + 30|2.469780e-06| + 40|4.919966e-08| + 50|9.800197e-10| + + +Solve Smooth OT +-------------- + + + +.. code-block:: python + + + + #%% Smooth OT with KL regularization + + lambd = 2e-3 + Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl') + + pl.figure(5, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.') + + pl.show() + + + #%% Smooth OT with KL regularization + + lambd = 1e-1 + Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2') + + pl.figure(6, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.') + + pl.show() + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_009.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_010.png + :scale: 47 + + + + +**Total running time of the script:** ( 0 minutes 1.053 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_OT_1D_smooth.py <plot_OT_1D_smooth.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_OT_1D_smooth.ipynb <plot_OT_1D_smooth.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_OT_2D_samples.ipynb b/docs/source/auto_examples/plot_OT_2D_samples.ipynb new file mode 100644 index 0000000..dad138b --- /dev/null +++ b/docs/source/auto_examples/plot_OT_2D_samples.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 2D Optimal transport between empirical distributions\n\n\nIllustration of 2D optimal transport between discributions that are weighted\nsum of diracs. The OT matrix is plotted with the samples.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n# Kilian Fatras <kilian.fatras@irisa.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters and data generation\n\nn = 50 # nb samples\n\nmu_s = np.array([0, 0])\ncov_s = np.array([[1, 0], [0, 1]])\n\nmu_t = np.array([4, 4])\ncov_t = np.array([[1, -.8], [-.8, 1]])\n\nxs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s)\nxt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t)\n\na, b = np.ones((n,)) / n, np.ones((n,)) / n # uniform distribution on samples\n\n# loss matrix\nM = ot.dist(xs, xt)\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot samples\n\npl.figure(1)\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('Source and target distributions')\n\npl.figure(2)\npl.imshow(M, interpolation='nearest')\npl.title('Cost matrix M')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute EMD\n-----------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% EMD\n\nG0 = ot.emd(a, b, M)\n\npl.figure(3)\npl.imshow(G0, interpolation='nearest')\npl.title('OT matrix G0')\n\npl.figure(4)\not.plot.plot2D_samples_mat(xs, xt, G0, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix with samples')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute Sinkhorn\n----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% sinkhorn\n\n# reg term\nlambd = 1e-3\n\nGs = ot.sinkhorn(a, b, M, lambd)\n\npl.figure(5)\npl.imshow(Gs, interpolation='nearest')\npl.title('OT matrix sinkhorn')\n\npl.figure(6)\not.plot.plot2D_samples_mat(xs, xt, Gs, color=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix Sinkhorn with samples')\n\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Emprirical Sinkhorn\n----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% sinkhorn\n\n# reg term\nlambd = 1e-3\n\nGes = ot.bregman.empirical_sinkhorn(xs, xt, lambd)\n\npl.figure(7)\npl.imshow(Ges, interpolation='nearest')\npl.title('OT matrix empirical sinkhorn')\n\npl.figure(8)\not.plot.plot2D_samples_mat(xs, xt, Ges, color=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix Sinkhorn from samples')\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.8" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_OT_2D_samples.py b/docs/source/auto_examples/plot_OT_2D_samples.py new file mode 100644 index 0000000..63126ba --- /dev/null +++ b/docs/source/auto_examples/plot_OT_2D_samples.py @@ -0,0 +1,128 @@ +# -*- coding: utf-8 -*- +""" +==================================================== +2D Optimal transport between empirical distributions +==================================================== + +Illustration of 2D optimal transport between discributions that are weighted +sum of diracs. The OT matrix is plotted with the samples. + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# Kilian Fatras <kilian.fatras@irisa.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +import ot.plot + +############################################################################## +# Generate data +# ------------- + +#%% parameters and data generation + +n = 50 # nb samples + +mu_s = np.array([0, 0]) +cov_s = np.array([[1, 0], [0, 1]]) + +mu_t = np.array([4, 4]) +cov_t = np.array([[1, -.8], [-.8, 1]]) + +xs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s) +xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t) + +a, b = np.ones((n,)) / n, np.ones((n,)) / n # uniform distribution on samples + +# loss matrix +M = ot.dist(xs, xt) +M /= M.max() + +############################################################################## +# Plot data +# --------- + +#%% plot samples + +pl.figure(1) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.legend(loc=0) +pl.title('Source and target distributions') + +pl.figure(2) +pl.imshow(M, interpolation='nearest') +pl.title('Cost matrix M') + +############################################################################## +# Compute EMD +# ----------- + +#%% EMD + +G0 = ot.emd(a, b, M) + +pl.figure(3) +pl.imshow(G0, interpolation='nearest') +pl.title('OT matrix G0') + +pl.figure(4) +ot.plot.plot2D_samples_mat(xs, xt, G0, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.legend(loc=0) +pl.title('OT matrix with samples') + + +############################################################################## +# Compute Sinkhorn +# ---------------- + +#%% sinkhorn + +# reg term +lambd = 1e-3 + +Gs = ot.sinkhorn(a, b, M, lambd) + +pl.figure(5) +pl.imshow(Gs, interpolation='nearest') +pl.title('OT matrix sinkhorn') + +pl.figure(6) +ot.plot.plot2D_samples_mat(xs, xt, Gs, color=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.legend(loc=0) +pl.title('OT matrix Sinkhorn with samples') + +pl.show() + + +############################################################################## +# Emprirical Sinkhorn +# ---------------- + +#%% sinkhorn + +# reg term +lambd = 1e-3 + +Ges = ot.bregman.empirical_sinkhorn(xs, xt, lambd) + +pl.figure(7) +pl.imshow(Ges, interpolation='nearest') +pl.title('OT matrix empirical sinkhorn') + +pl.figure(8) +ot.plot.plot2D_samples_mat(xs, xt, Ges, color=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.legend(loc=0) +pl.title('OT matrix Sinkhorn from samples') + +pl.show() diff --git a/docs/source/auto_examples/plot_OT_2D_samples.rst b/docs/source/auto_examples/plot_OT_2D_samples.rst new file mode 100644 index 0000000..1f1d713 --- /dev/null +++ b/docs/source/auto_examples/plot_OT_2D_samples.rst @@ -0,0 +1,273 @@ + + +.. _sphx_glr_auto_examples_plot_OT_2D_samples.py: + + +==================================================== +2D Optimal transport between empirical distributions +==================================================== + +Illustration of 2D optimal transport between discributions that are weighted +sum of diracs. The OT matrix is plotted with the samples. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # Kilian Fatras <kilian.fatras@irisa.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% parameters and data generation + + n = 50 # nb samples + + mu_s = np.array([0, 0]) + cov_s = np.array([[1, 0], [0, 1]]) + + mu_t = np.array([4, 4]) + cov_t = np.array([[1, -.8], [-.8, 1]]) + + xs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s) + xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t) + + a, b = np.ones((n,)) / n, np.ones((n,)) / n # uniform distribution on samples + + # loss matrix + M = ot.dist(xs, xt) + M /= M.max() + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% plot samples + + pl.figure(1) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.legend(loc=0) + pl.title('Source and target distributions') + + pl.figure(2) + pl.imshow(M, interpolation='nearest') + pl.title('Cost matrix M') + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_002.png + :scale: 47 + + + + +Compute EMD +----------- + + + +.. code-block:: python + + + #%% EMD + + G0 = ot.emd(a, b, M) + + pl.figure(3) + pl.imshow(G0, interpolation='nearest') + pl.title('OT matrix G0') + + pl.figure(4) + ot.plot.plot2D_samples_mat(xs, xt, G0, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.legend(loc=0) + pl.title('OT matrix with samples') + + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_005.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_006.png + :scale: 47 + + + + +Compute Sinkhorn +---------------- + + + +.. code-block:: python + + + #%% sinkhorn + + # reg term + lambd = 1e-3 + + Gs = ot.sinkhorn(a, b, M, lambd) + + pl.figure(5) + pl.imshow(Gs, interpolation='nearest') + pl.title('OT matrix sinkhorn') + + pl.figure(6) + ot.plot.plot2D_samples_mat(xs, xt, Gs, color=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.legend(loc=0) + pl.title('OT matrix Sinkhorn with samples') + + pl.show() + + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_009.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_010.png + :scale: 47 + + + + +Emprirical Sinkhorn +---------------- + + + +.. code-block:: python + + + #%% sinkhorn + + # reg term + lambd = 1e-3 + + Ges = ot.bregman.empirical_sinkhorn(xs, xt, lambd) + + pl.figure(7) + pl.imshow(Ges, interpolation='nearest') + pl.title('OT matrix empirical sinkhorn') + + pl.figure(8) + ot.plot.plot2D_samples_mat(xs, xt, Ges, color=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.legend(loc=0) + pl.title('OT matrix Sinkhorn from samples') + + pl.show() + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_013.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_014.png + :scale: 47 + + +.. rst-class:: sphx-glr-script-out + + Out:: + + Warning: numerical errors at iteration 0 + + +**Total running time of the script:** ( 0 minutes 2.616 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_OT_2D_samples.py <plot_OT_2D_samples.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_OT_2D_samples.ipynb <plot_OT_2D_samples.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_OT_L1_vs_L2.ipynb b/docs/source/auto_examples/plot_OT_L1_vs_L2.ipynb new file mode 100644 index 0000000..125d720 --- /dev/null +++ b/docs/source/auto_examples/plot_OT_L1_vs_L2.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 2D Optimal transport for different metrics\n\n\n2D OT on empirical distributio with different gound metric.\n\nStole the figure idea from Fig. 1 and 2 in\nhttps://arxiv.org/pdf/1706.07650.pdf\n\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Dataset 1 : uniform sampling\n----------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n = 20 # nb samples\nxs = np.zeros((n, 2))\nxs[:, 0] = np.arange(n) + 1\nxs[:, 1] = (np.arange(n) + 1) * -0.001 # to make it strictly convex...\n\nxt = np.zeros((n, 2))\nxt[:, 1] = np.arange(n) + 1\n\na, b = ot.unif(n), ot.unif(n) # uniform distribution on samples\n\n# loss matrix\nM1 = ot.dist(xs, xt, metric='euclidean')\nM1 /= M1.max()\n\n# loss matrix\nM2 = ot.dist(xs, xt, metric='sqeuclidean')\nM2 /= M2.max()\n\n# loss matrix\nMp = np.sqrt(ot.dist(xs, xt, metric='euclidean'))\nMp /= Mp.max()\n\n# Data\npl.figure(1, figsize=(7, 3))\npl.clf()\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\npl.title('Source and target distributions')\n\n\n# Cost matrices\npl.figure(2, figsize=(7, 3))\n\npl.subplot(1, 3, 1)\npl.imshow(M1, interpolation='nearest')\npl.title('Euclidean cost')\n\npl.subplot(1, 3, 2)\npl.imshow(M2, interpolation='nearest')\npl.title('Squared Euclidean cost')\n\npl.subplot(1, 3, 3)\npl.imshow(Mp, interpolation='nearest')\npl.title('Sqrt Euclidean cost')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Dataset 1 : Plot OT Matrices\n----------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% EMD\nG1 = ot.emd(a, b, M1)\nG2 = ot.emd(a, b, M2)\nGp = ot.emd(a, b, Mp)\n\n# OT matrices\npl.figure(3, figsize=(7, 3))\n\npl.subplot(1, 3, 1)\not.plot.plot2D_samples_mat(xs, xt, G1, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\n# pl.legend(loc=0)\npl.title('OT Euclidean')\n\npl.subplot(1, 3, 2)\not.plot.plot2D_samples_mat(xs, xt, G2, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\n# pl.legend(loc=0)\npl.title('OT squared Euclidean')\n\npl.subplot(1, 3, 3)\not.plot.plot2D_samples_mat(xs, xt, Gp, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\n# pl.legend(loc=0)\npl.title('OT sqrt Euclidean')\npl.tight_layout()\n\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Dataset 2 : Partial circle\n--------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n = 50 # nb samples\nxtot = np.zeros((n + 1, 2))\nxtot[:, 0] = np.cos(\n (np.arange(n + 1) + 1.0) * 0.9 / (n + 2) * 2 * np.pi)\nxtot[:, 1] = np.sin(\n (np.arange(n + 1) + 1.0) * 0.9 / (n + 2) * 2 * np.pi)\n\nxs = xtot[:n, :]\nxt = xtot[1:, :]\n\na, b = ot.unif(n), ot.unif(n) # uniform distribution on samples\n\n# loss matrix\nM1 = ot.dist(xs, xt, metric='euclidean')\nM1 /= M1.max()\n\n# loss matrix\nM2 = ot.dist(xs, xt, metric='sqeuclidean')\nM2 /= M2.max()\n\n# loss matrix\nMp = np.sqrt(ot.dist(xs, xt, metric='euclidean'))\nMp /= Mp.max()\n\n\n# Data\npl.figure(4, figsize=(7, 3))\npl.clf()\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\npl.title('Source and traget distributions')\n\n\n# Cost matrices\npl.figure(5, figsize=(7, 3))\n\npl.subplot(1, 3, 1)\npl.imshow(M1, interpolation='nearest')\npl.title('Euclidean cost')\n\npl.subplot(1, 3, 2)\npl.imshow(M2, interpolation='nearest')\npl.title('Squared Euclidean cost')\n\npl.subplot(1, 3, 3)\npl.imshow(Mp, interpolation='nearest')\npl.title('Sqrt Euclidean cost')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Dataset 2 : Plot OT Matrices\n-----------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% EMD\nG1 = ot.emd(a, b, M1)\nG2 = ot.emd(a, b, M2)\nGp = ot.emd(a, b, Mp)\n\n# OT matrices\npl.figure(6, figsize=(7, 3))\n\npl.subplot(1, 3, 1)\not.plot.plot2D_samples_mat(xs, xt, G1, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\n# pl.legend(loc=0)\npl.title('OT Euclidean')\n\npl.subplot(1, 3, 2)\not.plot.plot2D_samples_mat(xs, xt, G2, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\n# pl.legend(loc=0)\npl.title('OT squared Euclidean')\n\npl.subplot(1, 3, 3)\not.plot.plot2D_samples_mat(xs, xt, Gp, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.axis('equal')\n# pl.legend(loc=0)\npl.title('OT sqrt Euclidean')\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_OT_L1_vs_L2.py b/docs/source/auto_examples/plot_OT_L1_vs_L2.py new file mode 100644 index 0000000..37b429f --- /dev/null +++ b/docs/source/auto_examples/plot_OT_L1_vs_L2.py @@ -0,0 +1,208 @@ +# -*- coding: utf-8 -*- +""" +========================================== +2D Optimal transport for different metrics +========================================== + +2D OT on empirical distributio with different gound metric. + +Stole the figure idea from Fig. 1 and 2 in +https://arxiv.org/pdf/1706.07650.pdf + + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +import ot.plot + +############################################################################## +# Dataset 1 : uniform sampling +# ---------------------------- + +n = 20 # nb samples +xs = np.zeros((n, 2)) +xs[:, 0] = np.arange(n) + 1 +xs[:, 1] = (np.arange(n) + 1) * -0.001 # to make it strictly convex... + +xt = np.zeros((n, 2)) +xt[:, 1] = np.arange(n) + 1 + +a, b = ot.unif(n), ot.unif(n) # uniform distribution on samples + +# loss matrix +M1 = ot.dist(xs, xt, metric='euclidean') +M1 /= M1.max() + +# loss matrix +M2 = ot.dist(xs, xt, metric='sqeuclidean') +M2 /= M2.max() + +# loss matrix +Mp = np.sqrt(ot.dist(xs, xt, metric='euclidean')) +Mp /= Mp.max() + +# Data +pl.figure(1, figsize=(7, 3)) +pl.clf() +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +pl.title('Source and target distributions') + + +# Cost matrices +pl.figure(2, figsize=(7, 3)) + +pl.subplot(1, 3, 1) +pl.imshow(M1, interpolation='nearest') +pl.title('Euclidean cost') + +pl.subplot(1, 3, 2) +pl.imshow(M2, interpolation='nearest') +pl.title('Squared Euclidean cost') + +pl.subplot(1, 3, 3) +pl.imshow(Mp, interpolation='nearest') +pl.title('Sqrt Euclidean cost') +pl.tight_layout() + +############################################################################## +# Dataset 1 : Plot OT Matrices +# ---------------------------- + + +#%% EMD +G1 = ot.emd(a, b, M1) +G2 = ot.emd(a, b, M2) +Gp = ot.emd(a, b, Mp) + +# OT matrices +pl.figure(3, figsize=(7, 3)) + +pl.subplot(1, 3, 1) +ot.plot.plot2D_samples_mat(xs, xt, G1, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +# pl.legend(loc=0) +pl.title('OT Euclidean') + +pl.subplot(1, 3, 2) +ot.plot.plot2D_samples_mat(xs, xt, G2, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +# pl.legend(loc=0) +pl.title('OT squared Euclidean') + +pl.subplot(1, 3, 3) +ot.plot.plot2D_samples_mat(xs, xt, Gp, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +# pl.legend(loc=0) +pl.title('OT sqrt Euclidean') +pl.tight_layout() + +pl.show() + + +############################################################################## +# Dataset 2 : Partial circle +# -------------------------- + +n = 50 # nb samples +xtot = np.zeros((n + 1, 2)) +xtot[:, 0] = np.cos( + (np.arange(n + 1) + 1.0) * 0.9 / (n + 2) * 2 * np.pi) +xtot[:, 1] = np.sin( + (np.arange(n + 1) + 1.0) * 0.9 / (n + 2) * 2 * np.pi) + +xs = xtot[:n, :] +xt = xtot[1:, :] + +a, b = ot.unif(n), ot.unif(n) # uniform distribution on samples + +# loss matrix +M1 = ot.dist(xs, xt, metric='euclidean') +M1 /= M1.max() + +# loss matrix +M2 = ot.dist(xs, xt, metric='sqeuclidean') +M2 /= M2.max() + +# loss matrix +Mp = np.sqrt(ot.dist(xs, xt, metric='euclidean')) +Mp /= Mp.max() + + +# Data +pl.figure(4, figsize=(7, 3)) +pl.clf() +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +pl.title('Source and traget distributions') + + +# Cost matrices +pl.figure(5, figsize=(7, 3)) + +pl.subplot(1, 3, 1) +pl.imshow(M1, interpolation='nearest') +pl.title('Euclidean cost') + +pl.subplot(1, 3, 2) +pl.imshow(M2, interpolation='nearest') +pl.title('Squared Euclidean cost') + +pl.subplot(1, 3, 3) +pl.imshow(Mp, interpolation='nearest') +pl.title('Sqrt Euclidean cost') +pl.tight_layout() + +############################################################################## +# Dataset 2 : Plot OT Matrices +# ----------------------------- + + +#%% EMD +G1 = ot.emd(a, b, M1) +G2 = ot.emd(a, b, M2) +Gp = ot.emd(a, b, Mp) + +# OT matrices +pl.figure(6, figsize=(7, 3)) + +pl.subplot(1, 3, 1) +ot.plot.plot2D_samples_mat(xs, xt, G1, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +# pl.legend(loc=0) +pl.title('OT Euclidean') + +pl.subplot(1, 3, 2) +ot.plot.plot2D_samples_mat(xs, xt, G2, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +# pl.legend(loc=0) +pl.title('OT squared Euclidean') + +pl.subplot(1, 3, 3) +ot.plot.plot2D_samples_mat(xs, xt, Gp, c=[.5, .5, 1]) +pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') +pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') +pl.axis('equal') +# pl.legend(loc=0) +pl.title('OT sqrt Euclidean') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_OT_L1_vs_L2.rst b/docs/source/auto_examples/plot_OT_L1_vs_L2.rst new file mode 100644 index 0000000..5db4b55 --- /dev/null +++ b/docs/source/auto_examples/plot_OT_L1_vs_L2.rst @@ -0,0 +1,318 @@ + + +.. _sphx_glr_auto_examples_plot_OT_L1_vs_L2.py: + + +========================================== +2D Optimal transport for different metrics +========================================== + +2D OT on empirical distributio with different gound metric. + +Stole the figure idea from Fig. 1 and 2 in +https://arxiv.org/pdf/1706.07650.pdf + + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + + + + + + + +Dataset 1 : uniform sampling +---------------------------- + + + +.. code-block:: python + + + n = 20 # nb samples + xs = np.zeros((n, 2)) + xs[:, 0] = np.arange(n) + 1 + xs[:, 1] = (np.arange(n) + 1) * -0.001 # to make it strictly convex... + + xt = np.zeros((n, 2)) + xt[:, 1] = np.arange(n) + 1 + + a, b = ot.unif(n), ot.unif(n) # uniform distribution on samples + + # loss matrix + M1 = ot.dist(xs, xt, metric='euclidean') + M1 /= M1.max() + + # loss matrix + M2 = ot.dist(xs, xt, metric='sqeuclidean') + M2 /= M2.max() + + # loss matrix + Mp = np.sqrt(ot.dist(xs, xt, metric='euclidean')) + Mp /= Mp.max() + + # Data + pl.figure(1, figsize=(7, 3)) + pl.clf() + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + pl.title('Source and target distributions') + + + # Cost matrices + pl.figure(2, figsize=(7, 3)) + + pl.subplot(1, 3, 1) + pl.imshow(M1, interpolation='nearest') + pl.title('Euclidean cost') + + pl.subplot(1, 3, 2) + pl.imshow(M2, interpolation='nearest') + pl.title('Squared Euclidean cost') + + pl.subplot(1, 3, 3) + pl.imshow(Mp, interpolation='nearest') + pl.title('Sqrt Euclidean cost') + pl.tight_layout() + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_L1_vs_L2_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_L1_vs_L2_002.png + :scale: 47 + + + + +Dataset 1 : Plot OT Matrices +---------------------------- + + + +.. code-block:: python + + + + #%% EMD + G1 = ot.emd(a, b, M1) + G2 = ot.emd(a, b, M2) + Gp = ot.emd(a, b, Mp) + + # OT matrices + pl.figure(3, figsize=(7, 3)) + + pl.subplot(1, 3, 1) + ot.plot.plot2D_samples_mat(xs, xt, G1, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + # pl.legend(loc=0) + pl.title('OT Euclidean') + + pl.subplot(1, 3, 2) + ot.plot.plot2D_samples_mat(xs, xt, G2, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + # pl.legend(loc=0) + pl.title('OT squared Euclidean') + + pl.subplot(1, 3, 3) + ot.plot.plot2D_samples_mat(xs, xt, Gp, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + # pl.legend(loc=0) + pl.title('OT sqrt Euclidean') + pl.tight_layout() + + pl.show() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_OT_L1_vs_L2_005.png + :align: center + + + + +Dataset 2 : Partial circle +-------------------------- + + + +.. code-block:: python + + + n = 50 # nb samples + xtot = np.zeros((n + 1, 2)) + xtot[:, 0] = np.cos( + (np.arange(n + 1) + 1.0) * 0.9 / (n + 2) * 2 * np.pi) + xtot[:, 1] = np.sin( + (np.arange(n + 1) + 1.0) * 0.9 / (n + 2) * 2 * np.pi) + + xs = xtot[:n, :] + xt = xtot[1:, :] + + a, b = ot.unif(n), ot.unif(n) # uniform distribution on samples + + # loss matrix + M1 = ot.dist(xs, xt, metric='euclidean') + M1 /= M1.max() + + # loss matrix + M2 = ot.dist(xs, xt, metric='sqeuclidean') + M2 /= M2.max() + + # loss matrix + Mp = np.sqrt(ot.dist(xs, xt, metric='euclidean')) + Mp /= Mp.max() + + + # Data + pl.figure(4, figsize=(7, 3)) + pl.clf() + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + pl.title('Source and traget distributions') + + + # Cost matrices + pl.figure(5, figsize=(7, 3)) + + pl.subplot(1, 3, 1) + pl.imshow(M1, interpolation='nearest') + pl.title('Euclidean cost') + + pl.subplot(1, 3, 2) + pl.imshow(M2, interpolation='nearest') + pl.title('Squared Euclidean cost') + + pl.subplot(1, 3, 3) + pl.imshow(Mp, interpolation='nearest') + pl.title('Sqrt Euclidean cost') + pl.tight_layout() + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_L1_vs_L2_007.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_OT_L1_vs_L2_008.png + :scale: 47 + + + + +Dataset 2 : Plot OT Matrices +----------------------------- + + + +.. code-block:: python + + + + #%% EMD + G1 = ot.emd(a, b, M1) + G2 = ot.emd(a, b, M2) + Gp = ot.emd(a, b, Mp) + + # OT matrices + pl.figure(6, figsize=(7, 3)) + + pl.subplot(1, 3, 1) + ot.plot.plot2D_samples_mat(xs, xt, G1, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + # pl.legend(loc=0) + pl.title('OT Euclidean') + + pl.subplot(1, 3, 2) + ot.plot.plot2D_samples_mat(xs, xt, G2, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + # pl.legend(loc=0) + pl.title('OT squared Euclidean') + + pl.subplot(1, 3, 3) + ot.plot.plot2D_samples_mat(xs, xt, Gp, c=[.5, .5, 1]) + pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') + pl.axis('equal') + # pl.legend(loc=0) + pl.title('OT sqrt Euclidean') + pl.tight_layout() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_OT_L1_vs_L2_011.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 0.958 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_OT_L1_vs_L2.py <plot_OT_L1_vs_L2.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_OT_L1_vs_L2.ipynb <plot_OT_L1_vs_L2.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_UOT_1D.ipynb b/docs/source/auto_examples/plot_UOT_1D.ipynb new file mode 100644 index 0000000..c695306 --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_1D.ipynb @@ -0,0 +1,108 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D Unbalanced optimal transport\n\n\nThis example illustrates the computation of Unbalanced Optimal transport\nusing a Kullback-Leibler relaxation.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Hicham Janati <hicham.janati@inria.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# make distributions unbalanced\nb *= 5.\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot distributions and loss matrix\n----------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, 'b', label='Source distribution')\npl.plot(x, b, 'r', label='Target distribution')\npl.legend()\n\n# plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, 'Cost matrix M')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve Unbalanced Sinkhorn\n--------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Sinkhorn\n\nepsilon = 0.1 # entropy parameter\nalpha = 1. # Unbalanced KL relaxation parameter\nGs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'UOT matrix Sinkhorn')\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.8" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_UOT_1D.py b/docs/source/auto_examples/plot_UOT_1D.py new file mode 100644 index 0000000..2ea8b05 --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_1D.py @@ -0,0 +1,76 @@ +# -*- coding: utf-8 -*- +""" +=============================== +1D Unbalanced optimal transport +=============================== + +This example illustrates the computation of Unbalanced Optimal transport +using a Kullback-Leibler relaxation. +""" + +# Author: Hicham Janati <hicham.janati@inria.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +import ot.plot +from ot.datasets import make_1D_gauss as gauss + +############################################################################## +# Generate data +# ------------- + + +#%% parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a = gauss(n, m=20, s=5) # m= mean, s= std +b = gauss(n, m=60, s=10) + +# make distributions unbalanced +b *= 5. + +# loss matrix +M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) +M /= M.max() + + +############################################################################## +# Plot distributions and loss matrix +# ---------------------------------- + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +pl.plot(x, a, 'b', label='Source distribution') +pl.plot(x, b, 'r', label='Target distribution') +pl.legend() + +# plot distributions and loss matrix + +pl.figure(2, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + + +############################################################################## +# Solve Unbalanced Sinkhorn +# -------------- + + +# Sinkhorn + +epsilon = 0.1 # entropy parameter +alpha = 1. # Unbalanced KL relaxation parameter +Gs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True) + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, Gs, 'UOT matrix Sinkhorn') + +pl.show() diff --git a/docs/source/auto_examples/plot_UOT_1D.rst b/docs/source/auto_examples/plot_UOT_1D.rst new file mode 100644 index 0000000..8e618b4 --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_1D.rst @@ -0,0 +1,173 @@ + + +.. _sphx_glr_auto_examples_plot_UOT_1D.py: + + +=============================== +1D Unbalanced optimal transport +=============================== + +This example illustrates the computation of Unbalanced Optimal transport +using a Kullback-Leibler relaxation. + + + +.. code-block:: python + + + # Author: Hicham Janati <hicham.janati@inria.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + from ot.datasets import make_1D_gauss as gauss + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + + #%% parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a = gauss(n, m=20, s=5) # m= mean, s= std + b = gauss(n, m=60, s=10) + + # make distributions unbalanced + b *= 5. + + # loss matrix + M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) + M /= M.max() + + + + + + + + +Plot distributions and loss matrix +---------------------------------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + pl.plot(x, a, 'b', label='Source distribution') + pl.plot(x, b, 'r', label='Target distribution') + pl.legend() + + # plot distributions and loss matrix + + pl.figure(2, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_002.png + :scale: 47 + + + + +Solve Unbalanced Sinkhorn +-------------- + + + +.. code-block:: python + + + + # Sinkhorn + + epsilon = 0.1 # entropy parameter + alpha = 1. # Unbalanced KL relaxation parameter + Gs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True) + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Gs, 'UOT matrix Sinkhorn') + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_006.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Err + ------------------- + 0|1.838786e+00| + 10|1.242379e-01| + 20|2.581314e-03| + 30|5.674552e-05| + 40|1.252959e-06| + 50|2.768136e-08| + 60|6.116090e-10| + + +**Total running time of the script:** ( 0 minutes 0.259 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_UOT_1D.py <plot_UOT_1D.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_UOT_1D.ipynb <plot_UOT_1D.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_UOT_barycenter_1D.ipynb b/docs/source/auto_examples/plot_UOT_barycenter_1D.ipynb new file mode 100644 index 0000000..e59cdc2 --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_barycenter_1D.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D Wasserstein barycenter demo for Unbalanced distributions\n\n\nThis example illustrates the computation of regularized Wassersyein Barycenter\nas proposed in [10] for Unbalanced inputs.\n\n\n[10] Chizat, L., Peyr\u00e9, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Hicham Janati <hicham.janati@inria.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\n# necessary for 3d plot even if not used\nfrom mpl_toolkits.mplot3d import Axes3D # noqa\nfrom matplotlib.collections import PolyCollection" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std\na2 = ot.datasets.make_1D_gauss(n, m=60, s=8)\n\n# make unbalanced dists\na2 *= 3.\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycenter computation\n----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# non weighted barycenter computation\n\nweight = 0.5 # 0<=weight<=1\nweights = np.array([1 - weight, weight])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\nalpha = 1.\n\nbary_wass = ot.unbalanced.barycenter_unbalanced(A, M, reg, alpha, weights)\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycentric interpolation\n-------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# barycenter interpolation\n\nn_weight = 11\nweight_list = np.linspace(0, 1, n_weight)\n\n\nB_l2 = np.zeros((n, n_weight))\n\nB_wass = np.copy(B_l2)\n\nfor i in range(0, n_weight):\n weight = weight_list[i]\n weights = np.array([1 - weight, weight])\n B_l2[:, i] = A.dot(weights)\n B_wass[:, i] = ot.unbalanced.barycenter_unbalanced(A, M, reg, alpha, weights)\n\n\n# plot interpolation\n\npl.figure(3)\n\ncmap = pl.cm.get_cmap('viridis')\nverts = []\nzs = weight_list\nfor i, z in enumerate(zs):\n ys = B_l2[:, i]\n verts.append(list(zip(x, ys)))\n\nax = pl.gcf().gca(projection='3d')\n\npoly = PolyCollection(verts, facecolors=[cmap(a) for a in weight_list])\npoly.set_alpha(0.7)\nax.add_collection3d(poly, zs=zs, zdir='y')\nax.set_xlabel('x')\nax.set_xlim3d(0, n)\nax.set_ylabel(r'$\\alpha$')\nax.set_ylim3d(0, 1)\nax.set_zlabel('')\nax.set_zlim3d(0, B_l2.max() * 1.01)\npl.title('Barycenter interpolation with l2')\npl.tight_layout()\n\npl.figure(4)\ncmap = pl.cm.get_cmap('viridis')\nverts = []\nzs = weight_list\nfor i, z in enumerate(zs):\n ys = B_wass[:, i]\n verts.append(list(zip(x, ys)))\n\nax = pl.gcf().gca(projection='3d')\n\npoly = PolyCollection(verts, facecolors=[cmap(a) for a in weight_list])\npoly.set_alpha(0.7)\nax.add_collection3d(poly, zs=zs, zdir='y')\nax.set_xlabel('x')\nax.set_xlim3d(0, n)\nax.set_ylabel(r'$\\alpha$')\nax.set_ylim3d(0, 1)\nax.set_zlabel('')\nax.set_zlim3d(0, B_l2.max() * 1.01)\npl.title('Barycenter interpolation with Wasserstein')\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.8" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_UOT_barycenter_1D.py b/docs/source/auto_examples/plot_UOT_barycenter_1D.py new file mode 100644 index 0000000..c8d9d3b --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_barycenter_1D.py @@ -0,0 +1,164 @@ +# -*- coding: utf-8 -*- +""" +=========================================================== +1D Wasserstein barycenter demo for Unbalanced distributions +=========================================================== + +This example illustrates the computation of regularized Wassersyein Barycenter +as proposed in [10] for Unbalanced inputs. + + +[10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. + +""" + +# Author: Hicham Janati <hicham.janati@inria.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +# necessary for 3d plot even if not used +from mpl_toolkits.mplot3d import Axes3D # noqa +from matplotlib.collections import PolyCollection + +############################################################################## +# Generate data +# ------------- + +# parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std +a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + +# make unbalanced dists +a2 *= 3. + +# creating matrix A containing all distributions +A = np.vstack((a1, a2)).T +n_distributions = A.shape[1] + +# loss matrix + normalization +M = ot.utils.dist0(n) +M /= M.max() + +############################################################################## +# Plot data +# --------- + +# plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') +pl.tight_layout() + +############################################################################## +# Barycenter computation +# ---------------------- + +# non weighted barycenter computation + +weight = 0.5 # 0<=weight<=1 +weights = np.array([1 - weight, weight]) + +# l2bary +bary_l2 = A.dot(weights) + +# wasserstein +reg = 1e-3 +alpha = 1. + +bary_wass = ot.unbalanced.barycenter_unbalanced(A, M, reg, alpha, weights) + +pl.figure(2) +pl.clf() +pl.subplot(2, 1, 1) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') + +pl.subplot(2, 1, 2) +pl.plot(x, bary_l2, 'r', label='l2') +pl.plot(x, bary_wass, 'g', label='Wasserstein') +pl.legend() +pl.title('Barycenters') +pl.tight_layout() + +############################################################################## +# Barycentric interpolation +# ------------------------- + +# barycenter interpolation + +n_weight = 11 +weight_list = np.linspace(0, 1, n_weight) + + +B_l2 = np.zeros((n, n_weight)) + +B_wass = np.copy(B_l2) + +for i in range(0, n_weight): + weight = weight_list[i] + weights = np.array([1 - weight, weight]) + B_l2[:, i] = A.dot(weights) + B_wass[:, i] = ot.unbalanced.barycenter_unbalanced(A, M, reg, alpha, weights) + + +# plot interpolation + +pl.figure(3) + +cmap = pl.cm.get_cmap('viridis') +verts = [] +zs = weight_list +for i, z in enumerate(zs): + ys = B_l2[:, i] + verts.append(list(zip(x, ys))) + +ax = pl.gcf().gca(projection='3d') + +poly = PolyCollection(verts, facecolors=[cmap(a) for a in weight_list]) +poly.set_alpha(0.7) +ax.add_collection3d(poly, zs=zs, zdir='y') +ax.set_xlabel('x') +ax.set_xlim3d(0, n) +ax.set_ylabel(r'$\alpha$') +ax.set_ylim3d(0, 1) +ax.set_zlabel('') +ax.set_zlim3d(0, B_l2.max() * 1.01) +pl.title('Barycenter interpolation with l2') +pl.tight_layout() + +pl.figure(4) +cmap = pl.cm.get_cmap('viridis') +verts = [] +zs = weight_list +for i, z in enumerate(zs): + ys = B_wass[:, i] + verts.append(list(zip(x, ys))) + +ax = pl.gcf().gca(projection='3d') + +poly = PolyCollection(verts, facecolors=[cmap(a) for a in weight_list]) +poly.set_alpha(0.7) +ax.add_collection3d(poly, zs=zs, zdir='y') +ax.set_xlabel('x') +ax.set_xlim3d(0, n) +ax.set_ylabel(r'$\alpha$') +ax.set_ylim3d(0, 1) +ax.set_zlabel('') +ax.set_zlim3d(0, B_l2.max() * 1.01) +pl.title('Barycenter interpolation with Wasserstein') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_UOT_barycenter_1D.rst b/docs/source/auto_examples/plot_UOT_barycenter_1D.rst new file mode 100644 index 0000000..ac17587 --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_barycenter_1D.rst @@ -0,0 +1,261 @@ + + +.. _sphx_glr_auto_examples_plot_UOT_barycenter_1D.py: + + +=========================================================== +1D Wasserstein barycenter demo for Unbalanced distributions +=========================================================== + +This example illustrates the computation of regularized Wassersyein Barycenter +as proposed in [10] for Unbalanced inputs. + + +[10] Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F. X. (2016). Scaling algorithms for unbalanced transport problems. arXiv preprint arXiv:1607.05816. + + + + +.. code-block:: python + + + # Author: Hicham Janati <hicham.janati@inria.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + # necessary for 3d plot even if not used + from mpl_toolkits.mplot3d import Axes3D # noqa + from matplotlib.collections import PolyCollection + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + # parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std + a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + + # make unbalanced dists + a2 *= 3. + + # creating matrix A containing all distributions + A = np.vstack((a1, a2)).T + n_distributions = A.shape[1] + + # loss matrix + normalization + M = ot.utils.dist0(n) + M /= M.max() + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + # plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_UOT_barycenter_1D_001.png + :align: center + + + + +Barycenter computation +---------------------- + + + +.. code-block:: python + + + # non weighted barycenter computation + + weight = 0.5 # 0<=weight<=1 + weights = np.array([1 - weight, weight]) + + # l2bary + bary_l2 = A.dot(weights) + + # wasserstein + reg = 1e-3 + alpha = 1. + + bary_wass = ot.unbalanced.barycenter_unbalanced(A, M, reg, alpha, weights) + + pl.figure(2) + pl.clf() + pl.subplot(2, 1, 1) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + + pl.subplot(2, 1, 2) + pl.plot(x, bary_l2, 'r', label='l2') + pl.plot(x, bary_wass, 'g', label='Wasserstein') + pl.legend() + pl.title('Barycenters') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_UOT_barycenter_1D_003.png + :align: center + + + + +Barycentric interpolation +------------------------- + + + +.. code-block:: python + + + # barycenter interpolation + + n_weight = 11 + weight_list = np.linspace(0, 1, n_weight) + + + B_l2 = np.zeros((n, n_weight)) + + B_wass = np.copy(B_l2) + + for i in range(0, n_weight): + weight = weight_list[i] + weights = np.array([1 - weight, weight]) + B_l2[:, i] = A.dot(weights) + B_wass[:, i] = ot.unbalanced.barycenter_unbalanced(A, M, reg, alpha, weights) + + + # plot interpolation + + pl.figure(3) + + cmap = pl.cm.get_cmap('viridis') + verts = [] + zs = weight_list + for i, z in enumerate(zs): + ys = B_l2[:, i] + verts.append(list(zip(x, ys))) + + ax = pl.gcf().gca(projection='3d') + + poly = PolyCollection(verts, facecolors=[cmap(a) for a in weight_list]) + poly.set_alpha(0.7) + ax.add_collection3d(poly, zs=zs, zdir='y') + ax.set_xlabel('x') + ax.set_xlim3d(0, n) + ax.set_ylabel(r'$\alpha$') + ax.set_ylim3d(0, 1) + ax.set_zlabel('') + ax.set_zlim3d(0, B_l2.max() * 1.01) + pl.title('Barycenter interpolation with l2') + pl.tight_layout() + + pl.figure(4) + cmap = pl.cm.get_cmap('viridis') + verts = [] + zs = weight_list + for i, z in enumerate(zs): + ys = B_wass[:, i] + verts.append(list(zip(x, ys))) + + ax = pl.gcf().gca(projection='3d') + + poly = PolyCollection(verts, facecolors=[cmap(a) for a in weight_list]) + poly.set_alpha(0.7) + ax.add_collection3d(poly, zs=zs, zdir='y') + ax.set_xlabel('x') + ax.set_xlim3d(0, n) + ax.set_ylabel(r'$\alpha$') + ax.set_ylim3d(0, 1) + ax.set_zlabel('') + ax.set_zlim3d(0, B_l2.max() * 1.01) + pl.title('Barycenter interpolation with Wasserstein') + pl.tight_layout() + + pl.show() + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_UOT_barycenter_1D_005.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_UOT_barycenter_1D_006.png + :scale: 47 + + + + +**Total running time of the script:** ( 0 minutes 0.344 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_UOT_barycenter_1D.py <plot_UOT_barycenter_1D.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_UOT_barycenter_1D.ipynb <plot_UOT_barycenter_1D.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_WDA.ipynb b/docs/source/auto_examples/plot_WDA.ipynb new file mode 100644 index 0000000..1661c53 --- /dev/null +++ b/docs/source/auto_examples/plot_WDA.ipynb @@ -0,0 +1,144 @@ +{ + "nbformat_minor": 0, + "nbformat": 4, + "cells": [ + { + "execution_count": null, + "cell_type": "code", + "source": [ + "%matplotlib inline" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "\n# Wasserstein Discriminant Analysis\n\n\nThis example illustrate the use of WDA as proposed in [11].\n\n\n[11] Flamary, R., Cuturi, M., Courty, N., & Rakotomamonjy, A. (2016).\nWasserstein Discriminant Analysis.\n\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\n\nfrom ot.dr import wda, fda" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Generate data\n-------------\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% parameters\n\nn = 1000 # nb samples in source and target datasets\nnz = 0.2\n\n# generate circle dataset\nt = np.random.rand(n) * 2 * np.pi\nys = np.floor((np.arange(n) * 1.0 / n * 3)) + 1\nxs = np.concatenate(\n (np.cos(t).reshape((-1, 1)), np.sin(t).reshape((-1, 1))), 1)\nxs = xs * ys.reshape(-1, 1) + nz * np.random.randn(n, 2)\n\nt = np.random.rand(n) * 2 * np.pi\nyt = np.floor((np.arange(n) * 1.0 / n * 3)) + 1\nxt = np.concatenate(\n (np.cos(t).reshape((-1, 1)), np.sin(t).reshape((-1, 1))), 1)\nxt = xt * yt.reshape(-1, 1) + nz * np.random.randn(n, 2)\n\nnbnoise = 8\n\nxs = np.hstack((xs, np.random.randn(n, nbnoise)))\nxt = np.hstack((xt, np.random.randn(n, nbnoise)))" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Plot data\n---------\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% plot samples\npl.figure(1, figsize=(6.4, 3.5))\n\npl.subplot(1, 2, 1)\npl.scatter(xt[:, 0], xt[:, 1], c=ys, marker='+', label='Source samples')\npl.legend(loc=0)\npl.title('Discriminant dimensions')\n\npl.subplot(1, 2, 2)\npl.scatter(xt[:, 2], xt[:, 3], c=ys, marker='+', label='Source samples')\npl.legend(loc=0)\npl.title('Other dimensions')\npl.tight_layout()" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Compute Fisher Discriminant Analysis\n------------------------------------\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% Compute FDA\np = 2\n\nPfda, projfda = fda(xs, ys, p)" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Compute Wasserstein Discriminant Analysis\n-----------------------------------------\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% Compute WDA\np = 2\nreg = 1e0\nk = 10\nmaxiter = 100\n\nPwda, projwda = wda(xs, ys, p, reg, k, maxiter=maxiter)" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Plot 2D projections\n-------------------\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% plot samples\n\nxsp = projfda(xs)\nxtp = projfda(xt)\n\nxspw = projwda(xs)\nxtpw = projwda(xt)\n\npl.figure(2)\n\npl.subplot(2, 2, 1)\npl.scatter(xsp[:, 0], xsp[:, 1], c=ys, marker='+', label='Projected samples')\npl.legend(loc=0)\npl.title('Projected training samples FDA')\n\npl.subplot(2, 2, 2)\npl.scatter(xtp[:, 0], xtp[:, 1], c=ys, marker='+', label='Projected samples')\npl.legend(loc=0)\npl.title('Projected test samples FDA')\n\npl.subplot(2, 2, 3)\npl.scatter(xspw[:, 0], xspw[:, 1], c=ys, marker='+', label='Projected samples')\npl.legend(loc=0)\npl.title('Projected training samples WDA')\n\npl.subplot(2, 2, 4)\npl.scatter(xtpw[:, 0], xtpw[:, 1], c=ys, marker='+', label='Projected samples')\npl.legend(loc=0)\npl.title('Projected test samples WDA')\npl.tight_layout()\n\npl.show()" + ], + "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 diff --git a/docs/source/auto_examples/plot_WDA.py b/docs/source/auto_examples/plot_WDA.py new file mode 100644 index 0000000..93cc237 --- /dev/null +++ b/docs/source/auto_examples/plot_WDA.py @@ -0,0 +1,127 @@ +# -*- coding: utf-8 -*- +""" +================================= +Wasserstein Discriminant Analysis +================================= + +This example illustrate the use of WDA as proposed in [11]. + + +[11] Flamary, R., Cuturi, M., Courty, N., & Rakotomamonjy, A. (2016). +Wasserstein Discriminant Analysis. + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl + +from ot.dr import wda, fda + + +############################################################################## +# Generate data +# ------------- + +#%% parameters + +n = 1000 # nb samples in source and target datasets +nz = 0.2 + +# generate circle dataset +t = np.random.rand(n) * 2 * np.pi +ys = np.floor((np.arange(n) * 1.0 / n * 3)) + 1 +xs = np.concatenate( + (np.cos(t).reshape((-1, 1)), np.sin(t).reshape((-1, 1))), 1) +xs = xs * ys.reshape(-1, 1) + nz * np.random.randn(n, 2) + +t = np.random.rand(n) * 2 * np.pi +yt = np.floor((np.arange(n) * 1.0 / n * 3)) + 1 +xt = np.concatenate( + (np.cos(t).reshape((-1, 1)), np.sin(t).reshape((-1, 1))), 1) +xt = xt * yt.reshape(-1, 1) + nz * np.random.randn(n, 2) + +nbnoise = 8 + +xs = np.hstack((xs, np.random.randn(n, nbnoise))) +xt = np.hstack((xt, np.random.randn(n, nbnoise))) + +############################################################################## +# Plot data +# --------- + +#%% plot samples +pl.figure(1, figsize=(6.4, 3.5)) + +pl.subplot(1, 2, 1) +pl.scatter(xt[:, 0], xt[:, 1], c=ys, marker='+', label='Source samples') +pl.legend(loc=0) +pl.title('Discriminant dimensions') + +pl.subplot(1, 2, 2) +pl.scatter(xt[:, 2], xt[:, 3], c=ys, marker='+', label='Source samples') +pl.legend(loc=0) +pl.title('Other dimensions') +pl.tight_layout() + +############################################################################## +# Compute Fisher Discriminant Analysis +# ------------------------------------ + +#%% Compute FDA +p = 2 + +Pfda, projfda = fda(xs, ys, p) + +############################################################################## +# Compute Wasserstein Discriminant Analysis +# ----------------------------------------- + +#%% Compute WDA +p = 2 +reg = 1e0 +k = 10 +maxiter = 100 + +Pwda, projwda = wda(xs, ys, p, reg, k, maxiter=maxiter) + + +############################################################################## +# Plot 2D projections +# ------------------- + +#%% plot samples + +xsp = projfda(xs) +xtp = projfda(xt) + +xspw = projwda(xs) +xtpw = projwda(xt) + +pl.figure(2) + +pl.subplot(2, 2, 1) +pl.scatter(xsp[:, 0], xsp[:, 1], c=ys, marker='+', label='Projected samples') +pl.legend(loc=0) +pl.title('Projected training samples FDA') + +pl.subplot(2, 2, 2) +pl.scatter(xtp[:, 0], xtp[:, 1], c=ys, marker='+', label='Projected samples') +pl.legend(loc=0) +pl.title('Projected test samples FDA') + +pl.subplot(2, 2, 3) +pl.scatter(xspw[:, 0], xspw[:, 1], c=ys, marker='+', label='Projected samples') +pl.legend(loc=0) +pl.title('Projected training samples WDA') + +pl.subplot(2, 2, 4) +pl.scatter(xtpw[:, 0], xtpw[:, 1], c=ys, marker='+', label='Projected samples') +pl.legend(loc=0) +pl.title('Projected test samples WDA') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_WDA.rst b/docs/source/auto_examples/plot_WDA.rst new file mode 100644 index 0000000..2d83123 --- /dev/null +++ b/docs/source/auto_examples/plot_WDA.rst @@ -0,0 +1,244 @@ + + +.. _sphx_glr_auto_examples_plot_WDA.py: + + +================================= +Wasserstein Discriminant Analysis +================================= + +This example illustrate the use of WDA as proposed in [11]. + + +[11] Flamary, R., Cuturi, M., Courty, N., & Rakotomamonjy, A. (2016). +Wasserstein Discriminant Analysis. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + + from ot.dr import wda, fda + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% parameters + + n = 1000 # nb samples in source and target datasets + nz = 0.2 + + # generate circle dataset + t = np.random.rand(n) * 2 * np.pi + ys = np.floor((np.arange(n) * 1.0 / n * 3)) + 1 + xs = np.concatenate( + (np.cos(t).reshape((-1, 1)), np.sin(t).reshape((-1, 1))), 1) + xs = xs * ys.reshape(-1, 1) + nz * np.random.randn(n, 2) + + t = np.random.rand(n) * 2 * np.pi + yt = np.floor((np.arange(n) * 1.0 / n * 3)) + 1 + xt = np.concatenate( + (np.cos(t).reshape((-1, 1)), np.sin(t).reshape((-1, 1))), 1) + xt = xt * yt.reshape(-1, 1) + nz * np.random.randn(n, 2) + + nbnoise = 8 + + xs = np.hstack((xs, np.random.randn(n, nbnoise))) + xt = np.hstack((xt, np.random.randn(n, nbnoise))) + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% plot samples + pl.figure(1, figsize=(6.4, 3.5)) + + pl.subplot(1, 2, 1) + pl.scatter(xt[:, 0], xt[:, 1], c=ys, marker='+', label='Source samples') + pl.legend(loc=0) + pl.title('Discriminant dimensions') + + pl.subplot(1, 2, 2) + pl.scatter(xt[:, 2], xt[:, 3], c=ys, marker='+', label='Source samples') + pl.legend(loc=0) + pl.title('Other dimensions') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_WDA_001.png + :align: center + + + + +Compute Fisher Discriminant Analysis +------------------------------------ + + + +.. code-block:: python + + + #%% Compute FDA + p = 2 + + Pfda, projfda = fda(xs, ys, p) + + + + + + + +Compute Wasserstein Discriminant Analysis +----------------------------------------- + + + +.. code-block:: python + + + #%% Compute WDA + p = 2 + reg = 1e0 + k = 10 + maxiter = 100 + + Pwda, projwda = wda(xs, ys, p, reg, k, maxiter=maxiter) + + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + Compiling cost function... + Computing gradient of cost function... + iter cost val grad. norm + 1 +9.0167295050534191e-01 2.28422652e-01 + 2 +4.8324990550878105e-01 4.89362707e-01 + 3 +3.4613154515357075e-01 2.84117562e-01 + 4 +2.5277108387195002e-01 1.24888750e-01 + 5 +2.4113858393736629e-01 8.07491482e-02 + 6 +2.3642108593032782e-01 1.67612140e-02 + 7 +2.3625721372202199e-01 7.68640008e-03 + 8 +2.3625461994913738e-01 7.42200784e-03 + 9 +2.3624493441436939e-01 6.43534105e-03 + 10 +2.3621901383686217e-01 2.17960585e-03 + 11 +2.3621854258326572e-01 2.03306749e-03 + 12 +2.3621696458678049e-01 1.37118721e-03 + 13 +2.3621569489873540e-01 2.76368907e-04 + 14 +2.3621565599232983e-01 1.41898134e-04 + 15 +2.3621564465487518e-01 5.96602069e-05 + 16 +2.3621564232556647e-01 1.08709521e-05 + 17 +2.3621564230277003e-01 9.17855656e-06 + 18 +2.3621564224857586e-01 1.73728345e-06 + 19 +2.3621564224748123e-01 1.17770019e-06 + 20 +2.3621564224658587e-01 2.16179383e-07 + Terminated - min grad norm reached after 20 iterations, 9.20 seconds. + + +Plot 2D projections +------------------- + + + +.. code-block:: python + + + #%% plot samples + + xsp = projfda(xs) + xtp = projfda(xt) + + xspw = projwda(xs) + xtpw = projwda(xt) + + pl.figure(2) + + pl.subplot(2, 2, 1) + pl.scatter(xsp[:, 0], xsp[:, 1], c=ys, marker='+', label='Projected samples') + pl.legend(loc=0) + pl.title('Projected training samples FDA') + + pl.subplot(2, 2, 2) + pl.scatter(xtp[:, 0], xtp[:, 1], c=ys, marker='+', label='Projected samples') + pl.legend(loc=0) + pl.title('Projected test samples FDA') + + pl.subplot(2, 2, 3) + pl.scatter(xspw[:, 0], xspw[:, 1], c=ys, marker='+', label='Projected samples') + pl.legend(loc=0) + pl.title('Projected training samples WDA') + + pl.subplot(2, 2, 4) + pl.scatter(xtpw[:, 0], xtpw[:, 1], c=ys, marker='+', label='Projected samples') + pl.legend(loc=0) + pl.title('Projected test samples WDA') + pl.tight_layout() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_WDA_003.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 16.182 seconds) + + + +.. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_WDA.py <plot_WDA.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_WDA.ipynb <plot_WDA.ipynb>` + +.. rst-class:: sphx-glr-signature + + `Generated by Sphinx-Gallery <http://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_barycenter_1D.ipynb b/docs/source/auto_examples/plot_barycenter_1D.ipynb new file mode 100644 index 0000000..fc60e1f --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_1D.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D Wasserstein barycenter demo\n\n\nThis example illustrates the computation of regularized Wassersyein Barycenter\nas proposed in [3].\n\n\n[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyr\u00e9, G. (2015).\nIterative Bregman projections for regularized transportation problems\nSIAM Journal on Scientific Computing, 37(2), A1111-A1138.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\n# necessary for 3d plot even if not used\nfrom mpl_toolkits.mplot3d import Axes3D # noqa\nfrom matplotlib.collections import PolyCollection" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std\na2 = ot.datasets.make_1D_gauss(n, m=60, s=8)\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycenter computation\n----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% barycenter computation\n\nalpha = 0.2 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycentric interpolation\n-------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% barycenter interpolation\n\nn_alpha = 11\nalpha_list = np.linspace(0, 1, n_alpha)\n\n\nB_l2 = np.zeros((n, n_alpha))\n\nB_wass = np.copy(B_l2)\n\nfor i in range(0, n_alpha):\n alpha = alpha_list[i]\n weights = np.array([1 - alpha, alpha])\n B_l2[:, i] = A.dot(weights)\n B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights)\n\n#%% plot interpolation\n\npl.figure(3)\n\ncmap = pl.cm.get_cmap('viridis')\nverts = []\nzs = alpha_list\nfor i, z in enumerate(zs):\n ys = B_l2[:, i]\n verts.append(list(zip(x, ys)))\n\nax = pl.gcf().gca(projection='3d')\n\npoly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list])\npoly.set_alpha(0.7)\nax.add_collection3d(poly, zs=zs, zdir='y')\nax.set_xlabel('x')\nax.set_xlim3d(0, n)\nax.set_ylabel('$\\\\alpha$')\nax.set_ylim3d(0, 1)\nax.set_zlabel('')\nax.set_zlim3d(0, B_l2.max() * 1.01)\npl.title('Barycenter interpolation with l2')\npl.tight_layout()\n\npl.figure(4)\ncmap = pl.cm.get_cmap('viridis')\nverts = []\nzs = alpha_list\nfor i, z in enumerate(zs):\n ys = B_wass[:, i]\n verts.append(list(zip(x, ys)))\n\nax = pl.gcf().gca(projection='3d')\n\npoly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list])\npoly.set_alpha(0.7)\nax.add_collection3d(poly, zs=zs, zdir='y')\nax.set_xlabel('x')\nax.set_xlim3d(0, n)\nax.set_ylabel('$\\\\alpha$')\nax.set_ylim3d(0, 1)\nax.set_zlabel('')\nax.set_zlim3d(0, B_l2.max() * 1.01)\npl.title('Barycenter interpolation with Wasserstein')\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_barycenter_1D.py b/docs/source/auto_examples/plot_barycenter_1D.py new file mode 100644 index 0000000..6864301 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_1D.py @@ -0,0 +1,160 @@ +# -*- coding: utf-8 -*- +""" +============================== +1D Wasserstein barycenter demo +============================== + +This example illustrates the computation of regularized Wassersyein Barycenter +as proposed in [3]. + + +[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). +Iterative Bregman projections for regularized transportation problems +SIAM Journal on Scientific Computing, 37(2), A1111-A1138. + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +# necessary for 3d plot even if not used +from mpl_toolkits.mplot3d import Axes3D # noqa +from matplotlib.collections import PolyCollection + +############################################################################## +# Generate data +# ------------- + +#%% parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std +a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + +# creating matrix A containing all distributions +A = np.vstack((a1, a2)).T +n_distributions = A.shape[1] + +# loss matrix + normalization +M = ot.utils.dist0(n) +M /= M.max() + +############################################################################## +# Plot data +# --------- + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') +pl.tight_layout() + +############################################################################## +# Barycenter computation +# ---------------------- + +#%% barycenter computation + +alpha = 0.2 # 0<=alpha<=1 +weights = np.array([1 - alpha, alpha]) + +# l2bary +bary_l2 = A.dot(weights) + +# wasserstein +reg = 1e-3 +bary_wass = ot.bregman.barycenter(A, M, reg, weights) + +pl.figure(2) +pl.clf() +pl.subplot(2, 1, 1) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') + +pl.subplot(2, 1, 2) +pl.plot(x, bary_l2, 'r', label='l2') +pl.plot(x, bary_wass, 'g', label='Wasserstein') +pl.legend() +pl.title('Barycenters') +pl.tight_layout() + +############################################################################## +# Barycentric interpolation +# ------------------------- + +#%% barycenter interpolation + +n_alpha = 11 +alpha_list = np.linspace(0, 1, n_alpha) + + +B_l2 = np.zeros((n, n_alpha)) + +B_wass = np.copy(B_l2) + +for i in range(0, n_alpha): + alpha = alpha_list[i] + weights = np.array([1 - alpha, alpha]) + B_l2[:, i] = A.dot(weights) + B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights) + +#%% plot interpolation + +pl.figure(3) + +cmap = pl.cm.get_cmap('viridis') +verts = [] +zs = alpha_list +for i, z in enumerate(zs): + ys = B_l2[:, i] + verts.append(list(zip(x, ys))) + +ax = pl.gcf().gca(projection='3d') + +poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) +poly.set_alpha(0.7) +ax.add_collection3d(poly, zs=zs, zdir='y') +ax.set_xlabel('x') +ax.set_xlim3d(0, n) +ax.set_ylabel('$\\alpha$') +ax.set_ylim3d(0, 1) +ax.set_zlabel('') +ax.set_zlim3d(0, B_l2.max() * 1.01) +pl.title('Barycenter interpolation with l2') +pl.tight_layout() + +pl.figure(4) +cmap = pl.cm.get_cmap('viridis') +verts = [] +zs = alpha_list +for i, z in enumerate(zs): + ys = B_wass[:, i] + verts.append(list(zip(x, ys))) + +ax = pl.gcf().gca(projection='3d') + +poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) +poly.set_alpha(0.7) +ax.add_collection3d(poly, zs=zs, zdir='y') +ax.set_xlabel('x') +ax.set_xlim3d(0, n) +ax.set_ylabel('$\\alpha$') +ax.set_ylim3d(0, 1) +ax.set_zlabel('') +ax.set_zlim3d(0, B_l2.max() * 1.01) +pl.title('Barycenter interpolation with Wasserstein') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_barycenter_1D.rst b/docs/source/auto_examples/plot_barycenter_1D.rst new file mode 100644 index 0000000..66ac042 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_1D.rst @@ -0,0 +1,257 @@ + + +.. _sphx_glr_auto_examples_plot_barycenter_1D.py: + + +============================== +1D Wasserstein barycenter demo +============================== + +This example illustrates the computation of regularized Wassersyein Barycenter +as proposed in [3]. + + +[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). +Iterative Bregman projections for regularized transportation problems +SIAM Journal on Scientific Computing, 37(2), A1111-A1138. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + # necessary for 3d plot even if not used + from mpl_toolkits.mplot3d import Axes3D # noqa + from matplotlib.collections import PolyCollection + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std + a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + + # creating matrix A containing all distributions + A = np.vstack((a1, a2)).T + n_distributions = A.shape[1] + + # loss matrix + normalization + M = ot.utils.dist0(n) + M /= M.max() + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_001.png + :align: center + + + + +Barycenter computation +---------------------- + + + +.. code-block:: python + + + #%% barycenter computation + + alpha = 0.2 # 0<=alpha<=1 + weights = np.array([1 - alpha, alpha]) + + # l2bary + bary_l2 = A.dot(weights) + + # wasserstein + reg = 1e-3 + bary_wass = ot.bregman.barycenter(A, M, reg, weights) + + pl.figure(2) + pl.clf() + pl.subplot(2, 1, 1) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + + pl.subplot(2, 1, 2) + pl.plot(x, bary_l2, 'r', label='l2') + pl.plot(x, bary_wass, 'g', label='Wasserstein') + pl.legend() + pl.title('Barycenters') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_003.png + :align: center + + + + +Barycentric interpolation +------------------------- + + + +.. code-block:: python + + + #%% barycenter interpolation + + n_alpha = 11 + alpha_list = np.linspace(0, 1, n_alpha) + + + B_l2 = np.zeros((n, n_alpha)) + + B_wass = np.copy(B_l2) + + for i in range(0, n_alpha): + alpha = alpha_list[i] + weights = np.array([1 - alpha, alpha]) + B_l2[:, i] = A.dot(weights) + B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights) + + #%% plot interpolation + + pl.figure(3) + + cmap = pl.cm.get_cmap('viridis') + verts = [] + zs = alpha_list + for i, z in enumerate(zs): + ys = B_l2[:, i] + verts.append(list(zip(x, ys))) + + ax = pl.gcf().gca(projection='3d') + + poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) + poly.set_alpha(0.7) + ax.add_collection3d(poly, zs=zs, zdir='y') + ax.set_xlabel('x') + ax.set_xlim3d(0, n) + ax.set_ylabel('$\\alpha$') + ax.set_ylim3d(0, 1) + ax.set_zlabel('') + ax.set_zlim3d(0, B_l2.max() * 1.01) + pl.title('Barycenter interpolation with l2') + pl.tight_layout() + + pl.figure(4) + cmap = pl.cm.get_cmap('viridis') + verts = [] + zs = alpha_list + for i, z in enumerate(zs): + ys = B_wass[:, i] + verts.append(list(zip(x, ys))) + + ax = pl.gcf().gca(projection='3d') + + poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) + poly.set_alpha(0.7) + ax.add_collection3d(poly, zs=zs, zdir='y') + ax.set_xlabel('x') + ax.set_xlim3d(0, n) + ax.set_ylabel('$\\alpha$') + ax.set_ylim3d(0, 1) + ax.set_zlabel('') + ax.set_zlim3d(0, B_l2.max() * 1.01) + pl.title('Barycenter interpolation with Wasserstein') + pl.tight_layout() + + pl.show() + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_005.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_006.png + :scale: 47 + + + + +**Total running time of the script:** ( 0 minutes 0.413 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_barycenter_1D.py <plot_barycenter_1D.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_barycenter_1D.ipynb <plot_barycenter_1D.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_barycenter_fgw.ipynb b/docs/source/auto_examples/plot_barycenter_fgw.ipynb new file mode 100644 index 0000000..28229b2 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_fgw.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n=================================\nPlot graphs' barycenter using FGW\n=================================\n\nThis example illustrates the computation barycenter of labeled graphs using FGW\n\nRequires networkx >=2\n\n.. [18] Vayer Titouan, Chapel Laetitia, Flamary R{'e}mi, Tavenard Romain\n and Courty Nicolas\n \"Optimal Transport for structured data with application on graphs\"\n International Conference on Machine Learning (ICML). 2019.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Titouan Vayer <titouan.vayer@irisa.fr>\n#\n# License: MIT License\n\n#%% load libraries\nimport numpy as np\nimport matplotlib.pyplot as plt\nimport networkx as nx\nimport math\nfrom scipy.sparse.csgraph import shortest_path\nimport matplotlib.colors as mcol\nfrom matplotlib import cm\nfrom ot.gromov import fgw_barycenters\n#%% Graph functions\n\n\ndef find_thresh(C, inf=0.5, sup=3, step=10):\n \"\"\" Trick to find the adequate thresholds from where value of the C matrix are considered close enough to say that nodes are connected\n Tthe threshold is found by a linesearch between values \"inf\" and \"sup\" with \"step\" thresholds tested.\n The optimal threshold is the one which minimizes the reconstruction error between the shortest_path matrix coming from the thresholded adjency matrix\n and the original matrix.\n Parameters\n ----------\n C : ndarray, shape (n_nodes,n_nodes)\n The structure matrix to threshold\n inf : float\n The beginning of the linesearch\n sup : float\n The end of the linesearch\n step : integer\n Number of thresholds tested\n \"\"\"\n dist = []\n search = np.linspace(inf, sup, step)\n for thresh in search:\n Cprime = sp_to_adjency(C, 0, thresh)\n SC = shortest_path(Cprime, method='D')\n SC[SC == float('inf')] = 100\n dist.append(np.linalg.norm(SC - C))\n return search[np.argmin(dist)], dist\n\n\ndef sp_to_adjency(C, threshinf=0.2, threshsup=1.8):\n \"\"\" Thresholds the structure matrix in order to compute an adjency matrix.\n All values between threshinf and threshsup are considered representing connected nodes and set to 1. Else are set to 0\n Parameters\n ----------\n C : ndarray, shape (n_nodes,n_nodes)\n The structure matrix to threshold\n threshinf : float\n The minimum value of distance from which the new value is set to 1\n threshsup : float\n The maximum value of distance from which the new value is set to 1\n Returns\n -------\n C : ndarray, shape (n_nodes,n_nodes)\n The threshold matrix. Each element is in {0,1}\n \"\"\"\n H = np.zeros_like(C)\n np.fill_diagonal(H, np.diagonal(C))\n C = C - H\n C = np.minimum(np.maximum(C, threshinf), threshsup)\n C[C == threshsup] = 0\n C[C != 0] = 1\n\n return C\n\n\ndef build_noisy_circular_graph(N=20, mu=0, sigma=0.3, with_noise=False, structure_noise=False, p=None):\n \"\"\" Create a noisy circular graph\n \"\"\"\n g = nx.Graph()\n g.add_nodes_from(list(range(N)))\n for i in range(N):\n noise = float(np.random.normal(mu, sigma, 1))\n if with_noise:\n g.add_node(i, attr_name=math.sin((2 * i * math.pi / N)) + noise)\n else:\n g.add_node(i, attr_name=math.sin(2 * i * math.pi / N))\n g.add_edge(i, i + 1)\n if structure_noise:\n randomint = np.random.randint(0, p)\n if randomint == 0:\n if i <= N - 3:\n g.add_edge(i, i + 2)\n if i == N - 2:\n g.add_edge(i, 0)\n if i == N - 1:\n g.add_edge(i, 1)\n g.add_edge(N, 0)\n noise = float(np.random.normal(mu, sigma, 1))\n if with_noise:\n g.add_node(N, attr_name=math.sin((2 * N * math.pi / N)) + noise)\n else:\n g.add_node(N, attr_name=math.sin(2 * N * math.pi / N))\n return g\n\n\ndef graph_colors(nx_graph, vmin=0, vmax=7):\n cnorm = mcol.Normalize(vmin=vmin, vmax=vmax)\n cpick = cm.ScalarMappable(norm=cnorm, cmap='viridis')\n cpick.set_array([])\n val_map = {}\n for k, v in nx.get_node_attributes(nx_graph, 'attr_name').items():\n val_map[k] = cpick.to_rgba(v)\n colors = []\n for node in nx_graph.nodes():\n colors.append(val_map[node])\n return colors" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% circular dataset\n# We build a dataset of noisy circular graphs.\n# Noise is added on the structures by random connections and on the features by gaussian noise.\n\n\nnp.random.seed(30)\nX0 = []\nfor k in range(9):\n X0.append(build_noisy_circular_graph(np.random.randint(15, 25), with_noise=True, structure_noise=True, p=3))" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Plot graphs\n\nplt.figure(figsize=(8, 10))\nfor i in range(len(X0)):\n plt.subplot(3, 3, i + 1)\n g = X0[i]\n pos = nx.kamada_kawai_layout(g)\n nx.draw(g, pos=pos, node_color=graph_colors(g, vmin=-1, vmax=1), with_labels=False, node_size=100)\nplt.suptitle('Dataset of noisy graphs. Color indicates the label', fontsize=20)\nplt.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycenter computation\n----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% We compute the barycenter using FGW. Structure matrices are computed using the shortest_path distance in the graph\n# Features distances are the euclidean distances\nCs = [shortest_path(nx.adjacency_matrix(x)) for x in X0]\nps = [np.ones(len(x.nodes())) / len(x.nodes()) for x in X0]\nYs = [np.array([v for (k, v) in nx.get_node_attributes(x, 'attr_name').items()]).reshape(-1, 1) for x in X0]\nlambdas = np.array([np.ones(len(Ys)) / len(Ys)]).ravel()\nsizebary = 15 # we choose a barycenter with 15 nodes\n\nA, C, log = fgw_barycenters(sizebary, Ys, Cs, ps, lambdas, alpha=0.95, log=True)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot Barycenter\n-------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Create the barycenter\nbary = nx.from_numpy_matrix(sp_to_adjency(C, threshinf=0, threshsup=find_thresh(C, sup=100, step=100)[0]))\nfor i, v in enumerate(A.ravel()):\n bary.add_node(i, attr_name=v)\n\n#%%\npos = nx.kamada_kawai_layout(bary)\nnx.draw(bary, pos=pos, node_color=graph_colors(bary, vmin=-1, vmax=1), with_labels=False)\nplt.suptitle('Barycenter', fontsize=20)\nplt.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.8" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_barycenter_fgw.py b/docs/source/auto_examples/plot_barycenter_fgw.py new file mode 100644 index 0000000..77b0370 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_fgw.py @@ -0,0 +1,184 @@ +# -*- coding: utf-8 -*- +""" +================================= +Plot graphs' barycenter using FGW +================================= + +This example illustrates the computation barycenter of labeled graphs using FGW + +Requires networkx >=2 + +.. [18] Vayer Titouan, Chapel Laetitia, Flamary R{\'e}mi, Tavenard Romain + and Courty Nicolas + "Optimal Transport for structured data with application on graphs" + International Conference on Machine Learning (ICML). 2019. + +""" + +# Author: Titouan Vayer <titouan.vayer@irisa.fr> +# +# License: MIT License + +#%% load libraries +import numpy as np +import matplotlib.pyplot as plt +import networkx as nx +import math +from scipy.sparse.csgraph import shortest_path +import matplotlib.colors as mcol +from matplotlib import cm +from ot.gromov import fgw_barycenters +#%% Graph functions + + +def find_thresh(C, inf=0.5, sup=3, step=10): + """ Trick to find the adequate thresholds from where value of the C matrix are considered close enough to say that nodes are connected + Tthe threshold is found by a linesearch between values "inf" and "sup" with "step" thresholds tested. + The optimal threshold is the one which minimizes the reconstruction error between the shortest_path matrix coming from the thresholded adjency matrix + and the original matrix. + Parameters + ---------- + C : ndarray, shape (n_nodes,n_nodes) + The structure matrix to threshold + inf : float + The beginning of the linesearch + sup : float + The end of the linesearch + step : integer + Number of thresholds tested + """ + dist = [] + search = np.linspace(inf, sup, step) + for thresh in search: + Cprime = sp_to_adjency(C, 0, thresh) + SC = shortest_path(Cprime, method='D') + SC[SC == float('inf')] = 100 + dist.append(np.linalg.norm(SC - C)) + return search[np.argmin(dist)], dist + + +def sp_to_adjency(C, threshinf=0.2, threshsup=1.8): + """ Thresholds the structure matrix in order to compute an adjency matrix. + All values between threshinf and threshsup are considered representing connected nodes and set to 1. Else are set to 0 + Parameters + ---------- + C : ndarray, shape (n_nodes,n_nodes) + The structure matrix to threshold + threshinf : float + The minimum value of distance from which the new value is set to 1 + threshsup : float + The maximum value of distance from which the new value is set to 1 + Returns + ------- + C : ndarray, shape (n_nodes,n_nodes) + The threshold matrix. Each element is in {0,1} + """ + H = np.zeros_like(C) + np.fill_diagonal(H, np.diagonal(C)) + C = C - H + C = np.minimum(np.maximum(C, threshinf), threshsup) + C[C == threshsup] = 0 + C[C != 0] = 1 + + return C + + +def build_noisy_circular_graph(N=20, mu=0, sigma=0.3, with_noise=False, structure_noise=False, p=None): + """ Create a noisy circular graph + """ + g = nx.Graph() + g.add_nodes_from(list(range(N))) + for i in range(N): + noise = float(np.random.normal(mu, sigma, 1)) + if with_noise: + g.add_node(i, attr_name=math.sin((2 * i * math.pi / N)) + noise) + else: + g.add_node(i, attr_name=math.sin(2 * i * math.pi / N)) + g.add_edge(i, i + 1) + if structure_noise: + randomint = np.random.randint(0, p) + if randomint == 0: + if i <= N - 3: + g.add_edge(i, i + 2) + if i == N - 2: + g.add_edge(i, 0) + if i == N - 1: + g.add_edge(i, 1) + g.add_edge(N, 0) + noise = float(np.random.normal(mu, sigma, 1)) + if with_noise: + g.add_node(N, attr_name=math.sin((2 * N * math.pi / N)) + noise) + else: + g.add_node(N, attr_name=math.sin(2 * N * math.pi / N)) + return g + + +def graph_colors(nx_graph, vmin=0, vmax=7): + cnorm = mcol.Normalize(vmin=vmin, vmax=vmax) + cpick = cm.ScalarMappable(norm=cnorm, cmap='viridis') + cpick.set_array([]) + val_map = {} + for k, v in nx.get_node_attributes(nx_graph, 'attr_name').items(): + val_map[k] = cpick.to_rgba(v) + colors = [] + for node in nx_graph.nodes(): + colors.append(val_map[node]) + return colors + +############################################################################## +# Generate data +# ------------- + +#%% circular dataset +# We build a dataset of noisy circular graphs. +# Noise is added on the structures by random connections and on the features by gaussian noise. + + +np.random.seed(30) +X0 = [] +for k in range(9): + X0.append(build_noisy_circular_graph(np.random.randint(15, 25), with_noise=True, structure_noise=True, p=3)) + +############################################################################## +# Plot data +# --------- + +#%% Plot graphs + +plt.figure(figsize=(8, 10)) +for i in range(len(X0)): + plt.subplot(3, 3, i + 1) + g = X0[i] + pos = nx.kamada_kawai_layout(g) + nx.draw(g, pos=pos, node_color=graph_colors(g, vmin=-1, vmax=1), with_labels=False, node_size=100) +plt.suptitle('Dataset of noisy graphs. Color indicates the label', fontsize=20) +plt.show() + +############################################################################## +# Barycenter computation +# ---------------------- + +#%% We compute the barycenter using FGW. Structure matrices are computed using the shortest_path distance in the graph +# Features distances are the euclidean distances +Cs = [shortest_path(nx.adjacency_matrix(x)) for x in X0] +ps = [np.ones(len(x.nodes())) / len(x.nodes()) for x in X0] +Ys = [np.array([v for (k, v) in nx.get_node_attributes(x, 'attr_name').items()]).reshape(-1, 1) for x in X0] +lambdas = np.array([np.ones(len(Ys)) / len(Ys)]).ravel() +sizebary = 15 # we choose a barycenter with 15 nodes + +A, C, log = fgw_barycenters(sizebary, Ys, Cs, ps, lambdas, alpha=0.95, log=True) + +############################################################################## +# Plot Barycenter +# ------------------------- + +#%% Create the barycenter +bary = nx.from_numpy_matrix(sp_to_adjency(C, threshinf=0, threshsup=find_thresh(C, sup=100, step=100)[0])) +for i, v in enumerate(A.ravel()): + bary.add_node(i, attr_name=v) + +#%% +pos = nx.kamada_kawai_layout(bary) +nx.draw(bary, pos=pos, node_color=graph_colors(bary, vmin=-1, vmax=1), with_labels=False) +plt.suptitle('Barycenter', fontsize=20) +plt.show() diff --git a/docs/source/auto_examples/plot_barycenter_fgw.rst b/docs/source/auto_examples/plot_barycenter_fgw.rst new file mode 100644 index 0000000..2c44a65 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_fgw.rst @@ -0,0 +1,268 @@ + + +.. _sphx_glr_auto_examples_plot_barycenter_fgw.py: + + +================================= +Plot graphs' barycenter using FGW +================================= + +This example illustrates the computation barycenter of labeled graphs using FGW + +Requires networkx >=2 + +.. [18] Vayer Titouan, Chapel Laetitia, Flamary R{'e}mi, Tavenard Romain + and Courty Nicolas + "Optimal Transport for structured data with application on graphs" + International Conference on Machine Learning (ICML). 2019. + + + + +.. code-block:: python + + + # Author: Titouan Vayer <titouan.vayer@irisa.fr> + # + # License: MIT License + + #%% load libraries + import numpy as np + import matplotlib.pyplot as plt + import networkx as nx + import math + from scipy.sparse.csgraph import shortest_path + import matplotlib.colors as mcol + from matplotlib import cm + from ot.gromov import fgw_barycenters + #%% Graph functions + + + def find_thresh(C, inf=0.5, sup=3, step=10): + """ Trick to find the adequate thresholds from where value of the C matrix are considered close enough to say that nodes are connected + Tthe threshold is found by a linesearch between values "inf" and "sup" with "step" thresholds tested. + The optimal threshold is the one which minimizes the reconstruction error between the shortest_path matrix coming from the thresholded adjency matrix + and the original matrix. + Parameters + ---------- + C : ndarray, shape (n_nodes,n_nodes) + The structure matrix to threshold + inf : float + The beginning of the linesearch + sup : float + The end of the linesearch + step : integer + Number of thresholds tested + """ + dist = [] + search = np.linspace(inf, sup, step) + for thresh in search: + Cprime = sp_to_adjency(C, 0, thresh) + SC = shortest_path(Cprime, method='D') + SC[SC == float('inf')] = 100 + dist.append(np.linalg.norm(SC - C)) + return search[np.argmin(dist)], dist + + + def sp_to_adjency(C, threshinf=0.2, threshsup=1.8): + """ Thresholds the structure matrix in order to compute an adjency matrix. + All values between threshinf and threshsup are considered representing connected nodes and set to 1. Else are set to 0 + Parameters + ---------- + C : ndarray, shape (n_nodes,n_nodes) + The structure matrix to threshold + threshinf : float + The minimum value of distance from which the new value is set to 1 + threshsup : float + The maximum value of distance from which the new value is set to 1 + Returns + ------- + C : ndarray, shape (n_nodes,n_nodes) + The threshold matrix. Each element is in {0,1} + """ + H = np.zeros_like(C) + np.fill_diagonal(H, np.diagonal(C)) + C = C - H + C = np.minimum(np.maximum(C, threshinf), threshsup) + C[C == threshsup] = 0 + C[C != 0] = 1 + + return C + + + def build_noisy_circular_graph(N=20, mu=0, sigma=0.3, with_noise=False, structure_noise=False, p=None): + """ Create a noisy circular graph + """ + g = nx.Graph() + g.add_nodes_from(list(range(N))) + for i in range(N): + noise = float(np.random.normal(mu, sigma, 1)) + if with_noise: + g.add_node(i, attr_name=math.sin((2 * i * math.pi / N)) + noise) + else: + g.add_node(i, attr_name=math.sin(2 * i * math.pi / N)) + g.add_edge(i, i + 1) + if structure_noise: + randomint = np.random.randint(0, p) + if randomint == 0: + if i <= N - 3: + g.add_edge(i, i + 2) + if i == N - 2: + g.add_edge(i, 0) + if i == N - 1: + g.add_edge(i, 1) + g.add_edge(N, 0) + noise = float(np.random.normal(mu, sigma, 1)) + if with_noise: + g.add_node(N, attr_name=math.sin((2 * N * math.pi / N)) + noise) + else: + g.add_node(N, attr_name=math.sin(2 * N * math.pi / N)) + return g + + + def graph_colors(nx_graph, vmin=0, vmax=7): + cnorm = mcol.Normalize(vmin=vmin, vmax=vmax) + cpick = cm.ScalarMappable(norm=cnorm, cmap='viridis') + cpick.set_array([]) + val_map = {} + for k, v in nx.get_node_attributes(nx_graph, 'attr_name').items(): + val_map[k] = cpick.to_rgba(v) + colors = [] + for node in nx_graph.nodes(): + colors.append(val_map[node]) + return colors + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% circular dataset + # We build a dataset of noisy circular graphs. + # Noise is added on the structures by random connections and on the features by gaussian noise. + + + np.random.seed(30) + X0 = [] + for k in range(9): + X0.append(build_noisy_circular_graph(np.random.randint(15, 25), with_noise=True, structure_noise=True, p=3)) + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% Plot graphs + + plt.figure(figsize=(8, 10)) + for i in range(len(X0)): + plt.subplot(3, 3, i + 1) + g = X0[i] + pos = nx.kamada_kawai_layout(g) + nx.draw(g, pos=pos, node_color=graph_colors(g, vmin=-1, vmax=1), with_labels=False, node_size=100) + plt.suptitle('Dataset of noisy graphs. Color indicates the label', fontsize=20) + plt.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_fgw_001.png + :align: center + + + + +Barycenter computation +---------------------- + + + +.. code-block:: python + + + #%% We compute the barycenter using FGW. Structure matrices are computed using the shortest_path distance in the graph + # Features distances are the euclidean distances + Cs = [shortest_path(nx.adjacency_matrix(x)) for x in X0] + ps = [np.ones(len(x.nodes())) / len(x.nodes()) for x in X0] + Ys = [np.array([v for (k, v) in nx.get_node_attributes(x, 'attr_name').items()]).reshape(-1, 1) for x in X0] + lambdas = np.array([np.ones(len(Ys)) / len(Ys)]).ravel() + sizebary = 15 # we choose a barycenter with 15 nodes + + A, C, log = fgw_barycenters(sizebary, Ys, Cs, ps, lambdas, alpha=0.95, log=True) + + + + + + + +Plot Barycenter +------------------------- + + + +.. code-block:: python + + + #%% Create the barycenter + bary = nx.from_numpy_matrix(sp_to_adjency(C, threshinf=0, threshsup=find_thresh(C, sup=100, step=100)[0])) + for i, v in enumerate(A.ravel()): + bary.add_node(i, attr_name=v) + + #%% + pos = nx.kamada_kawai_layout(bary) + nx.draw(bary, pos=pos, node_color=graph_colors(bary, vmin=-1, vmax=1), with_labels=False) + plt.suptitle('Barycenter', fontsize=20) + plt.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_fgw_002.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 2.065 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_barycenter_fgw.py <plot_barycenter_fgw.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_barycenter_fgw.ipynb <plot_barycenter_fgw.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.ipynb b/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.ipynb new file mode 100644 index 0000000..2199162 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.ipynb @@ -0,0 +1,108 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D Wasserstein barycenter comparison between exact LP and entropic regularization\n\n\nThis example illustrates the computation of regularized Wasserstein Barycenter\nas proposed in [3] and exact LP barycenters using standard LP solver.\n\nIt reproduces approximately Figure 3.1 and 3.2 from the following paper:\nCuturi, M., & Peyr\u00e9, G. (2016). A smoothed dual approach for variational\nWasserstein problems. SIAM Journal on Imaging Sciences, 9(1), 320-343.\n\n[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyr\u00e9, G. (2015).\nIterative Bregman projections for regularized transportation problems\nSIAM Journal on Scientific Computing, 37(2), A1111-A1138.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\n# necessary for 3d plot even if not used\nfrom mpl_toolkits.mplot3d import Axes3D # noqa\nfrom matplotlib.collections import PolyCollection # noqa\n\n#import ot.lp.cvx as cvx" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Gaussian Data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\nproblems = []\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\n# Gaussian distributions\na1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std\na2 = ot.datasets.make_1D_gauss(n, m=60, s=8)\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()\n\n\n#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()\n\n#%% barycenter computation\n\nalpha = 0.5 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\not.tic()\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\not.toc()\n\n\not.tic()\nbary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True)\not.toc()\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\npl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()\n\nproblems.append([A, [bary_l2, bary_wass, bary_wass2]])" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Dirac Data\n----------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\na1 = 1.0 * (x > 10) * (x < 50)\na2 = 1.0 * (x > 60) * (x < 80)\n\na1 /= a1.sum()\na2 /= a2.sum()\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()\n\n\n#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()\n\n\n#%% barycenter computation\n\nalpha = 0.5 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\not.tic()\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\not.toc()\n\n\not.tic()\nbary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True)\not.toc()\n\n\nproblems.append([A, [bary_l2, bary_wass, bary_wass2]])\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\npl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()\n\n#%% parameters\n\na1 = np.zeros(n)\na2 = np.zeros(n)\n\na1[10] = .25\na1[20] = .5\na1[30] = .25\na2[80] = 1\n\n\na1 /= a1.sum()\na2 /= a2.sum()\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()\n\n\n#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()\n\n\n#%% barycenter computation\n\nalpha = 0.5 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\not.tic()\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\not.toc()\n\n\not.tic()\nbary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True)\not.toc()\n\n\nproblems.append([A, [bary_l2, bary_wass, bary_wass2]])\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\npl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Final figure\n------------\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot\n\nnbm = len(problems)\nnbm2 = (nbm // 2)\n\n\npl.figure(2, (20, 6))\npl.clf()\n\nfor i in range(nbm):\n\n A = problems[i][0]\n bary_l2 = problems[i][1][0]\n bary_wass = problems[i][1][1]\n bary_wass2 = problems[i][1][2]\n\n pl.subplot(2, nbm, 1 + i)\n for j in range(n_distributions):\n pl.plot(x, A[:, j])\n if i == nbm2:\n pl.title('Distributions')\n pl.xticks(())\n pl.yticks(())\n\n pl.subplot(2, nbm, 1 + i + nbm)\n\n pl.plot(x, bary_l2, 'r', label='L2 (Euclidean)')\n pl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\n pl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\n if i == nbm - 1:\n pl.legend()\n if i == nbm2:\n pl.title('Barycenters')\n\n pl.xticks(())\n pl.yticks(())" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.py b/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.py new file mode 100644 index 0000000..b82765e --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.py @@ -0,0 +1,281 @@ +# -*- coding: utf-8 -*- +""" +================================================================================= +1D Wasserstein barycenter comparison between exact LP and entropic regularization +================================================================================= + +This example illustrates the computation of regularized Wasserstein Barycenter +as proposed in [3] and exact LP barycenters using standard LP solver. + +It reproduces approximately Figure 3.1 and 3.2 from the following paper: +Cuturi, M., & Peyré, G. (2016). A smoothed dual approach for variational +Wasserstein problems. SIAM Journal on Imaging Sciences, 9(1), 320-343. + +[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). +Iterative Bregman projections for regularized transportation problems +SIAM Journal on Scientific Computing, 37(2), A1111-A1138. + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +# necessary for 3d plot even if not used +from mpl_toolkits.mplot3d import Axes3D # noqa +from matplotlib.collections import PolyCollection # noqa + +#import ot.lp.cvx as cvx + +############################################################################## +# Gaussian Data +# ------------- + +#%% parameters + +problems = [] + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +# Gaussian distributions +a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std +a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + +# creating matrix A containing all distributions +A = np.vstack((a1, a2)).T +n_distributions = A.shape[1] + +# loss matrix + normalization +M = ot.utils.dist0(n) +M /= M.max() + + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') +pl.tight_layout() + +#%% barycenter computation + +alpha = 0.5 # 0<=alpha<=1 +weights = np.array([1 - alpha, alpha]) + +# l2bary +bary_l2 = A.dot(weights) + +# wasserstein +reg = 1e-3 +ot.tic() +bary_wass = ot.bregman.barycenter(A, M, reg, weights) +ot.toc() + + +ot.tic() +bary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True) +ot.toc() + +pl.figure(2) +pl.clf() +pl.subplot(2, 1, 1) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') + +pl.subplot(2, 1, 2) +pl.plot(x, bary_l2, 'r', label='l2') +pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') +pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') +pl.legend() +pl.title('Barycenters') +pl.tight_layout() + +problems.append([A, [bary_l2, bary_wass, bary_wass2]]) + +############################################################################## +# Dirac Data +# ---------- + +#%% parameters + +a1 = 1.0 * (x > 10) * (x < 50) +a2 = 1.0 * (x > 60) * (x < 80) + +a1 /= a1.sum() +a2 /= a2.sum() + +# creating matrix A containing all distributions +A = np.vstack((a1, a2)).T +n_distributions = A.shape[1] + +# loss matrix + normalization +M = ot.utils.dist0(n) +M /= M.max() + + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') +pl.tight_layout() + + +#%% barycenter computation + +alpha = 0.5 # 0<=alpha<=1 +weights = np.array([1 - alpha, alpha]) + +# l2bary +bary_l2 = A.dot(weights) + +# wasserstein +reg = 1e-3 +ot.tic() +bary_wass = ot.bregman.barycenter(A, M, reg, weights) +ot.toc() + + +ot.tic() +bary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True) +ot.toc() + + +problems.append([A, [bary_l2, bary_wass, bary_wass2]]) + +pl.figure(2) +pl.clf() +pl.subplot(2, 1, 1) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') + +pl.subplot(2, 1, 2) +pl.plot(x, bary_l2, 'r', label='l2') +pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') +pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') +pl.legend() +pl.title('Barycenters') +pl.tight_layout() + +#%% parameters + +a1 = np.zeros(n) +a2 = np.zeros(n) + +a1[10] = .25 +a1[20] = .5 +a1[30] = .25 +a2[80] = 1 + + +a1 /= a1.sum() +a2 /= a2.sum() + +# creating matrix A containing all distributions +A = np.vstack((a1, a2)).T +n_distributions = A.shape[1] + +# loss matrix + normalization +M = ot.utils.dist0(n) +M /= M.max() + + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') +pl.tight_layout() + + +#%% barycenter computation + +alpha = 0.5 # 0<=alpha<=1 +weights = np.array([1 - alpha, alpha]) + +# l2bary +bary_l2 = A.dot(weights) + +# wasserstein +reg = 1e-3 +ot.tic() +bary_wass = ot.bregman.barycenter(A, M, reg, weights) +ot.toc() + + +ot.tic() +bary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True) +ot.toc() + + +problems.append([A, [bary_l2, bary_wass, bary_wass2]]) + +pl.figure(2) +pl.clf() +pl.subplot(2, 1, 1) +for i in range(n_distributions): + pl.plot(x, A[:, i]) +pl.title('Distributions') + +pl.subplot(2, 1, 2) +pl.plot(x, bary_l2, 'r', label='l2') +pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') +pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') +pl.legend() +pl.title('Barycenters') +pl.tight_layout() + + +############################################################################## +# Final figure +# ------------ +# + +#%% plot + +nbm = len(problems) +nbm2 = (nbm // 2) + + +pl.figure(2, (20, 6)) +pl.clf() + +for i in range(nbm): + + A = problems[i][0] + bary_l2 = problems[i][1][0] + bary_wass = problems[i][1][1] + bary_wass2 = problems[i][1][2] + + pl.subplot(2, nbm, 1 + i) + for j in range(n_distributions): + pl.plot(x, A[:, j]) + if i == nbm2: + pl.title('Distributions') + pl.xticks(()) + pl.yticks(()) + + pl.subplot(2, nbm, 1 + i + nbm) + + pl.plot(x, bary_l2, 'r', label='L2 (Euclidean)') + pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') + pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') + if i == nbm - 1: + pl.legend() + if i == nbm2: + pl.title('Barycenters') + + pl.xticks(()) + pl.yticks(()) diff --git a/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.rst b/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.rst new file mode 100644 index 0000000..bd1c710 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_lp_vs_entropic.rst @@ -0,0 +1,447 @@ + + +.. _sphx_glr_auto_examples_plot_barycenter_lp_vs_entropic.py: + + +================================================================================= +1D Wasserstein barycenter comparison between exact LP and entropic regularization +================================================================================= + +This example illustrates the computation of regularized Wasserstein Barycenter +as proposed in [3] and exact LP barycenters using standard LP solver. + +It reproduces approximately Figure 3.1 and 3.2 from the following paper: +Cuturi, M., & Peyré, G. (2016). A smoothed dual approach for variational +Wasserstein problems. SIAM Journal on Imaging Sciences, 9(1), 320-343. + +[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). +Iterative Bregman projections for regularized transportation problems +SIAM Journal on Scientific Computing, 37(2), A1111-A1138. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + # necessary for 3d plot even if not used + from mpl_toolkits.mplot3d import Axes3D # noqa + from matplotlib.collections import PolyCollection # noqa + + #import ot.lp.cvx as cvx + + + + + + + +Gaussian Data +------------- + + + +.. code-block:: python + + + #%% parameters + + problems = [] + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + # Gaussian distributions + a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std + a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + + # creating matrix A containing all distributions + A = np.vstack((a1, a2)).T + n_distributions = A.shape[1] + + # loss matrix + normalization + M = ot.utils.dist0(n) + M /= M.max() + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + pl.tight_layout() + + #%% barycenter computation + + alpha = 0.5 # 0<=alpha<=1 + weights = np.array([1 - alpha, alpha]) + + # l2bary + bary_l2 = A.dot(weights) + + # wasserstein + reg = 1e-3 + ot.tic() + bary_wass = ot.bregman.barycenter(A, M, reg, weights) + ot.toc() + + + ot.tic() + bary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True) + ot.toc() + + pl.figure(2) + pl.clf() + pl.subplot(2, 1, 1) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + + pl.subplot(2, 1, 2) + pl.plot(x, bary_l2, 'r', label='l2') + pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') + pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') + pl.legend() + pl.title('Barycenters') + pl.tight_layout() + + problems.append([A, [bary_l2, bary_wass, bary_wass2]]) + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_002.png + :scale: 47 + + +.. rst-class:: sphx-glr-script-out + + Out:: + + Elapsed time : 0.010712385177612305 s + Primal Feasibility Dual Feasibility Duality Gap Step Path Parameter Objective + 1.0 1.0 1.0 - 1.0 1700.336700337 + 0.006776453137632 0.006776453137633 0.006776453137633 0.9932238647293 0.006776453137633 125.6700527543 + 0.004018712867874 0.004018712867874 0.004018712867874 0.4301142633 0.004018712867874 12.26594150093 + 0.001172775061627 0.001172775061627 0.001172775061627 0.7599932455029 0.001172775061627 0.3378536968897 + 0.0004375137005385 0.0004375137005385 0.0004375137005385 0.6422331807989 0.0004375137005385 0.1468420566358 + 0.000232669046734 0.0002326690467341 0.000232669046734 0.5016999460893 0.000232669046734 0.09381703231432 + 7.430121674303e-05 7.430121674303e-05 7.430121674303e-05 0.7035962305812 7.430121674303e-05 0.0577787025717 + 5.321227838876e-05 5.321227838875e-05 5.321227838876e-05 0.308784186441 5.321227838876e-05 0.05266249477203 + 1.990900379199e-05 1.990900379196e-05 1.990900379199e-05 0.6520472013244 1.990900379199e-05 0.04526054405519 + 6.305442046799e-06 6.30544204682e-06 6.3054420468e-06 0.7073953304075 6.305442046798e-06 0.04237597591383 + 2.290148391577e-06 2.290148391582e-06 2.290148391578e-06 0.6941812711492 2.29014839159e-06 0.041522849321 + 1.182864875387e-06 1.182864875406e-06 1.182864875427e-06 0.508455204675 1.182864875445e-06 0.04129461872827 + 3.626786381529e-07 3.626786382468e-07 3.626786382923e-07 0.7101651572101 3.62678638267e-07 0.04113032448923 + 1.539754244902e-07 1.539754249276e-07 1.539754249356e-07 0.6279322066282 1.539754253892e-07 0.04108867636379 + 5.193221323143e-08 5.193221463044e-08 5.193221462729e-08 0.6843453436759 5.193221708199e-08 0.04106859618414 + 1.888205054507e-08 1.888204779723e-08 1.88820477688e-08 0.6673444085651 1.888205650952e-08 0.041062141752 + 5.676855206925e-09 5.676854518888e-09 5.676854517651e-09 0.7281705804232 5.676885442702e-09 0.04105958648713 + 3.501157668218e-09 3.501150243546e-09 3.501150216347e-09 0.414020345194 3.501164437194e-09 0.04105916265261 + 1.110594251499e-09 1.110590786827e-09 1.11059083379e-09 0.6998954759911 1.110636623476e-09 0.04105870073485 + 5.770971626386e-10 5.772456113791e-10 5.772456200156e-10 0.4999769658132 5.77013379477e-10 0.04105859769135 + 1.535218204536e-10 1.536993317032e-10 1.536992771966e-10 0.7516471627141 1.536205005991e-10 0.04105851679958 + 6.724209350756e-11 6.739211232927e-11 6.739210470901e-11 0.5944802416166 6.735465384341e-11 0.04105850033766 + 1.743382199199e-11 1.736445896691e-11 1.736448490761e-11 0.7573407808104 1.734254328931e-11 0.04105849088824 + Optimization terminated successfully. + Elapsed time : 2.883899211883545 s + + +Dirac Data +---------- + + + +.. code-block:: python + + + #%% parameters + + a1 = 1.0 * (x > 10) * (x < 50) + a2 = 1.0 * (x > 60) * (x < 80) + + a1 /= a1.sum() + a2 /= a2.sum() + + # creating matrix A containing all distributions + A = np.vstack((a1, a2)).T + n_distributions = A.shape[1] + + # loss matrix + normalization + M = ot.utils.dist0(n) + M /= M.max() + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + pl.tight_layout() + + + #%% barycenter computation + + alpha = 0.5 # 0<=alpha<=1 + weights = np.array([1 - alpha, alpha]) + + # l2bary + bary_l2 = A.dot(weights) + + # wasserstein + reg = 1e-3 + ot.tic() + bary_wass = ot.bregman.barycenter(A, M, reg, weights) + ot.toc() + + + ot.tic() + bary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True) + ot.toc() + + + problems.append([A, [bary_l2, bary_wass, bary_wass2]]) + + pl.figure(2) + pl.clf() + pl.subplot(2, 1, 1) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + + pl.subplot(2, 1, 2) + pl.plot(x, bary_l2, 'r', label='l2') + pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') + pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') + pl.legend() + pl.title('Barycenters') + pl.tight_layout() + + #%% parameters + + a1 = np.zeros(n) + a2 = np.zeros(n) + + a1[10] = .25 + a1[20] = .5 + a1[30] = .25 + a2[80] = 1 + + + a1 /= a1.sum() + a2 /= a2.sum() + + # creating matrix A containing all distributions + A = np.vstack((a1, a2)).T + n_distributions = A.shape[1] + + # loss matrix + normalization + M = ot.utils.dist0(n) + M /= M.max() + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + pl.tight_layout() + + + #%% barycenter computation + + alpha = 0.5 # 0<=alpha<=1 + weights = np.array([1 - alpha, alpha]) + + # l2bary + bary_l2 = A.dot(weights) + + # wasserstein + reg = 1e-3 + ot.tic() + bary_wass = ot.bregman.barycenter(A, M, reg, weights) + ot.toc() + + + ot.tic() + bary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True) + ot.toc() + + + problems.append([A, [bary_l2, bary_wass, bary_wass2]]) + + pl.figure(2) + pl.clf() + pl.subplot(2, 1, 1) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + + pl.subplot(2, 1, 2) + pl.plot(x, bary_l2, 'r', label='l2') + pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') + pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') + pl.legend() + pl.title('Barycenters') + pl.tight_layout() + + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_003.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_004.png + :scale: 47 + + +.. rst-class:: sphx-glr-script-out + + Out:: + + Elapsed time : 0.014938592910766602 s + Primal Feasibility Dual Feasibility Duality Gap Step Path Parameter Objective + 1.0 1.0 1.0 - 1.0 1700.336700337 + 0.006776466288966 0.006776466288966 0.006776466288966 0.9932238515788 0.006776466288966 125.6649255808 + 0.004036918865495 0.004036918865495 0.004036918865495 0.4272973099316 0.004036918865495 12.3471617011 + 0.00121923268707 0.00121923268707 0.00121923268707 0.749698685599 0.00121923268707 0.3243835647408 + 0.0003837422984432 0.0003837422984432 0.0003837422984432 0.6926882608284 0.0003837422984432 0.1361719397493 + 0.0001070128410183 0.0001070128410183 0.0001070128410183 0.7643889137854 0.0001070128410183 0.07581952832518 + 0.0001001275033711 0.0001001275033711 0.0001001275033711 0.07058704837812 0.0001001275033712 0.0734739493635 + 4.550897507844e-05 4.550897507841e-05 4.550897507844e-05 0.5761172484828 4.550897507845e-05 0.05555077655047 + 8.557124125522e-06 8.5571241255e-06 8.557124125522e-06 0.8535925441152 8.557124125522e-06 0.04439814660221 + 3.611995628407e-06 3.61199562841e-06 3.611995628414e-06 0.6002277331554 3.611995628415e-06 0.04283007762152 + 7.590393750365e-07 7.590393750491e-07 7.590393750378e-07 0.8221486533416 7.590393750381e-07 0.04192322976248 + 8.299929287441e-08 8.299929286079e-08 8.299929287532e-08 0.9017467938799 8.29992928758e-08 0.04170825633295 + 3.117560203449e-10 3.117560130137e-10 3.11756019954e-10 0.997039969226 3.11756019952e-10 0.04168179329766 + 1.559749653711e-14 1.558073160926e-14 1.559756940692e-14 0.9999499686183 1.559750643989e-14 0.04168169240444 + Optimization terminated successfully. + Elapsed time : 2.642659902572632 s + Elapsed time : 0.002908945083618164 s + Primal Feasibility Dual Feasibility Duality Gap Step Path Parameter Objective + 1.0 1.0 1.0 - 1.0 1700.336700337 + 0.006774675520727 0.006774675520727 0.006774675520727 0.9932256422636 0.006774675520727 125.6956034743 + 0.002048208707562 0.002048208707562 0.002048208707562 0.7343095368143 0.002048208707562 5.213991622123 + 0.000269736547478 0.0002697365474781 0.0002697365474781 0.8839403501193 0.000269736547478 0.505938390389 + 6.832109993943e-05 6.832109993944e-05 6.832109993944e-05 0.7601171075965 6.832109993943e-05 0.2339657807272 + 2.437682932219e-05 2.43768293222e-05 2.437682932219e-05 0.6663448297475 2.437682932219e-05 0.1471256246325 + 1.13498321631e-05 1.134983216308e-05 1.13498321631e-05 0.5553643816404 1.13498321631e-05 0.1181584941171 + 3.342312725885e-06 3.342312725884e-06 3.342312725885e-06 0.7238133571615 3.342312725885e-06 0.1006387519747 + 7.078561231603e-07 7.078561231509e-07 7.078561231604e-07 0.8033142552512 7.078561231603e-07 0.09474734646269 + 1.966870956916e-07 1.966870954537e-07 1.966870954468e-07 0.752547917788 1.966870954633e-07 0.09354342735766 + 4.19989524849e-10 4.199895164852e-10 4.199895238758e-10 0.9984019849375 4.19989523951e-10 0.09310367785861 + 2.101015938666e-14 2.100625691113e-14 2.101023853438e-14 0.999949974425 2.101023691864e-14 0.09310274466458 + Optimization terminated successfully. + Elapsed time : 2.690450668334961 s + + +Final figure +------------ + + + + +.. code-block:: python + + + #%% plot + + nbm = len(problems) + nbm2 = (nbm // 2) + + + pl.figure(2, (20, 6)) + pl.clf() + + for i in range(nbm): + + A = problems[i][0] + bary_l2 = problems[i][1][0] + bary_wass = problems[i][1][1] + bary_wass2 = problems[i][1][2] + + pl.subplot(2, nbm, 1 + i) + for j in range(n_distributions): + pl.plot(x, A[:, j]) + if i == nbm2: + pl.title('Distributions') + pl.xticks(()) + pl.yticks(()) + + pl.subplot(2, nbm, 1 + i + nbm) + + pl.plot(x, bary_l2, 'r', label='L2 (Euclidean)') + pl.plot(x, bary_wass, 'g', label='Reg Wasserstein') + pl.plot(x, bary_wass2, 'b', label='LP Wasserstein') + if i == nbm - 1: + pl.legend() + if i == nbm2: + pl.title('Barycenters') + + pl.xticks(()) + pl.yticks(()) + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_006.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 8.892 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_barycenter_lp_vs_entropic.py <plot_barycenter_lp_vs_entropic.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_barycenter_lp_vs_entropic.ipynb <plot_barycenter_lp_vs_entropic.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_compute_emd.ipynb b/docs/source/auto_examples/plot_compute_emd.ipynb new file mode 100644 index 0000000..562eff8 --- /dev/null +++ b/docs/source/auto_examples/plot_compute_emd.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Plot multiple EMD\n\n\nShows how to compute multiple EMD and Sinkhorn with two differnt\nground metrics and plot their values for diffeent distributions.\n\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nfrom ot.datasets import make_1D_gauss as gauss" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n\nn = 100 # nb bins\nn_target = 50 # nb target distributions\n\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\nlst_m = np.linspace(20, 90, n_target)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\n\nB = np.zeros((n, n_target))\n\nfor i, m in enumerate(lst_m):\n B[:, i] = gauss(n, m=m, s=5)\n\n# loss matrix and normalization\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean')\nM /= M.max()\nM2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean')\nM2 /= M2.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot the distributions\n\npl.figure(1)\npl.subplot(2, 1, 1)\npl.plot(x, a, 'b', label='Source distribution')\npl.title('Source distribution')\npl.subplot(2, 1, 2)\npl.plot(x, B, label='Target distributions')\npl.title('Target distributions')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute EMD for the different losses\n------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Compute and plot distributions and loss matrix\n\nd_emd = ot.emd2(a, B, M) # direct computation of EMD\nd_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M2\n\n\npl.figure(2)\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.title('EMD distances')\npl.legend()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute Sinkhorn for the different losses\n-----------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%%\nreg = 1e-2\nd_sinkhorn = ot.sinkhorn2(a, B, M, reg)\nd_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg)\n\npl.figure(2)\npl.clf()\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn')\npl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn')\npl.title('EMD distances')\npl.legend()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_compute_emd.py b/docs/source/auto_examples/plot_compute_emd.py new file mode 100644 index 0000000..7ed2b01 --- /dev/null +++ b/docs/source/auto_examples/plot_compute_emd.py @@ -0,0 +1,102 @@ +# -*- coding: utf-8 -*- +""" +================= +Plot multiple EMD +================= + +Shows how to compute multiple EMD and Sinkhorn with two differnt +ground metrics and plot their values for diffeent distributions. + + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot +from ot.datasets import make_1D_gauss as gauss + + +############################################################################## +# Generate data +# ------------- + +#%% parameters + +n = 100 # nb bins +n_target = 50 # nb target distributions + + +# bin positions +x = np.arange(n, dtype=np.float64) + +lst_m = np.linspace(20, 90, n_target) + +# Gaussian distributions +a = gauss(n, m=20, s=5) # m= mean, s= std + +B = np.zeros((n, n_target)) + +for i, m in enumerate(lst_m): + B[:, i] = gauss(n, m=m, s=5) + +# loss matrix and normalization +M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean') +M /= M.max() +M2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean') +M2 /= M2.max() + +############################################################################## +# Plot data +# --------- + +#%% plot the distributions + +pl.figure(1) +pl.subplot(2, 1, 1) +pl.plot(x, a, 'b', label='Source distribution') +pl.title('Source distribution') +pl.subplot(2, 1, 2) +pl.plot(x, B, label='Target distributions') +pl.title('Target distributions') +pl.tight_layout() + + +############################################################################## +# Compute EMD for the different losses +# ------------------------------------ + +#%% Compute and plot distributions and loss matrix + +d_emd = ot.emd2(a, B, M) # direct computation of EMD +d_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M2 + + +pl.figure(2) +pl.plot(d_emd, label='Euclidean EMD') +pl.plot(d_emd2, label='Squared Euclidean EMD') +pl.title('EMD distances') +pl.legend() + +############################################################################## +# Compute Sinkhorn for the different losses +# ----------------------------------------- + +#%% +reg = 1e-2 +d_sinkhorn = ot.sinkhorn2(a, B, M, reg) +d_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg) + +pl.figure(2) +pl.clf() +pl.plot(d_emd, label='Euclidean EMD') +pl.plot(d_emd2, label='Squared Euclidean EMD') +pl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn') +pl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn') +pl.title('EMD distances') +pl.legend() + +pl.show() diff --git a/docs/source/auto_examples/plot_compute_emd.rst b/docs/source/auto_examples/plot_compute_emd.rst new file mode 100644 index 0000000..27bca2c --- /dev/null +++ b/docs/source/auto_examples/plot_compute_emd.rst @@ -0,0 +1,189 @@ + + +.. _sphx_glr_auto_examples_plot_compute_emd.py: + + +================= +Plot multiple EMD +================= + +Shows how to compute multiple EMD and Sinkhorn with two differnt +ground metrics and plot their values for diffeent distributions. + + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + from ot.datasets import make_1D_gauss as gauss + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% parameters + + n = 100 # nb bins + n_target = 50 # nb target distributions + + + # bin positions + x = np.arange(n, dtype=np.float64) + + lst_m = np.linspace(20, 90, n_target) + + # Gaussian distributions + a = gauss(n, m=20, s=5) # m= mean, s= std + + B = np.zeros((n, n_target)) + + for i, m in enumerate(lst_m): + B[:, i] = gauss(n, m=m, s=5) + + # loss matrix and normalization + M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean') + M /= M.max() + M2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean') + M2 /= M2.max() + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.figure(1) + pl.subplot(2, 1, 1) + pl.plot(x, a, 'b', label='Source distribution') + pl.title('Source distribution') + pl.subplot(2, 1, 2) + pl.plot(x, B, label='Target distributions') + pl.title('Target distributions') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_compute_emd_001.png + :align: center + + + + +Compute EMD for the different losses +------------------------------------ + + + +.. code-block:: python + + + #%% Compute and plot distributions and loss matrix + + d_emd = ot.emd2(a, B, M) # direct computation of EMD + d_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M2 + + + pl.figure(2) + pl.plot(d_emd, label='Euclidean EMD') + pl.plot(d_emd2, label='Squared Euclidean EMD') + pl.title('EMD distances') + pl.legend() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_compute_emd_003.png + :align: center + + + + +Compute Sinkhorn for the different losses +----------------------------------------- + + + +.. code-block:: python + + + #%% + reg = 1e-2 + d_sinkhorn = ot.sinkhorn2(a, B, M, reg) + d_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg) + + pl.figure(2) + pl.clf() + pl.plot(d_emd, label='Euclidean EMD') + pl.plot(d_emd2, label='Squared Euclidean EMD') + pl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn') + pl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn') + pl.title('EMD distances') + pl.legend() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_compute_emd_004.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 0.446 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_compute_emd.py <plot_compute_emd.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_compute_emd.ipynb <plot_compute_emd.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_convolutional_barycenter.ipynb b/docs/source/auto_examples/plot_convolutional_barycenter.ipynb new file mode 100644 index 0000000..4981ba3 --- /dev/null +++ b/docs/source/auto_examples/plot_convolutional_barycenter.ipynb @@ -0,0 +1,90 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Convolutional Wasserstein Barycenter example\n\n\nThis example is designed to illustrate how the Convolutional Wasserstein Barycenter\nfunction of POT works.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Nicolas Courty <ncourty@irisa.fr>\n#\n# License: MIT License\n\n\nimport numpy as np\nimport pylab as pl\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Data preparation\n----------------\n\nThe four distributions are constructed from 4 simple images\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "f1 = 1 - pl.imread('../data/redcross.png')[:, :, 2]\nf2 = 1 - pl.imread('../data/duck.png')[:, :, 2]\nf3 = 1 - pl.imread('../data/heart.png')[:, :, 2]\nf4 = 1 - pl.imread('../data/tooth.png')[:, :, 2]\n\nA = []\nf1 = f1 / np.sum(f1)\nf2 = f2 / np.sum(f2)\nf3 = f3 / np.sum(f3)\nf4 = f4 / np.sum(f4)\nA.append(f1)\nA.append(f2)\nA.append(f3)\nA.append(f4)\nA = np.array(A)\n\nnb_images = 5\n\n# those are the four corners coordinates that will be interpolated by bilinear\n# interpolation\nv1 = np.array((1, 0, 0, 0))\nv2 = np.array((0, 1, 0, 0))\nv3 = np.array((0, 0, 1, 0))\nv4 = np.array((0, 0, 0, 1))" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycenter computation and visualization\n----------------------------------------\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(figsize=(10, 10))\npl.title('Convolutional Wasserstein Barycenters in POT')\ncm = 'Blues'\n# regularization parameter\nreg = 0.004\nfor i in range(nb_images):\n for j in range(nb_images):\n pl.subplot(nb_images, nb_images, i * nb_images + j + 1)\n tx = float(i) / (nb_images - 1)\n ty = float(j) / (nb_images - 1)\n\n # weights are constructed by bilinear interpolation\n tmp1 = (1 - tx) * v1 + tx * v2\n tmp2 = (1 - tx) * v3 + tx * v4\n weights = (1 - ty) * tmp1 + ty * tmp2\n\n if i == 0 and j == 0:\n pl.imshow(f1, cmap=cm)\n pl.axis('off')\n elif i == 0 and j == (nb_images - 1):\n pl.imshow(f3, cmap=cm)\n pl.axis('off')\n elif i == (nb_images - 1) and j == 0:\n pl.imshow(f2, cmap=cm)\n pl.axis('off')\n elif i == (nb_images - 1) and j == (nb_images - 1):\n pl.imshow(f4, cmap=cm)\n pl.axis('off')\n else:\n # call to barycenter computation\n pl.imshow(ot.bregman.convolutional_barycenter2d(A, reg, weights), cmap=cm)\n pl.axis('off')\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_convolutional_barycenter.py b/docs/source/auto_examples/plot_convolutional_barycenter.py new file mode 100644 index 0000000..e74db04 --- /dev/null +++ b/docs/source/auto_examples/plot_convolutional_barycenter.py @@ -0,0 +1,92 @@ + +#%% +# -*- coding: utf-8 -*- +""" +============================================ +Convolutional Wasserstein Barycenter example +============================================ + +This example is designed to illustrate how the Convolutional Wasserstein Barycenter +function of POT works. +""" + +# Author: Nicolas Courty <ncourty@irisa.fr> +# +# License: MIT License + + +import numpy as np +import pylab as pl +import ot + +############################################################################## +# Data preparation +# ---------------- +# +# The four distributions are constructed from 4 simple images + + +f1 = 1 - pl.imread('../data/redcross.png')[:, :, 2] +f2 = 1 - pl.imread('../data/duck.png')[:, :, 2] +f3 = 1 - pl.imread('../data/heart.png')[:, :, 2] +f4 = 1 - pl.imread('../data/tooth.png')[:, :, 2] + +A = [] +f1 = f1 / np.sum(f1) +f2 = f2 / np.sum(f2) +f3 = f3 / np.sum(f3) +f4 = f4 / np.sum(f4) +A.append(f1) +A.append(f2) +A.append(f3) +A.append(f4) +A = np.array(A) + +nb_images = 5 + +# those are the four corners coordinates that will be interpolated by bilinear +# interpolation +v1 = np.array((1, 0, 0, 0)) +v2 = np.array((0, 1, 0, 0)) +v3 = np.array((0, 0, 1, 0)) +v4 = np.array((0, 0, 0, 1)) + + +############################################################################## +# Barycenter computation and visualization +# ---------------------------------------- +# + +pl.figure(figsize=(10, 10)) +pl.title('Convolutional Wasserstein Barycenters in POT') +cm = 'Blues' +# regularization parameter +reg = 0.004 +for i in range(nb_images): + for j in range(nb_images): + pl.subplot(nb_images, nb_images, i * nb_images + j + 1) + tx = float(i) / (nb_images - 1) + ty = float(j) / (nb_images - 1) + + # weights are constructed by bilinear interpolation + tmp1 = (1 - tx) * v1 + tx * v2 + tmp2 = (1 - tx) * v3 + tx * v4 + weights = (1 - ty) * tmp1 + ty * tmp2 + + if i == 0 and j == 0: + pl.imshow(f1, cmap=cm) + pl.axis('off') + elif i == 0 and j == (nb_images - 1): + pl.imshow(f3, cmap=cm) + pl.axis('off') + elif i == (nb_images - 1) and j == 0: + pl.imshow(f2, cmap=cm) + pl.axis('off') + elif i == (nb_images - 1) and j == (nb_images - 1): + pl.imshow(f4, cmap=cm) + pl.axis('off') + else: + # call to barycenter computation + pl.imshow(ot.bregman.convolutional_barycenter2d(A, reg, weights), cmap=cm) + pl.axis('off') +pl.show() diff --git a/docs/source/auto_examples/plot_convolutional_barycenter.rst b/docs/source/auto_examples/plot_convolutional_barycenter.rst new file mode 100644 index 0000000..a28db2f --- /dev/null +++ b/docs/source/auto_examples/plot_convolutional_barycenter.rst @@ -0,0 +1,151 @@ + + +.. _sphx_glr_auto_examples_plot_convolutional_barycenter.py: + + +============================================ +Convolutional Wasserstein Barycenter example +============================================ + +This example is designed to illustrate how the Convolutional Wasserstein Barycenter +function of POT works. + + + +.. code-block:: python + + + # Author: Nicolas Courty <ncourty@irisa.fr> + # + # License: MIT License + + + import numpy as np + import pylab as pl + import ot + + + + + + + +Data preparation +---------------- + +The four distributions are constructed from 4 simple images + + + +.. code-block:: python + + + + f1 = 1 - pl.imread('../data/redcross.png')[:, :, 2] + f2 = 1 - pl.imread('../data/duck.png')[:, :, 2] + f3 = 1 - pl.imread('../data/heart.png')[:, :, 2] + f4 = 1 - pl.imread('../data/tooth.png')[:, :, 2] + + A = [] + f1 = f1 / np.sum(f1) + f2 = f2 / np.sum(f2) + f3 = f3 / np.sum(f3) + f4 = f4 / np.sum(f4) + A.append(f1) + A.append(f2) + A.append(f3) + A.append(f4) + A = np.array(A) + + nb_images = 5 + + # those are the four corners coordinates that will be interpolated by bilinear + # interpolation + v1 = np.array((1, 0, 0, 0)) + v2 = np.array((0, 1, 0, 0)) + v3 = np.array((0, 0, 1, 0)) + v4 = np.array((0, 0, 0, 1)) + + + + + + + + +Barycenter computation and visualization +---------------------------------------- + + + + +.. code-block:: python + + + pl.figure(figsize=(10, 10)) + pl.title('Convolutional Wasserstein Barycenters in POT') + cm = 'Blues' + # regularization parameter + reg = 0.004 + for i in range(nb_images): + for j in range(nb_images): + pl.subplot(nb_images, nb_images, i * nb_images + j + 1) + tx = float(i) / (nb_images - 1) + ty = float(j) / (nb_images - 1) + + # weights are constructed by bilinear interpolation + tmp1 = (1 - tx) * v1 + tx * v2 + tmp2 = (1 - tx) * v3 + tx * v4 + weights = (1 - ty) * tmp1 + ty * tmp2 + + if i == 0 and j == 0: + pl.imshow(f1, cmap=cm) + pl.axis('off') + elif i == 0 and j == (nb_images - 1): + pl.imshow(f3, cmap=cm) + pl.axis('off') + elif i == (nb_images - 1) and j == 0: + pl.imshow(f2, cmap=cm) + pl.axis('off') + elif i == (nb_images - 1) and j == (nb_images - 1): + pl.imshow(f4, cmap=cm) + pl.axis('off') + else: + # call to barycenter computation + pl.imshow(ot.bregman.convolutional_barycenter2d(A, reg, weights), cmap=cm) + pl.axis('off') + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_convolutional_barycenter_001.png + :align: center + + + + +**Total running time of the script:** ( 1 minutes 11.608 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_convolutional_barycenter.py <plot_convolutional_barycenter.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_convolutional_barycenter.ipynb <plot_convolutional_barycenter.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_fgw.ipynb b/docs/source/auto_examples/plot_fgw.ipynb new file mode 100644 index 0000000..1b150bd --- /dev/null +++ b/docs/source/auto_examples/plot_fgw.ipynb @@ -0,0 +1,162 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Plot Fused-gromov-Wasserstein\n\n\nThis example illustrates the computation of FGW for 1D measures[18].\n\n.. [18] Vayer Titouan, Chapel Laetitia, Flamary R{'e}mi, Tavenard Romain\n and Courty Nicolas\n \"Optimal Transport for structured data with application on graphs\"\n International Conference on Machine Learning (ICML). 2019.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Titouan Vayer <titouan.vayer@irisa.fr>\n#\n# License: MIT License\n\nimport matplotlib.pyplot as pl\nimport numpy as np\nimport ot\nfrom ot.gromov import gromov_wasserstein, fused_gromov_wasserstein" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% parameters\n# We create two 1D random measures\nn = 20 # number of points in the first distribution\nn2 = 30 # number of points in the second distribution\nsig = 1 # std of first distribution\nsig2 = 0.1 # std of second distribution\n\nnp.random.seed(0)\n\nphi = np.arange(n)[:, None]\nxs = phi + sig * np.random.randn(n, 1)\nys = np.vstack((np.ones((n // 2, 1)), 0 * np.ones((n // 2, 1)))) + sig2 * np.random.randn(n, 1)\n\nphi2 = np.arange(n2)[:, None]\nxt = phi2 + sig * np.random.randn(n2, 1)\nyt = np.vstack((np.ones((n2 // 2, 1)), 0 * np.ones((n2 // 2, 1)))) + sig2 * np.random.randn(n2, 1)\nyt = yt[::-1, :]\n\np = ot.unif(n)\nq = ot.unif(n2)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% plot the distributions\n\npl.close(10)\npl.figure(10, (7, 7))\n\npl.subplot(2, 1, 1)\n\npl.scatter(ys, xs, c=phi, s=70)\npl.ylabel('Feature value a', fontsize=20)\npl.title('$\\mu=\\sum_i \\delta_{x_i,a_i}$', fontsize=25, usetex=True, y=1)\npl.xticks(())\npl.yticks(())\npl.subplot(2, 1, 2)\npl.scatter(yt, xt, c=phi2, s=70)\npl.xlabel('coordinates x/y', fontsize=25)\npl.ylabel('Feature value b', fontsize=20)\npl.title('$\\\\nu=\\sum_j \\delta_{y_j,b_j}$', fontsize=25, usetex=True, y=1)\npl.yticks(())\npl.tight_layout()\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Create structure matrices and across-feature distance matrix\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Structure matrices and across-features distance matrix\nC1 = ot.dist(xs)\nC2 = ot.dist(xt)\nM = ot.dist(ys, yt)\nw1 = ot.unif(C1.shape[0])\nw2 = ot.unif(C2.shape[0])\nGot = ot.emd([], [], M)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot matrices\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%%\ncmap = 'Reds'\npl.close(10)\npl.figure(10, (5, 5))\nfs = 15\nl_x = [0, 5, 10, 15]\nl_y = [0, 5, 10, 15, 20, 25]\ngs = pl.GridSpec(5, 5)\n\nax1 = pl.subplot(gs[3:, :2])\n\npl.imshow(C1, cmap=cmap, interpolation='nearest')\npl.title(\"$C_1$\", fontsize=fs)\npl.xlabel(\"$k$\", fontsize=fs)\npl.ylabel(\"$i$\", fontsize=fs)\npl.xticks(l_x)\npl.yticks(l_x)\n\nax2 = pl.subplot(gs[:3, 2:])\n\npl.imshow(C2, cmap=cmap, interpolation='nearest')\npl.title(\"$C_2$\", fontsize=fs)\npl.ylabel(\"$l$\", fontsize=fs)\n#pl.ylabel(\"$l$\",fontsize=fs)\npl.xticks(())\npl.yticks(l_y)\nax2.set_aspect('auto')\n\nax3 = pl.subplot(gs[3:, 2:], sharex=ax2, sharey=ax1)\npl.imshow(M, cmap=cmap, interpolation='nearest')\npl.yticks(l_x)\npl.xticks(l_y)\npl.ylabel(\"$i$\", fontsize=fs)\npl.title(\"$M_{AB}$\", fontsize=fs)\npl.xlabel(\"$j$\", fontsize=fs)\npl.tight_layout()\nax3.set_aspect('auto')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute FGW/GW\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% Computing FGW and GW\nalpha = 1e-3\n\not.tic()\nGwg, logw = fused_gromov_wasserstein(M, C1, C2, p, q, loss_fun='square_loss', alpha=alpha, verbose=True, log=True)\not.toc()\n\n#%reload_ext WGW\nGg, log = gromov_wasserstein(C1, C2, p, q, loss_fun='square_loss', verbose=True, log=True)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Visualize transport matrices\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% visu OT matrix\ncmap = 'Blues'\nfs = 15\npl.figure(2, (13, 5))\npl.clf()\npl.subplot(1, 3, 1)\npl.imshow(Got, cmap=cmap, interpolation='nearest')\n#pl.xlabel(\"$y$\",fontsize=fs)\npl.ylabel(\"$i$\", fontsize=fs)\npl.xticks(())\n\npl.title('Wasserstein ($M$ only)')\n\npl.subplot(1, 3, 2)\npl.imshow(Gg, cmap=cmap, interpolation='nearest')\npl.title('Gromov ($C_1,C_2$ only)')\npl.xticks(())\npl.subplot(1, 3, 3)\npl.imshow(Gwg, cmap=cmap, interpolation='nearest')\npl.title('FGW ($M+C_1,C_2$)')\n\npl.xlabel(\"$j$\", fontsize=fs)\npl.ylabel(\"$i$\", fontsize=fs)\n\npl.tight_layout()\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.8" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_fgw.py b/docs/source/auto_examples/plot_fgw.py new file mode 100644 index 0000000..43efc94 --- /dev/null +++ b/docs/source/auto_examples/plot_fgw.py @@ -0,0 +1,173 @@ +# -*- coding: utf-8 -*- +""" +============================== +Plot Fused-gromov-Wasserstein +============================== + +This example illustrates the computation of FGW for 1D measures[18]. + +.. [18] Vayer Titouan, Chapel Laetitia, Flamary R{\'e}mi, Tavenard Romain + and Courty Nicolas + "Optimal Transport for structured data with application on graphs" + International Conference on Machine Learning (ICML). 2019. + +""" + +# Author: Titouan Vayer <titouan.vayer@irisa.fr> +# +# License: MIT License + +import matplotlib.pyplot as pl +import numpy as np +import ot +from ot.gromov import gromov_wasserstein, fused_gromov_wasserstein + +############################################################################## +# Generate data +# --------- + +#%% parameters +# We create two 1D random measures +n = 20 # number of points in the first distribution +n2 = 30 # number of points in the second distribution +sig = 1 # std of first distribution +sig2 = 0.1 # std of second distribution + +np.random.seed(0) + +phi = np.arange(n)[:, None] +xs = phi + sig * np.random.randn(n, 1) +ys = np.vstack((np.ones((n // 2, 1)), 0 * np.ones((n // 2, 1)))) + sig2 * np.random.randn(n, 1) + +phi2 = np.arange(n2)[:, None] +xt = phi2 + sig * np.random.randn(n2, 1) +yt = np.vstack((np.ones((n2 // 2, 1)), 0 * np.ones((n2 // 2, 1)))) + sig2 * np.random.randn(n2, 1) +yt = yt[::-1, :] + +p = ot.unif(n) +q = ot.unif(n2) + +############################################################################## +# Plot data +# --------- + +#%% plot the distributions + +pl.close(10) +pl.figure(10, (7, 7)) + +pl.subplot(2, 1, 1) + +pl.scatter(ys, xs, c=phi, s=70) +pl.ylabel('Feature value a', fontsize=20) +pl.title('$\mu=\sum_i \delta_{x_i,a_i}$', fontsize=25, usetex=True, y=1) +pl.xticks(()) +pl.yticks(()) +pl.subplot(2, 1, 2) +pl.scatter(yt, xt, c=phi2, s=70) +pl.xlabel('coordinates x/y', fontsize=25) +pl.ylabel('Feature value b', fontsize=20) +pl.title('$\\nu=\sum_j \delta_{y_j,b_j}$', fontsize=25, usetex=True, y=1) +pl.yticks(()) +pl.tight_layout() +pl.show() + +############################################################################## +# Create structure matrices and across-feature distance matrix +# --------- + +#%% Structure matrices and across-features distance matrix +C1 = ot.dist(xs) +C2 = ot.dist(xt) +M = ot.dist(ys, yt) +w1 = ot.unif(C1.shape[0]) +w2 = ot.unif(C2.shape[0]) +Got = ot.emd([], [], M) + +############################################################################## +# Plot matrices +# --------- + +#%% +cmap = 'Reds' +pl.close(10) +pl.figure(10, (5, 5)) +fs = 15 +l_x = [0, 5, 10, 15] +l_y = [0, 5, 10, 15, 20, 25] +gs = pl.GridSpec(5, 5) + +ax1 = pl.subplot(gs[3:, :2]) + +pl.imshow(C1, cmap=cmap, interpolation='nearest') +pl.title("$C_1$", fontsize=fs) +pl.xlabel("$k$", fontsize=fs) +pl.ylabel("$i$", fontsize=fs) +pl.xticks(l_x) +pl.yticks(l_x) + +ax2 = pl.subplot(gs[:3, 2:]) + +pl.imshow(C2, cmap=cmap, interpolation='nearest') +pl.title("$C_2$", fontsize=fs) +pl.ylabel("$l$", fontsize=fs) +#pl.ylabel("$l$",fontsize=fs) +pl.xticks(()) +pl.yticks(l_y) +ax2.set_aspect('auto') + +ax3 = pl.subplot(gs[3:, 2:], sharex=ax2, sharey=ax1) +pl.imshow(M, cmap=cmap, interpolation='nearest') +pl.yticks(l_x) +pl.xticks(l_y) +pl.ylabel("$i$", fontsize=fs) +pl.title("$M_{AB}$", fontsize=fs) +pl.xlabel("$j$", fontsize=fs) +pl.tight_layout() +ax3.set_aspect('auto') +pl.show() + +############################################################################## +# Compute FGW/GW +# --------- + +#%% Computing FGW and GW +alpha = 1e-3 + +ot.tic() +Gwg, logw = fused_gromov_wasserstein(M, C1, C2, p, q, loss_fun='square_loss', alpha=alpha, verbose=True, log=True) +ot.toc() + +#%reload_ext WGW +Gg, log = gromov_wasserstein(C1, C2, p, q, loss_fun='square_loss', verbose=True, log=True) + +############################################################################## +# Visualize transport matrices +# --------- + +#%% visu OT matrix +cmap = 'Blues' +fs = 15 +pl.figure(2, (13, 5)) +pl.clf() +pl.subplot(1, 3, 1) +pl.imshow(Got, cmap=cmap, interpolation='nearest') +#pl.xlabel("$y$",fontsize=fs) +pl.ylabel("$i$", fontsize=fs) +pl.xticks(()) + +pl.title('Wasserstein ($M$ only)') + +pl.subplot(1, 3, 2) +pl.imshow(Gg, cmap=cmap, interpolation='nearest') +pl.title('Gromov ($C_1,C_2$ only)') +pl.xticks(()) +pl.subplot(1, 3, 3) +pl.imshow(Gwg, cmap=cmap, interpolation='nearest') +pl.title('FGW ($M+C_1,C_2$)') + +pl.xlabel("$j$", fontsize=fs) +pl.ylabel("$i$", fontsize=fs) + +pl.tight_layout() +pl.show() diff --git a/docs/source/auto_examples/plot_fgw.rst b/docs/source/auto_examples/plot_fgw.rst new file mode 100644 index 0000000..aec725d --- /dev/null +++ b/docs/source/auto_examples/plot_fgw.rst @@ -0,0 +1,297 @@ + + +.. _sphx_glr_auto_examples_plot_fgw.py: + + +============================== +Plot Fused-gromov-Wasserstein +============================== + +This example illustrates the computation of FGW for 1D measures[18]. + +.. [18] Vayer Titouan, Chapel Laetitia, Flamary R{'e}mi, Tavenard Romain + and Courty Nicolas + "Optimal Transport for structured data with application on graphs" + International Conference on Machine Learning (ICML). 2019. + + + + +.. code-block:: python + + + # Author: Titouan Vayer <titouan.vayer@irisa.fr> + # + # License: MIT License + + import matplotlib.pyplot as pl + import numpy as np + import ot + from ot.gromov import gromov_wasserstein, fused_gromov_wasserstein + + + + + + + +Generate data +--------- + + + +.. code-block:: python + + + #%% parameters + # We create two 1D random measures + n = 20 # number of points in the first distribution + n2 = 30 # number of points in the second distribution + sig = 1 # std of first distribution + sig2 = 0.1 # std of second distribution + + np.random.seed(0) + + phi = np.arange(n)[:, None] + xs = phi + sig * np.random.randn(n, 1) + ys = np.vstack((np.ones((n // 2, 1)), 0 * np.ones((n // 2, 1)))) + sig2 * np.random.randn(n, 1) + + phi2 = np.arange(n2)[:, None] + xt = phi2 + sig * np.random.randn(n2, 1) + yt = np.vstack((np.ones((n2 // 2, 1)), 0 * np.ones((n2 // 2, 1)))) + sig2 * np.random.randn(n2, 1) + yt = yt[::-1, :] + + p = ot.unif(n) + q = ot.unif(n2) + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.close(10) + pl.figure(10, (7, 7)) + + pl.subplot(2, 1, 1) + + pl.scatter(ys, xs, c=phi, s=70) + pl.ylabel('Feature value a', fontsize=20) + pl.title('$\mu=\sum_i \delta_{x_i,a_i}$', fontsize=25, usetex=True, y=1) + pl.xticks(()) + pl.yticks(()) + pl.subplot(2, 1, 2) + pl.scatter(yt, xt, c=phi2, s=70) + pl.xlabel('coordinates x/y', fontsize=25) + pl.ylabel('Feature value b', fontsize=20) + pl.title('$\\nu=\sum_j \delta_{y_j,b_j}$', fontsize=25, usetex=True, y=1) + pl.yticks(()) + pl.tight_layout() + pl.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_fgw_010.png + :align: center + + + + +Create structure matrices and across-feature distance matrix +--------- + + + +.. code-block:: python + + + #%% Structure matrices and across-features distance matrix + C1 = ot.dist(xs) + C2 = ot.dist(xt) + M = ot.dist(ys, yt) + w1 = ot.unif(C1.shape[0]) + w2 = ot.unif(C2.shape[0]) + Got = ot.emd([], [], M) + + + + + + + +Plot matrices +--------- + + + +.. code-block:: python + + + #%% + cmap = 'Reds' + pl.close(10) + pl.figure(10, (5, 5)) + fs = 15 + l_x = [0, 5, 10, 15] + l_y = [0, 5, 10, 15, 20, 25] + gs = pl.GridSpec(5, 5) + + ax1 = pl.subplot(gs[3:, :2]) + + pl.imshow(C1, cmap=cmap, interpolation='nearest') + pl.title("$C_1$", fontsize=fs) + pl.xlabel("$k$", fontsize=fs) + pl.ylabel("$i$", fontsize=fs) + pl.xticks(l_x) + pl.yticks(l_x) + + ax2 = pl.subplot(gs[:3, 2:]) + + pl.imshow(C2, cmap=cmap, interpolation='nearest') + pl.title("$C_2$", fontsize=fs) + pl.ylabel("$l$", fontsize=fs) + #pl.ylabel("$l$",fontsize=fs) + pl.xticks(()) + pl.yticks(l_y) + ax2.set_aspect('auto') + + ax3 = pl.subplot(gs[3:, 2:], sharex=ax2, sharey=ax1) + pl.imshow(M, cmap=cmap, interpolation='nearest') + pl.yticks(l_x) + pl.xticks(l_y) + pl.ylabel("$i$", fontsize=fs) + pl.title("$M_{AB}$", fontsize=fs) + pl.xlabel("$j$", fontsize=fs) + pl.tight_layout() + ax3.set_aspect('auto') + pl.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_fgw_011.png + :align: center + + + + +Compute FGW/GW +--------- + + + +.. code-block:: python + + + #%% Computing FGW and GW + alpha = 1e-3 + + ot.tic() + Gwg, logw = fused_gromov_wasserstein(M, C1, C2, p, q, loss_fun='square_loss', alpha=alpha, verbose=True, log=True) + ot.toc() + + #%reload_ext WGW + Gg, log = gromov_wasserstein(C1, C2, p, q, loss_fun='square_loss', verbose=True, log=True) + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Relative loss|Absolute loss + ------------------------------------------------ + 0|4.734462e+01|0.000000e+00|0.000000e+00 + 1|2.508258e+01|8.875498e-01|2.226204e+01 + 2|2.189329e+01|1.456747e-01|3.189297e+00 + 3|2.189329e+01|0.000000e+00|0.000000e+00 + Elapsed time : 0.0016989707946777344 s + It. |Loss |Relative loss|Absolute loss + ------------------------------------------------ + 0|4.683978e+04|0.000000e+00|0.000000e+00 + 1|3.860061e+04|2.134468e-01|8.239175e+03 + 2|2.182948e+04|7.682787e-01|1.677113e+04 + 3|2.182948e+04|0.000000e+00|0.000000e+00 + + +Visualize transport matrices +--------- + + + +.. code-block:: python + + + #%% visu OT matrix + cmap = 'Blues' + fs = 15 + pl.figure(2, (13, 5)) + pl.clf() + pl.subplot(1, 3, 1) + pl.imshow(Got, cmap=cmap, interpolation='nearest') + #pl.xlabel("$y$",fontsize=fs) + pl.ylabel("$i$", fontsize=fs) + pl.xticks(()) + + pl.title('Wasserstein ($M$ only)') + + pl.subplot(1, 3, 2) + pl.imshow(Gg, cmap=cmap, interpolation='nearest') + pl.title('Gromov ($C_1,C_2$ only)') + pl.xticks(()) + pl.subplot(1, 3, 3) + pl.imshow(Gwg, cmap=cmap, interpolation='nearest') + pl.title('FGW ($M+C_1,C_2$)') + + pl.xlabel("$j$", fontsize=fs) + pl.ylabel("$i$", fontsize=fs) + + pl.tight_layout() + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_fgw_004.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 1.468 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_fgw.py <plot_fgw.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_fgw.ipynb <plot_fgw.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_free_support_barycenter.ipynb b/docs/source/auto_examples/plot_free_support_barycenter.ipynb new file mode 100644 index 0000000..05a81c8 --- /dev/null +++ b/docs/source/auto_examples/plot_free_support_barycenter.ipynb @@ -0,0 +1,108 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 2D free support Wasserstein barycenters of distributions\n\n\nIllustration of 2D Wasserstein barycenters if discributions that are weighted\nsum of diracs.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Vivien Seguy <vivien.seguy@iip.ist.i.kyoto-u.ac.jp>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n -------------\n%% parameters and data generation\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "N = 3\nd = 2\nmeasures_locations = []\nmeasures_weights = []\n\nfor i in range(N):\n\n n_i = np.random.randint(low=1, high=20) # nb samples\n\n mu_i = np.random.normal(0., 4., (d,)) # Gaussian mean\n\n A_i = np.random.rand(d, d)\n cov_i = np.dot(A_i, A_i.transpose()) # Gaussian covariance matrix\n\n x_i = ot.datasets.make_2D_samples_gauss(n_i, mu_i, cov_i) # Dirac locations\n b_i = np.random.uniform(0., 1., (n_i,))\n b_i = b_i / np.sum(b_i) # Dirac weights\n\n measures_locations.append(x_i)\n measures_weights.append(b_i)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute free support barycenter\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "k = 10 # number of Diracs of the barycenter\nX_init = np.random.normal(0., 1., (k, d)) # initial Dirac locations\nb = np.ones((k,)) / k # weights of the barycenter (it will not be optimized, only the locations are optimized)\n\nX = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init, b)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1)\nfor (x_i, b_i) in zip(measures_locations, measures_weights):\n color = np.random.randint(low=1, high=10 * N)\n pl.scatter(x_i[:, 0], x_i[:, 1], s=b * 1000, label='input measure')\npl.scatter(X[:, 0], X[:, 1], s=b * 1000, c='black', marker='^', label='2-Wasserstein barycenter')\npl.title('Data measures and their barycenter')\npl.legend(loc=0)\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_free_support_barycenter.py b/docs/source/auto_examples/plot_free_support_barycenter.py new file mode 100644 index 0000000..b6efc59 --- /dev/null +++ b/docs/source/auto_examples/plot_free_support_barycenter.py @@ -0,0 +1,69 @@ +# -*- coding: utf-8 -*- +""" +==================================================== +2D free support Wasserstein barycenters of distributions +==================================================== + +Illustration of 2D Wasserstein barycenters if discributions that are weighted +sum of diracs. + +""" + +# Author: Vivien Seguy <vivien.seguy@iip.ist.i.kyoto-u.ac.jp> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot + + +############################################################################## +# Generate data +# ------------- +#%% parameters and data generation +N = 3 +d = 2 +measures_locations = [] +measures_weights = [] + +for i in range(N): + + n_i = np.random.randint(low=1, high=20) # nb samples + + mu_i = np.random.normal(0., 4., (d,)) # Gaussian mean + + A_i = np.random.rand(d, d) + cov_i = np.dot(A_i, A_i.transpose()) # Gaussian covariance matrix + + x_i = ot.datasets.make_2D_samples_gauss(n_i, mu_i, cov_i) # Dirac locations + b_i = np.random.uniform(0., 1., (n_i,)) + b_i = b_i / np.sum(b_i) # Dirac weights + + measures_locations.append(x_i) + measures_weights.append(b_i) + + +############################################################################## +# Compute free support barycenter +# ------------- + +k = 10 # number of Diracs of the barycenter +X_init = np.random.normal(0., 1., (k, d)) # initial Dirac locations +b = np.ones((k,)) / k # weights of the barycenter (it will not be optimized, only the locations are optimized) + +X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init, b) + + +############################################################################## +# Plot data +# --------- + +pl.figure(1) +for (x_i, b_i) in zip(measures_locations, measures_weights): + color = np.random.randint(low=1, high=10 * N) + pl.scatter(x_i[:, 0], x_i[:, 1], s=b * 1000, label='input measure') +pl.scatter(X[:, 0], X[:, 1], s=b * 1000, c='black', marker='^', label='2-Wasserstein barycenter') +pl.title('Data measures and their barycenter') +pl.legend(loc=0) +pl.show() diff --git a/docs/source/auto_examples/plot_free_support_barycenter.rst b/docs/source/auto_examples/plot_free_support_barycenter.rst new file mode 100644 index 0000000..d1b3b80 --- /dev/null +++ b/docs/source/auto_examples/plot_free_support_barycenter.rst @@ -0,0 +1,140 @@ + + +.. _sphx_glr_auto_examples_plot_free_support_barycenter.py: + + +==================================================== +2D free support Wasserstein barycenters of distributions +==================================================== + +Illustration of 2D Wasserstein barycenters if discributions that are weighted +sum of diracs. + + + + +.. code-block:: python + + + # Author: Vivien Seguy <vivien.seguy@iip.ist.i.kyoto-u.ac.jp> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + + + + + + + + +Generate data + ------------- +%% parameters and data generation + + + +.. code-block:: python + + N = 3 + d = 2 + measures_locations = [] + measures_weights = [] + + for i in range(N): + + n_i = np.random.randint(low=1, high=20) # nb samples + + mu_i = np.random.normal(0., 4., (d,)) # Gaussian mean + + A_i = np.random.rand(d, d) + cov_i = np.dot(A_i, A_i.transpose()) # Gaussian covariance matrix + + x_i = ot.datasets.make_2D_samples_gauss(n_i, mu_i, cov_i) # Dirac locations + b_i = np.random.uniform(0., 1., (n_i,)) + b_i = b_i / np.sum(b_i) # Dirac weights + + measures_locations.append(x_i) + measures_weights.append(b_i) + + + + + + + + +Compute free support barycenter +------------- + + + +.. code-block:: python + + + k = 10 # number of Diracs of the barycenter + X_init = np.random.normal(0., 1., (k, d)) # initial Dirac locations + b = np.ones((k,)) / k # weights of the barycenter (it will not be optimized, only the locations are optimized) + + X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init, b) + + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + pl.figure(1) + for (x_i, b_i) in zip(measures_locations, measures_weights): + color = np.random.randint(low=1, high=10 * N) + pl.scatter(x_i[:, 0], x_i[:, 1], s=b * 1000, label='input measure') + pl.scatter(X[:, 0], X[:, 1], s=b * 1000, c='black', marker='^', label='2-Wasserstein barycenter') + pl.title('Data measures and their barycenter') + pl.legend(loc=0) + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_free_support_barycenter_001.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 0.129 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_free_support_barycenter.py <plot_free_support_barycenter.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_free_support_barycenter.ipynb <plot_free_support_barycenter.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_gromov.ipynb b/docs/source/auto_examples/plot_gromov.ipynb new file mode 100644 index 0000000..dc1f179 --- /dev/null +++ b/docs/source/auto_examples/plot_gromov.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Gromov-Wasserstein example\n\n\nThis example is designed to show how to use the Gromov-Wassertsein distance\ncomputation in POT.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Erwan Vautier <erwan.vautier@gmail.com>\n# Nicolas Courty <ncourty@irisa.fr>\n#\n# License: MIT License\n\nimport scipy as sp\nimport numpy as np\nimport matplotlib.pylab as pl\nfrom mpl_toolkits.mplot3d import Axes3D # noqa\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Sample two Gaussian distributions (2D and 3D)\n---------------------------------------------\n\nThe Gromov-Wasserstein distance allows to compute distances with samples that\ndo not belong to the same metric space. For demonstration purpose, we sample\ntwo Gaussian distributions in 2- and 3-dimensional spaces.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_samples = 30 # nb samples\n\nmu_s = np.array([0, 0])\ncov_s = np.array([[1, 0], [0, 1]])\n\nmu_t = np.array([4, 4, 4])\ncov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]])\n\n\nxs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s)\nP = sp.linalg.sqrtm(cov_t)\nxt = np.random.randn(n_samples, 3).dot(P) + mu_t" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plotting the distributions\n--------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "fig = pl.figure()\nax1 = fig.add_subplot(121)\nax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\nax2 = fig.add_subplot(122, projection='3d')\nax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute distance kernels, normalize them and then display\n---------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "C1 = sp.spatial.distance.cdist(xs, xs)\nC2 = sp.spatial.distance.cdist(xt, xt)\n\nC1 /= C1.max()\nC2 /= C2.max()\n\npl.figure()\npl.subplot(121)\npl.imshow(C1)\npl.subplot(122)\npl.imshow(C2)\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compute Gromov-Wasserstein plans and distance\n---------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "p = ot.unif(n_samples)\nq = ot.unif(n_samples)\n\ngw0, log0 = ot.gromov.gromov_wasserstein(\n C1, C2, p, q, 'square_loss', verbose=True, log=True)\n\ngw, log = ot.gromov.entropic_gromov_wasserstein(\n C1, C2, p, q, 'square_loss', epsilon=5e-4, log=True, verbose=True)\n\n\nprint('Gromov-Wasserstein distances: ' + str(log0['gw_dist']))\nprint('Entropic Gromov-Wasserstein distances: ' + str(log['gw_dist']))\n\n\npl.figure(1, (10, 5))\n\npl.subplot(1, 2, 1)\npl.imshow(gw0, cmap='jet')\npl.title('Gromov Wasserstein')\n\npl.subplot(1, 2, 2)\npl.imshow(gw, cmap='jet')\npl.title('Entropic Gromov Wasserstein')\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_gromov.py b/docs/source/auto_examples/plot_gromov.py new file mode 100644 index 0000000..deb2f86 --- /dev/null +++ b/docs/source/auto_examples/plot_gromov.py @@ -0,0 +1,106 @@ +# -*- coding: utf-8 -*-
+"""
+==========================
+Gromov-Wasserstein example
+==========================
+
+This example is designed to show how to use the Gromov-Wassertsein distance
+computation in POT.
+"""
+
+# Author: Erwan Vautier <erwan.vautier@gmail.com>
+# Nicolas Courty <ncourty@irisa.fr>
+#
+# License: MIT License
+
+import scipy as sp
+import numpy as np
+import matplotlib.pylab as pl
+from mpl_toolkits.mplot3d import Axes3D # noqa
+import ot
+
+#############################################################################
+#
+# Sample two Gaussian distributions (2D and 3D)
+# ---------------------------------------------
+#
+# The Gromov-Wasserstein distance allows to compute distances with samples that
+# do not belong to the same metric space. For demonstration purpose, we sample
+# two Gaussian distributions in 2- and 3-dimensional spaces.
+
+
+n_samples = 30 # nb samples
+
+mu_s = np.array([0, 0])
+cov_s = np.array([[1, 0], [0, 1]])
+
+mu_t = np.array([4, 4, 4])
+cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]])
+
+
+xs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s)
+P = sp.linalg.sqrtm(cov_t)
+xt = np.random.randn(n_samples, 3).dot(P) + mu_t
+
+#############################################################################
+#
+# Plotting the distributions
+# --------------------------
+
+
+fig = pl.figure()
+ax1 = fig.add_subplot(121)
+ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')
+ax2 = fig.add_subplot(122, projection='3d')
+ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r')
+pl.show()
+
+#############################################################################
+#
+# Compute distance kernels, normalize them and then display
+# ---------------------------------------------------------
+
+
+C1 = sp.spatial.distance.cdist(xs, xs)
+C2 = sp.spatial.distance.cdist(xt, xt)
+
+C1 /= C1.max()
+C2 /= C2.max()
+
+pl.figure()
+pl.subplot(121)
+pl.imshow(C1)
+pl.subplot(122)
+pl.imshow(C2)
+pl.show()
+
+#############################################################################
+#
+# Compute Gromov-Wasserstein plans and distance
+# ---------------------------------------------
+
+p = ot.unif(n_samples)
+q = ot.unif(n_samples)
+
+gw0, log0 = ot.gromov.gromov_wasserstein(
+ C1, C2, p, q, 'square_loss', verbose=True, log=True)
+
+gw, log = ot.gromov.entropic_gromov_wasserstein(
+ C1, C2, p, q, 'square_loss', epsilon=5e-4, log=True, verbose=True)
+
+
+print('Gromov-Wasserstein distances: ' + str(log0['gw_dist']))
+print('Entropic Gromov-Wasserstein distances: ' + str(log['gw_dist']))
+
+
+pl.figure(1, (10, 5))
+
+pl.subplot(1, 2, 1)
+pl.imshow(gw0, cmap='jet')
+pl.title('Gromov Wasserstein')
+
+pl.subplot(1, 2, 2)
+pl.imshow(gw, cmap='jet')
+pl.title('Entropic Gromov Wasserstein')
+
+pl.show()
diff --git a/docs/source/auto_examples/plot_gromov.rst b/docs/source/auto_examples/plot_gromov.rst new file mode 100644 index 0000000..3ed4e11 --- /dev/null +++ b/docs/source/auto_examples/plot_gromov.rst @@ -0,0 +1,214 @@ + + +.. _sphx_glr_auto_examples_plot_gromov.py: + + +========================== +Gromov-Wasserstein example +========================== + +This example is designed to show how to use the Gromov-Wassertsein distance +computation in POT. + + + +.. code-block:: python + + + # Author: Erwan Vautier <erwan.vautier@gmail.com> + # Nicolas Courty <ncourty@irisa.fr> + # + # License: MIT License + + import scipy as sp + import numpy as np + import matplotlib.pylab as pl + from mpl_toolkits.mplot3d import Axes3D # noqa + import ot + + + + + + + +Sample two Gaussian distributions (2D and 3D) +--------------------------------------------- + +The Gromov-Wasserstein distance allows to compute distances with samples that +do not belong to the same metric space. For demonstration purpose, we sample +two Gaussian distributions in 2- and 3-dimensional spaces. + + + +.. code-block:: python + + + + n_samples = 30 # nb samples + + mu_s = np.array([0, 0]) + cov_s = np.array([[1, 0], [0, 1]]) + + mu_t = np.array([4, 4, 4]) + cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) + + + xs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s) + P = sp.linalg.sqrtm(cov_t) + xt = np.random.randn(n_samples, 3).dot(P) + mu_t + + + + + + + +Plotting the distributions +-------------------------- + + + +.. code-block:: python + + + + fig = pl.figure() + ax1 = fig.add_subplot(121) + ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') + ax2 = fig.add_subplot(122, projection='3d') + ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r') + pl.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_gromov_001.png + :align: center + + + + +Compute distance kernels, normalize them and then display +--------------------------------------------------------- + + + +.. code-block:: python + + + + C1 = sp.spatial.distance.cdist(xs, xs) + C2 = sp.spatial.distance.cdist(xt, xt) + + C1 /= C1.max() + C2 /= C2.max() + + pl.figure() + pl.subplot(121) + pl.imshow(C1) + pl.subplot(122) + pl.imshow(C2) + pl.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_gromov_002.png + :align: center + + + + +Compute Gromov-Wasserstein plans and distance +--------------------------------------------- + + + +.. code-block:: python + + + p = ot.unif(n_samples) + q = ot.unif(n_samples) + + gw0, log0 = ot.gromov.gromov_wasserstein( + C1, C2, p, q, 'square_loss', verbose=True, log=True) + + gw, log = ot.gromov.entropic_gromov_wasserstein( + C1, C2, p, q, 'square_loss', epsilon=5e-4, log=True, verbose=True) + + + print('Gromov-Wasserstein distances: ' + str(log0['gw_dist'])) + print('Entropic Gromov-Wasserstein distances: ' + str(log['gw_dist'])) + + + pl.figure(1, (10, 5)) + + pl.subplot(1, 2, 1) + pl.imshow(gw0, cmap='jet') + pl.title('Gromov Wasserstein') + + pl.subplot(1, 2, 2) + pl.imshow(gw, cmap='jet') + pl.title('Entropic Gromov Wasserstein') + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_gromov_003.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|4.328711e-02|0.000000e+00 + 1|2.281369e-02|-8.974178e-01 + 2|1.843659e-02|-2.374139e-01 + 3|1.602820e-02|-1.502598e-01 + 4|1.353712e-02|-1.840179e-01 + 5|1.285687e-02|-5.290977e-02 + 6|1.284537e-02|-8.952931e-04 + 7|1.284525e-02|-8.989584e-06 + 8|1.284525e-02|-8.989950e-08 + 9|1.284525e-02|-8.989949e-10 + It. |Err + ------------------- + 0|7.263293e-02| + 10|1.737784e-02| + 20|7.783978e-03| + 30|3.399419e-07| + 40|3.751207e-11| + Gromov-Wasserstein distances: 0.012845252089244688 + Entropic Gromov-Wasserstein distances: 0.013543882352191079 + + +**Total running time of the script:** ( 0 minutes 1.916 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_gromov.py <plot_gromov.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_gromov.ipynb <plot_gromov.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_gromov_barycenter.ipynb b/docs/source/auto_examples/plot_gromov_barycenter.ipynb new file mode 100644 index 0000000..4c2f28f --- /dev/null +++ b/docs/source/auto_examples/plot_gromov_barycenter.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ], + "cell_type": "code" + }, + { + "metadata": {}, + "source": [ + "\n# Gromov-Wasserstein Barycenter example\n\n\nThis example is designed to show how to use the Gromov-Wasserstein distance\ncomputation in POT.\n\n" + ], + "cell_type": "markdown" + }, + { + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Erwan Vautier <erwan.vautier@gmail.com>\n# Nicolas Courty <ncourty@irisa.fr>\n#\n# License: MIT License\n\n\nimport numpy as np\nimport scipy as sp\n\nimport scipy.ndimage as spi\nimport matplotlib.pylab as pl\nfrom sklearn import manifold\nfrom sklearn.decomposition import PCA\n\nimport ot" + ], + "cell_type": "code" + }, + { + "metadata": {}, + "source": [ + "Smacof MDS\n----------\n\nThis function allows to find an embedding of points given a dissimilarity matrix\nthat will be given by the output of the algorithm\n\n" + ], + "cell_type": "markdown" + }, + { + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "def smacof_mds(C, dim, max_iter=3000, eps=1e-9):\n \"\"\"\n Returns an interpolated point cloud following the dissimilarity matrix C\n using SMACOF multidimensional scaling (MDS) in specific dimensionned\n target space\n\n Parameters\n ----------\n C : ndarray, shape (ns, ns)\n dissimilarity matrix\n dim : int\n dimension of the targeted space\n max_iter : int\n Maximum number of iterations of the SMACOF algorithm for a single run\n eps : float\n relative tolerance w.r.t stress to declare converge\n\n Returns\n -------\n npos : ndarray, shape (R, dim)\n Embedded coordinates of the interpolated point cloud (defined with\n one isometry)\n \"\"\"\n\n rng = np.random.RandomState(seed=3)\n\n mds = manifold.MDS(\n dim,\n max_iter=max_iter,\n eps=1e-9,\n dissimilarity='precomputed',\n n_init=1)\n pos = mds.fit(C).embedding_\n\n nmds = manifold.MDS(\n 2,\n max_iter=max_iter,\n eps=1e-9,\n dissimilarity=\"precomputed\",\n random_state=rng,\n n_init=1)\n npos = nmds.fit_transform(C, init=pos)\n\n return npos" + ], + "cell_type": "code" + }, + { + "metadata": {}, + "source": [ + "Data preparation\n----------------\n\nThe four distributions are constructed from 4 simple images\n\n" + ], + "cell_type": "markdown" + }, + { + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "def im2mat(I):\n \"\"\"Converts and image to matrix (one pixel per line)\"\"\"\n return I.reshape((I.shape[0] * I.shape[1], I.shape[2]))\n\n\nsquare = spi.imread('../data/square.png').astype(np.float64)[:, :, 2] / 256\ncross = spi.imread('../data/cross.png').astype(np.float64)[:, :, 2] / 256\ntriangle = spi.imread('../data/triangle.png').astype(np.float64)[:, :, 2] / 256\nstar = spi.imread('../data/star.png').astype(np.float64)[:, :, 2] / 256\n\nshapes = [square, cross, triangle, star]\n\nS = 4\nxs = [[] for i in range(S)]\n\n\nfor nb in range(4):\n for i in range(8):\n for j in range(8):\n if shapes[nb][i, j] < 0.95:\n xs[nb].append([j, 8 - i])\n\nxs = np.array([np.array(xs[0]), np.array(xs[1]),\n np.array(xs[2]), np.array(xs[3])])" + ], + "cell_type": "code" + }, + { + "metadata": {}, + "source": [ + "Barycenter computation\n----------------------\n\n" + ], + "cell_type": "markdown" + }, + { + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "ns = [len(xs[s]) for s in range(S)]\nn_samples = 30\n\n\"\"\"Compute all distances matrices for the four shapes\"\"\"\nCs = [sp.spatial.distance.cdist(xs[s], xs[s]) for s in range(S)]\nCs = [cs / cs.max() for cs in Cs]\n\nps = [ot.unif(ns[s]) for s in range(S)]\np = ot.unif(n_samples)\n\n\nlambdast = [[float(i) / 3, float(3 - i) / 3] for i in [1, 2]]\n\nCt01 = [0 for i in range(2)]\nfor i in range(2):\n Ct01[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[0], Cs[1]],\n [ps[0], ps[1]\n ], p, lambdast[i], 'square_loss', # 5e-4,\n max_iter=100, tol=1e-3)\n\nCt02 = [0 for i in range(2)]\nfor i in range(2):\n Ct02[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[0], Cs[2]],\n [ps[0], ps[2]\n ], p, lambdast[i], 'square_loss', # 5e-4,\n max_iter=100, tol=1e-3)\n\nCt13 = [0 for i in range(2)]\nfor i in range(2):\n Ct13[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[1], Cs[3]],\n [ps[1], ps[3]\n ], p, lambdast[i], 'square_loss', # 5e-4,\n max_iter=100, tol=1e-3)\n\nCt23 = [0 for i in range(2)]\nfor i in range(2):\n Ct23[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[2], Cs[3]],\n [ps[2], ps[3]\n ], p, lambdast[i], 'square_loss', # 5e-4,\n max_iter=100, tol=1e-3)" + ], + "cell_type": "code" + }, + { + "metadata": {}, + "source": [ + "Visualization\n-------------\n\nThe PCA helps in getting consistency between the rotations\n\n" + ], + "cell_type": "markdown" + }, + { + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "clf = PCA(n_components=2)\nnpos = [0, 0, 0, 0]\nnpos = [smacof_mds(Cs[s], 2) for s in range(S)]\n\nnpost01 = [0, 0]\nnpost01 = [smacof_mds(Ct01[s], 2) for s in range(2)]\nnpost01 = [clf.fit_transform(npost01[s]) for s in range(2)]\n\nnpost02 = [0, 0]\nnpost02 = [smacof_mds(Ct02[s], 2) for s in range(2)]\nnpost02 = [clf.fit_transform(npost02[s]) for s in range(2)]\n\nnpost13 = [0, 0]\nnpost13 = [smacof_mds(Ct13[s], 2) for s in range(2)]\nnpost13 = [clf.fit_transform(npost13[s]) for s in range(2)]\n\nnpost23 = [0, 0]\nnpost23 = [smacof_mds(Ct23[s], 2) for s in range(2)]\nnpost23 = [clf.fit_transform(npost23[s]) for s in range(2)]\n\n\nfig = pl.figure(figsize=(10, 10))\n\nax1 = pl.subplot2grid((4, 4), (0, 0))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax1.scatter(npos[0][:, 0], npos[0][:, 1], color='r')\n\nax2 = pl.subplot2grid((4, 4), (0, 1))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax2.scatter(npost01[1][:, 0], npost01[1][:, 1], color='b')\n\nax3 = pl.subplot2grid((4, 4), (0, 2))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax3.scatter(npost01[0][:, 0], npost01[0][:, 1], color='b')\n\nax4 = pl.subplot2grid((4, 4), (0, 3))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax4.scatter(npos[1][:, 0], npos[1][:, 1], color='r')\n\nax5 = pl.subplot2grid((4, 4), (1, 0))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax5.scatter(npost02[1][:, 0], npost02[1][:, 1], color='b')\n\nax6 = pl.subplot2grid((4, 4), (1, 3))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax6.scatter(npost13[1][:, 0], npost13[1][:, 1], color='b')\n\nax7 = pl.subplot2grid((4, 4), (2, 0))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax7.scatter(npost02[0][:, 0], npost02[0][:, 1], color='b')\n\nax8 = pl.subplot2grid((4, 4), (2, 3))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax8.scatter(npost13[0][:, 0], npost13[0][:, 1], color='b')\n\nax9 = pl.subplot2grid((4, 4), (3, 0))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax9.scatter(npos[2][:, 0], npos[2][:, 1], color='r')\n\nax10 = pl.subplot2grid((4, 4), (3, 1))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax10.scatter(npost23[1][:, 0], npost23[1][:, 1], color='b')\n\nax11 = pl.subplot2grid((4, 4), (3, 2))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax11.scatter(npost23[0][:, 0], npost23[0][:, 1], color='b')\n\nax12 = pl.subplot2grid((4, 4), (3, 3))\npl.xlim((-1, 1))\npl.ylim((-1, 1))\nax12.scatter(npos[3][:, 0], npos[3][:, 1], color='r')" + ], + "cell_type": "code" + } + ], + "metadata": { + "language_info": { + "name": "python", + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "nbconvert_exporter": "python", + "version": "3.5.2", + "pygments_lexer": "ipython3", + "file_extension": ".py", + "mimetype": "text/x-python" + }, + "kernelspec": { + "display_name": "Python 3", + "name": "python3", + "language": "python" + } + }, + "nbformat_minor": 0, + "nbformat": 4 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_gromov_barycenter.py b/docs/source/auto_examples/plot_gromov_barycenter.py new file mode 100644 index 0000000..58fc51a --- /dev/null +++ b/docs/source/auto_examples/plot_gromov_barycenter.py @@ -0,0 +1,248 @@ +# -*- coding: utf-8 -*-
+"""
+=====================================
+Gromov-Wasserstein Barycenter example
+=====================================
+
+This example is designed to show how to use the Gromov-Wasserstein distance
+computation in POT.
+"""
+
+# Author: Erwan Vautier <erwan.vautier@gmail.com>
+# Nicolas Courty <ncourty@irisa.fr>
+#
+# License: MIT License
+
+
+import numpy as np
+import scipy as sp
+
+import scipy.ndimage as spi
+import matplotlib.pylab as pl
+from sklearn import manifold
+from sklearn.decomposition import PCA
+
+import ot
+
+##############################################################################
+# Smacof MDS
+# ----------
+#
+# This function allows to find an embedding of points given a dissimilarity matrix
+# that will be given by the output of the algorithm
+
+
+def smacof_mds(C, dim, max_iter=3000, eps=1e-9):
+ """
+ Returns an interpolated point cloud following the dissimilarity matrix C
+ using SMACOF multidimensional scaling (MDS) in specific dimensionned
+ target space
+
+ Parameters
+ ----------
+ C : ndarray, shape (ns, ns)
+ dissimilarity matrix
+ dim : int
+ dimension of the targeted space
+ max_iter : int
+ Maximum number of iterations of the SMACOF algorithm for a single run
+ eps : float
+ relative tolerance w.r.t stress to declare converge
+
+ Returns
+ -------
+ npos : ndarray, shape (R, dim)
+ Embedded coordinates of the interpolated point cloud (defined with
+ one isometry)
+ """
+
+ rng = np.random.RandomState(seed=3)
+
+ mds = manifold.MDS(
+ dim,
+ max_iter=max_iter,
+ eps=1e-9,
+ dissimilarity='precomputed',
+ n_init=1)
+ pos = mds.fit(C).embedding_
+
+ nmds = manifold.MDS(
+ 2,
+ max_iter=max_iter,
+ eps=1e-9,
+ dissimilarity="precomputed",
+ random_state=rng,
+ n_init=1)
+ npos = nmds.fit_transform(C, init=pos)
+
+ return npos
+
+
+##############################################################################
+# Data preparation
+# ----------------
+#
+# The four distributions are constructed from 4 simple images
+
+
+def im2mat(I):
+ """Converts and image to matrix (one pixel per line)"""
+ return I.reshape((I.shape[0] * I.shape[1], I.shape[2]))
+
+
+square = spi.imread('../data/square.png').astype(np.float64)[:, :, 2] / 256
+cross = spi.imread('../data/cross.png').astype(np.float64)[:, :, 2] / 256
+triangle = spi.imread('../data/triangle.png').astype(np.float64)[:, :, 2] / 256
+star = spi.imread('../data/star.png').astype(np.float64)[:, :, 2] / 256
+
+shapes = [square, cross, triangle, star]
+
+S = 4
+xs = [[] for i in range(S)]
+
+
+for nb in range(4):
+ for i in range(8):
+ for j in range(8):
+ if shapes[nb][i, j] < 0.95:
+ xs[nb].append([j, 8 - i])
+
+xs = np.array([np.array(xs[0]), np.array(xs[1]),
+ np.array(xs[2]), np.array(xs[3])])
+
+##############################################################################
+# Barycenter computation
+# ----------------------
+
+
+ns = [len(xs[s]) for s in range(S)]
+n_samples = 30
+
+"""Compute all distances matrices for the four shapes"""
+Cs = [sp.spatial.distance.cdist(xs[s], xs[s]) for s in range(S)]
+Cs = [cs / cs.max() for cs in Cs]
+
+ps = [ot.unif(ns[s]) for s in range(S)]
+p = ot.unif(n_samples)
+
+
+lambdast = [[float(i) / 3, float(3 - i) / 3] for i in [1, 2]]
+
+Ct01 = [0 for i in range(2)]
+for i in range(2):
+ Ct01[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[0], Cs[1]],
+ [ps[0], ps[1]
+ ], p, lambdast[i], 'square_loss', # 5e-4,
+ max_iter=100, tol=1e-3)
+
+Ct02 = [0 for i in range(2)]
+for i in range(2):
+ Ct02[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[0], Cs[2]],
+ [ps[0], ps[2]
+ ], p, lambdast[i], 'square_loss', # 5e-4,
+ max_iter=100, tol=1e-3)
+
+Ct13 = [0 for i in range(2)]
+for i in range(2):
+ Ct13[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[1], Cs[3]],
+ [ps[1], ps[3]
+ ], p, lambdast[i], 'square_loss', # 5e-4,
+ max_iter=100, tol=1e-3)
+
+Ct23 = [0 for i in range(2)]
+for i in range(2):
+ Ct23[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[2], Cs[3]],
+ [ps[2], ps[3]
+ ], p, lambdast[i], 'square_loss', # 5e-4,
+ max_iter=100, tol=1e-3)
+
+
+##############################################################################
+# Visualization
+# -------------
+#
+# The PCA helps in getting consistency between the rotations
+
+
+clf = PCA(n_components=2)
+npos = [0, 0, 0, 0]
+npos = [smacof_mds(Cs[s], 2) for s in range(S)]
+
+npost01 = [0, 0]
+npost01 = [smacof_mds(Ct01[s], 2) for s in range(2)]
+npost01 = [clf.fit_transform(npost01[s]) for s in range(2)]
+
+npost02 = [0, 0]
+npost02 = [smacof_mds(Ct02[s], 2) for s in range(2)]
+npost02 = [clf.fit_transform(npost02[s]) for s in range(2)]
+
+npost13 = [0, 0]
+npost13 = [smacof_mds(Ct13[s], 2) for s in range(2)]
+npost13 = [clf.fit_transform(npost13[s]) for s in range(2)]
+
+npost23 = [0, 0]
+npost23 = [smacof_mds(Ct23[s], 2) for s in range(2)]
+npost23 = [clf.fit_transform(npost23[s]) for s in range(2)]
+
+
+fig = pl.figure(figsize=(10, 10))
+
+ax1 = pl.subplot2grid((4, 4), (0, 0))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax1.scatter(npos[0][:, 0], npos[0][:, 1], color='r')
+
+ax2 = pl.subplot2grid((4, 4), (0, 1))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax2.scatter(npost01[1][:, 0], npost01[1][:, 1], color='b')
+
+ax3 = pl.subplot2grid((4, 4), (0, 2))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax3.scatter(npost01[0][:, 0], npost01[0][:, 1], color='b')
+
+ax4 = pl.subplot2grid((4, 4), (0, 3))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax4.scatter(npos[1][:, 0], npos[1][:, 1], color='r')
+
+ax5 = pl.subplot2grid((4, 4), (1, 0))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax5.scatter(npost02[1][:, 0], npost02[1][:, 1], color='b')
+
+ax6 = pl.subplot2grid((4, 4), (1, 3))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax6.scatter(npost13[1][:, 0], npost13[1][:, 1], color='b')
+
+ax7 = pl.subplot2grid((4, 4), (2, 0))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax7.scatter(npost02[0][:, 0], npost02[0][:, 1], color='b')
+
+ax8 = pl.subplot2grid((4, 4), (2, 3))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax8.scatter(npost13[0][:, 0], npost13[0][:, 1], color='b')
+
+ax9 = pl.subplot2grid((4, 4), (3, 0))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax9.scatter(npos[2][:, 0], npos[2][:, 1], color='r')
+
+ax10 = pl.subplot2grid((4, 4), (3, 1))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax10.scatter(npost23[1][:, 0], npost23[1][:, 1], color='b')
+
+ax11 = pl.subplot2grid((4, 4), (3, 2))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax11.scatter(npost23[0][:, 0], npost23[0][:, 1], color='b')
+
+ax12 = pl.subplot2grid((4, 4), (3, 3))
+pl.xlim((-1, 1))
+pl.ylim((-1, 1))
+ax12.scatter(npos[3][:, 0], npos[3][:, 1], color='r')
diff --git a/docs/source/auto_examples/plot_gromov_barycenter.rst b/docs/source/auto_examples/plot_gromov_barycenter.rst new file mode 100644 index 0000000..531ee22 --- /dev/null +++ b/docs/source/auto_examples/plot_gromov_barycenter.rst @@ -0,0 +1,329 @@ + + +.. _sphx_glr_auto_examples_plot_gromov_barycenter.py: + + +===================================== +Gromov-Wasserstein Barycenter example +===================================== + +This example is designed to show how to use the Gromov-Wasserstein distance +computation in POT. + + + +.. code-block:: python + + + # Author: Erwan Vautier <erwan.vautier@gmail.com> + # Nicolas Courty <ncourty@irisa.fr> + # + # License: MIT License + + + import numpy as np + import scipy as sp + + import scipy.ndimage as spi + import matplotlib.pylab as pl + from sklearn import manifold + from sklearn.decomposition import PCA + + import ot + + + + + + + +Smacof MDS +---------- + +This function allows to find an embedding of points given a dissimilarity matrix +that will be given by the output of the algorithm + + + +.. code-block:: python + + + + def smacof_mds(C, dim, max_iter=3000, eps=1e-9): + """ + Returns an interpolated point cloud following the dissimilarity matrix C + using SMACOF multidimensional scaling (MDS) in specific dimensionned + target space + + Parameters + ---------- + C : ndarray, shape (ns, ns) + dissimilarity matrix + dim : int + dimension of the targeted space + max_iter : int + Maximum number of iterations of the SMACOF algorithm for a single run + eps : float + relative tolerance w.r.t stress to declare converge + + Returns + ------- + npos : ndarray, shape (R, dim) + Embedded coordinates of the interpolated point cloud (defined with + one isometry) + """ + + rng = np.random.RandomState(seed=3) + + mds = manifold.MDS( + dim, + max_iter=max_iter, + eps=1e-9, + dissimilarity='precomputed', + n_init=1) + pos = mds.fit(C).embedding_ + + nmds = manifold.MDS( + 2, + max_iter=max_iter, + eps=1e-9, + dissimilarity="precomputed", + random_state=rng, + n_init=1) + npos = nmds.fit_transform(C, init=pos) + + return npos + + + + + + + + +Data preparation +---------------- + +The four distributions are constructed from 4 simple images + + + +.. code-block:: python + + + + def im2mat(I): + """Converts and image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + + square = spi.imread('../data/square.png').astype(np.float64)[:, :, 2] / 256 + cross = spi.imread('../data/cross.png').astype(np.float64)[:, :, 2] / 256 + triangle = spi.imread('../data/triangle.png').astype(np.float64)[:, :, 2] / 256 + star = spi.imread('../data/star.png').astype(np.float64)[:, :, 2] / 256 + + shapes = [square, cross, triangle, star] + + S = 4 + xs = [[] for i in range(S)] + + + for nb in range(4): + for i in range(8): + for j in range(8): + if shapes[nb][i, j] < 0.95: + xs[nb].append([j, 8 - i]) + + xs = np.array([np.array(xs[0]), np.array(xs[1]), + np.array(xs[2]), np.array(xs[3])]) + + + + + + + +Barycenter computation +---------------------- + + + +.. code-block:: python + + + + ns = [len(xs[s]) for s in range(S)] + n_samples = 30 + + """Compute all distances matrices for the four shapes""" + Cs = [sp.spatial.distance.cdist(xs[s], xs[s]) for s in range(S)] + Cs = [cs / cs.max() for cs in Cs] + + ps = [ot.unif(ns[s]) for s in range(S)] + p = ot.unif(n_samples) + + + lambdast = [[float(i) / 3, float(3 - i) / 3] for i in [1, 2]] + + Ct01 = [0 for i in range(2)] + for i in range(2): + Ct01[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[0], Cs[1]], + [ps[0], ps[1] + ], p, lambdast[i], 'square_loss', # 5e-4, + max_iter=100, tol=1e-3) + + Ct02 = [0 for i in range(2)] + for i in range(2): + Ct02[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[0], Cs[2]], + [ps[0], ps[2] + ], p, lambdast[i], 'square_loss', # 5e-4, + max_iter=100, tol=1e-3) + + Ct13 = [0 for i in range(2)] + for i in range(2): + Ct13[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[1], Cs[3]], + [ps[1], ps[3] + ], p, lambdast[i], 'square_loss', # 5e-4, + max_iter=100, tol=1e-3) + + Ct23 = [0 for i in range(2)] + for i in range(2): + Ct23[i] = ot.gromov.gromov_barycenters(n_samples, [Cs[2], Cs[3]], + [ps[2], ps[3] + ], p, lambdast[i], 'square_loss', # 5e-4, + max_iter=100, tol=1e-3) + + + + + + + + +Visualization +------------- + +The PCA helps in getting consistency between the rotations + + + +.. code-block:: python + + + + clf = PCA(n_components=2) + npos = [0, 0, 0, 0] + npos = [smacof_mds(Cs[s], 2) for s in range(S)] + + npost01 = [0, 0] + npost01 = [smacof_mds(Ct01[s], 2) for s in range(2)] + npost01 = [clf.fit_transform(npost01[s]) for s in range(2)] + + npost02 = [0, 0] + npost02 = [smacof_mds(Ct02[s], 2) for s in range(2)] + npost02 = [clf.fit_transform(npost02[s]) for s in range(2)] + + npost13 = [0, 0] + npost13 = [smacof_mds(Ct13[s], 2) for s in range(2)] + npost13 = [clf.fit_transform(npost13[s]) for s in range(2)] + + npost23 = [0, 0] + npost23 = [smacof_mds(Ct23[s], 2) for s in range(2)] + npost23 = [clf.fit_transform(npost23[s]) for s in range(2)] + + + fig = pl.figure(figsize=(10, 10)) + + ax1 = pl.subplot2grid((4, 4), (0, 0)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax1.scatter(npos[0][:, 0], npos[0][:, 1], color='r') + + ax2 = pl.subplot2grid((4, 4), (0, 1)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax2.scatter(npost01[1][:, 0], npost01[1][:, 1], color='b') + + ax3 = pl.subplot2grid((4, 4), (0, 2)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax3.scatter(npost01[0][:, 0], npost01[0][:, 1], color='b') + + ax4 = pl.subplot2grid((4, 4), (0, 3)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax4.scatter(npos[1][:, 0], npos[1][:, 1], color='r') + + ax5 = pl.subplot2grid((4, 4), (1, 0)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax5.scatter(npost02[1][:, 0], npost02[1][:, 1], color='b') + + ax6 = pl.subplot2grid((4, 4), (1, 3)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax6.scatter(npost13[1][:, 0], npost13[1][:, 1], color='b') + + ax7 = pl.subplot2grid((4, 4), (2, 0)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax7.scatter(npost02[0][:, 0], npost02[0][:, 1], color='b') + + ax8 = pl.subplot2grid((4, 4), (2, 3)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax8.scatter(npost13[0][:, 0], npost13[0][:, 1], color='b') + + ax9 = pl.subplot2grid((4, 4), (3, 0)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax9.scatter(npos[2][:, 0], npos[2][:, 1], color='r') + + ax10 = pl.subplot2grid((4, 4), (3, 1)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax10.scatter(npost23[1][:, 0], npost23[1][:, 1], color='b') + + ax11 = pl.subplot2grid((4, 4), (3, 2)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax11.scatter(npost23[0][:, 0], npost23[0][:, 1], color='b') + + ax12 = pl.subplot2grid((4, 4), (3, 3)) + pl.xlim((-1, 1)) + pl.ylim((-1, 1)) + ax12.scatter(npos[3][:, 0], npos[3][:, 1], color='r') + + + +.. image:: /auto_examples/images/sphx_glr_plot_gromov_barycenter_001.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 5.906 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_gromov_barycenter.py <plot_gromov_barycenter.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_gromov_barycenter.ipynb <plot_gromov_barycenter.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ 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..107c299 --- /dev/null +++ b/docs/source/auto_examples/plot_optim_OTreg.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Regularized OT with generic solver\n\n\nIllustrates the use of the generic solver for regularized OT with\nuser-designed regularization term. It uses Conditional gradient as in [6] and\ngeneralized Conditional Gradient as proposed in [5][7].\n\n\n[5] N. Courty; R. Flamary; D. Tuia; A. Rakotomamonjy, Optimal Transport for\nDomain Adaptation, in IEEE Transactions on Pattern Analysis and Machine\nIntelligence , vol.PP, no.99, pp.1-1.\n\n[6] Ferradans, S., Papadakis, N., Peyr\u00e9, G., & Aujol, J. F. (2014).\nRegularized discrete optimal transport. SIAM Journal on Imaging Sciences,\n7(3), 1853-1882.\n\n[7] Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized\nconditional gradient: analysis of convergence and applications.\narXiv preprint arXiv:1510.06567.\n\n\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "import numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "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.make_1D_gauss(n, m=20, s=5) # m= mean, s= std\nb = ot.datasets.make_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()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve EMD\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "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')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve EMD with Frobenius norm regularization\n--------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "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')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve EMD with entropic regularization\n--------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "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')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Solve EMD with Frobenius norm + entropic regularization\n-------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% 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()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file 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..2c58def --- /dev/null +++ b/docs/source/auto_examples/plot_optim_OTreg.py @@ -0,0 +1,129 @@ +# -*- coding: utf-8 -*- +""" +================================== +Regularized OT with generic solver +================================== + +Illustrates the use of the generic solver for regularized OT with +user-designed regularization term. It uses Conditional gradient as in [6] and +generalized Conditional Gradient as proposed in [5][7]. + + +[5] N. Courty; R. Flamary; D. Tuia; A. Rakotomamonjy, Optimal Transport for +Domain Adaptation, in IEEE Transactions on Pattern Analysis and Machine +Intelligence , vol.PP, no.99, pp.1-1. + +[6] Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). +Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, +7(3), 1853-1882. + +[7] Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized +conditional gradient: analysis of convergence and applications. +arXiv preprint arXiv:1510.06567. + + + +""" + +import numpy as np +import matplotlib.pylab as pl +import ot +import ot.plot + +############################################################################## +# Generate data +# ------------- + +#%% parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std +b = ot.datasets.make_1D_gauss(n, m=60, s=10) + +# loss matrix +M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) +M /= M.max() + +############################################################################## +# Solve EMD +# --------- + +#%% EMD + +G0 = ot.emd(a, b, M) + +pl.figure(3, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') + +############################################################################## +# Solve EMD with Frobenius norm regularization +# -------------------------------------------- + +#%% 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') + +############################################################################## +# Solve EMD with entropic regularization +# -------------------------------------- + +#%% 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, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, Ge, 'OT matrix Entrop. reg') + +############################################################################## +# Solve EMD with Frobenius norm + entropic regularization +# ------------------------------------------------------- + +#%% 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 + +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() diff --git a/docs/source/auto_examples/plot_optim_OTreg.rst b/docs/source/auto_examples/plot_optim_OTreg.rst new file mode 100644 index 0000000..844cba0 --- /dev/null +++ b/docs/source/auto_examples/plot_optim_OTreg.rst @@ -0,0 +1,663 @@ + + +.. _sphx_glr_auto_examples_plot_optim_OTreg.py: + + +================================== +Regularized OT with generic solver +================================== + +Illustrates the use of the generic solver for regularized OT with +user-designed regularization term. It uses Conditional gradient as in [6] and +generalized Conditional Gradient as proposed in [5][7]. + + +[5] N. Courty; R. Flamary; D. Tuia; A. Rakotomamonjy, Optimal Transport for +Domain Adaptation, in IEEE Transactions on Pattern Analysis and Machine +Intelligence , vol.PP, no.99, pp.1-1. + +[6] Ferradans, S., Papadakis, N., Peyré, G., & Aujol, J. F. (2014). +Regularized discrete optimal transport. SIAM Journal on Imaging Sciences, +7(3), 1853-1882. + +[7] Rakotomamonjy, A., Flamary, R., & Courty, N. (2015). Generalized +conditional gradient: analysis of convergence and applications. +arXiv preprint arXiv:1510.06567. + + + + + + +.. code-block:: python + + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std + b = ot.datasets.make_1D_gauss(n, m=60, s=10) + + # loss matrix + M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) + M /= M.max() + + + + + + + +Solve EMD +--------- + + + +.. code-block:: python + + + #%% EMD + + G0 = ot.emd(a, b, M) + + pl.figure(3, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') + + + + +.. image:: /auto_examples/images/sphx_glr_plot_optim_OTreg_003.png + :align: center + + + + +Solve EMD with Frobenius norm regularization +-------------------------------------------- + + + +.. code-block:: python + + + #%% 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') + + + + +.. image:: /auto_examples/images/sphx_glr_plot_optim_OTreg_004.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|1.760578e-01|0.000000e+00 + 1|1.669467e-01|-5.457501e-02 + 2|1.665639e-01|-2.298130e-03 + 3|1.664378e-01|-7.572776e-04 + 4|1.664077e-01|-1.811855e-04 + 5|1.663912e-01|-9.936787e-05 + 6|1.663852e-01|-3.555826e-05 + 7|1.663814e-01|-2.305693e-05 + 8|1.663785e-01|-1.760450e-05 + 9|1.663767e-01|-1.078011e-05 + 10|1.663751e-01|-9.525192e-06 + 11|1.663737e-01|-8.396466e-06 + 12|1.663727e-01|-6.086938e-06 + 13|1.663720e-01|-4.042609e-06 + 14|1.663713e-01|-4.160914e-06 + 15|1.663707e-01|-3.823502e-06 + 16|1.663702e-01|-3.022440e-06 + 17|1.663697e-01|-3.181249e-06 + 18|1.663692e-01|-2.698532e-06 + 19|1.663687e-01|-3.258253e-06 + It. |Loss |Delta loss + -------------------------------- + 20|1.663682e-01|-2.741118e-06 + 21|1.663678e-01|-2.624135e-06 + 22|1.663673e-01|-2.645179e-06 + 23|1.663670e-01|-1.957237e-06 + 24|1.663666e-01|-2.261541e-06 + 25|1.663663e-01|-1.851305e-06 + 26|1.663660e-01|-1.942296e-06 + 27|1.663657e-01|-2.092896e-06 + 28|1.663653e-01|-1.924361e-06 + 29|1.663651e-01|-1.625455e-06 + 30|1.663648e-01|-1.641123e-06 + 31|1.663645e-01|-1.566666e-06 + 32|1.663643e-01|-1.338514e-06 + 33|1.663641e-01|-1.222711e-06 + 34|1.663639e-01|-1.221805e-06 + 35|1.663637e-01|-1.440781e-06 + 36|1.663634e-01|-1.520091e-06 + 37|1.663632e-01|-1.288193e-06 + 38|1.663630e-01|-1.123055e-06 + 39|1.663628e-01|-1.024487e-06 + It. |Loss |Delta loss + -------------------------------- + 40|1.663627e-01|-1.079606e-06 + 41|1.663625e-01|-1.172093e-06 + 42|1.663623e-01|-1.047880e-06 + 43|1.663621e-01|-1.010577e-06 + 44|1.663619e-01|-1.064438e-06 + 45|1.663618e-01|-9.882375e-07 + 46|1.663616e-01|-8.532647e-07 + 47|1.663615e-01|-9.930189e-07 + 48|1.663613e-01|-8.728955e-07 + 49|1.663612e-01|-9.524214e-07 + 50|1.663610e-01|-9.088418e-07 + 51|1.663609e-01|-7.639430e-07 + 52|1.663608e-01|-6.662611e-07 + 53|1.663607e-01|-7.133700e-07 + 54|1.663605e-01|-7.648141e-07 + 55|1.663604e-01|-6.557516e-07 + 56|1.663603e-01|-7.304213e-07 + 57|1.663602e-01|-6.353809e-07 + 58|1.663601e-01|-7.968279e-07 + 59|1.663600e-01|-6.367159e-07 + It. |Loss |Delta loss + -------------------------------- + 60|1.663599e-01|-5.610790e-07 + 61|1.663598e-01|-5.787466e-07 + 62|1.663596e-01|-6.937777e-07 + 63|1.663596e-01|-5.599432e-07 + 64|1.663595e-01|-5.813048e-07 + 65|1.663594e-01|-5.724600e-07 + 66|1.663593e-01|-6.081892e-07 + 67|1.663592e-01|-5.948732e-07 + 68|1.663591e-01|-4.941833e-07 + 69|1.663590e-01|-5.213739e-07 + 70|1.663589e-01|-5.127355e-07 + 71|1.663588e-01|-4.349251e-07 + 72|1.663588e-01|-5.007084e-07 + 73|1.663587e-01|-4.880265e-07 + 74|1.663586e-01|-4.931950e-07 + 75|1.663585e-01|-4.981309e-07 + 76|1.663584e-01|-3.952959e-07 + 77|1.663584e-01|-4.544857e-07 + 78|1.663583e-01|-4.237579e-07 + 79|1.663582e-01|-4.382386e-07 + It. |Loss |Delta loss + -------------------------------- + 80|1.663582e-01|-3.646051e-07 + 81|1.663581e-01|-4.197994e-07 + 82|1.663580e-01|-4.072764e-07 + 83|1.663580e-01|-3.994645e-07 + 84|1.663579e-01|-4.842721e-07 + 85|1.663578e-01|-3.276486e-07 + 86|1.663578e-01|-3.737346e-07 + 87|1.663577e-01|-4.282043e-07 + 88|1.663576e-01|-4.020937e-07 + 89|1.663576e-01|-3.431951e-07 + 90|1.663575e-01|-3.052335e-07 + 91|1.663575e-01|-3.500538e-07 + 92|1.663574e-01|-3.063176e-07 + 93|1.663573e-01|-3.576367e-07 + 94|1.663573e-01|-3.224681e-07 + 95|1.663572e-01|-3.673221e-07 + 96|1.663572e-01|-3.635561e-07 + 97|1.663571e-01|-3.527236e-07 + 98|1.663571e-01|-2.788548e-07 + 99|1.663570e-01|-2.727141e-07 + It. |Loss |Delta loss + -------------------------------- + 100|1.663570e-01|-3.127278e-07 + 101|1.663569e-01|-2.637504e-07 + 102|1.663569e-01|-2.922750e-07 + 103|1.663568e-01|-3.076454e-07 + 104|1.663568e-01|-2.911509e-07 + 105|1.663567e-01|-2.403398e-07 + 106|1.663567e-01|-2.439790e-07 + 107|1.663567e-01|-2.634542e-07 + 108|1.663566e-01|-2.452203e-07 + 109|1.663566e-01|-2.852991e-07 + 110|1.663565e-01|-2.165490e-07 + 111|1.663565e-01|-2.450250e-07 + 112|1.663564e-01|-2.685294e-07 + 113|1.663564e-01|-2.821800e-07 + 114|1.663564e-01|-2.237390e-07 + 115|1.663563e-01|-1.992842e-07 + 116|1.663563e-01|-2.166739e-07 + 117|1.663563e-01|-2.086064e-07 + 118|1.663562e-01|-2.435945e-07 + 119|1.663562e-01|-2.292497e-07 + It. |Loss |Delta loss + -------------------------------- + 120|1.663561e-01|-2.366209e-07 + 121|1.663561e-01|-2.138746e-07 + 122|1.663561e-01|-2.009637e-07 + 123|1.663560e-01|-2.386258e-07 + 124|1.663560e-01|-1.927442e-07 + 125|1.663560e-01|-2.081681e-07 + 126|1.663559e-01|-1.759123e-07 + 127|1.663559e-01|-1.890771e-07 + 128|1.663559e-01|-1.971315e-07 + 129|1.663558e-01|-2.101983e-07 + 130|1.663558e-01|-2.035645e-07 + 131|1.663558e-01|-1.984492e-07 + 132|1.663557e-01|-1.849064e-07 + 133|1.663557e-01|-1.795703e-07 + 134|1.663557e-01|-1.624087e-07 + 135|1.663557e-01|-1.689557e-07 + 136|1.663556e-01|-1.644308e-07 + 137|1.663556e-01|-1.618007e-07 + 138|1.663556e-01|-1.483013e-07 + 139|1.663555e-01|-1.708771e-07 + It. |Loss |Delta loss + -------------------------------- + 140|1.663555e-01|-2.013847e-07 + 141|1.663555e-01|-1.721217e-07 + 142|1.663554e-01|-2.027911e-07 + 143|1.663554e-01|-1.764565e-07 + 144|1.663554e-01|-1.677151e-07 + 145|1.663554e-01|-1.351982e-07 + 146|1.663553e-01|-1.423360e-07 + 147|1.663553e-01|-1.541112e-07 + 148|1.663553e-01|-1.491601e-07 + 149|1.663553e-01|-1.466407e-07 + 150|1.663552e-01|-1.801524e-07 + 151|1.663552e-01|-1.714107e-07 + 152|1.663552e-01|-1.491257e-07 + 153|1.663552e-01|-1.513799e-07 + 154|1.663551e-01|-1.354539e-07 + 155|1.663551e-01|-1.233818e-07 + 156|1.663551e-01|-1.576219e-07 + 157|1.663551e-01|-1.452791e-07 + 158|1.663550e-01|-1.262867e-07 + 159|1.663550e-01|-1.316379e-07 + It. |Loss |Delta loss + -------------------------------- + 160|1.663550e-01|-1.295447e-07 + 161|1.663550e-01|-1.283286e-07 + 162|1.663550e-01|-1.569222e-07 + 163|1.663549e-01|-1.172942e-07 + 164|1.663549e-01|-1.399809e-07 + 165|1.663549e-01|-1.229432e-07 + 166|1.663549e-01|-1.326191e-07 + 167|1.663548e-01|-1.209694e-07 + 168|1.663548e-01|-1.372136e-07 + 169|1.663548e-01|-1.338395e-07 + 170|1.663548e-01|-1.416497e-07 + 171|1.663548e-01|-1.298576e-07 + 172|1.663547e-01|-1.190590e-07 + 173|1.663547e-01|-1.167083e-07 + 174|1.663547e-01|-1.069425e-07 + 175|1.663547e-01|-1.217780e-07 + 176|1.663547e-01|-1.140754e-07 + 177|1.663546e-01|-1.160707e-07 + 178|1.663546e-01|-1.101798e-07 + 179|1.663546e-01|-1.114904e-07 + It. |Loss |Delta loss + -------------------------------- + 180|1.663546e-01|-1.064022e-07 + 181|1.663546e-01|-9.258231e-08 + 182|1.663546e-01|-1.213120e-07 + 183|1.663545e-01|-1.164296e-07 + 184|1.663545e-01|-1.188762e-07 + 185|1.663545e-01|-9.394153e-08 + 186|1.663545e-01|-1.028656e-07 + 187|1.663545e-01|-1.115348e-07 + 188|1.663544e-01|-9.768310e-08 + 189|1.663544e-01|-1.021806e-07 + 190|1.663544e-01|-1.086303e-07 + 191|1.663544e-01|-9.879008e-08 + 192|1.663544e-01|-1.050210e-07 + 193|1.663544e-01|-1.002463e-07 + 194|1.663543e-01|-1.062747e-07 + 195|1.663543e-01|-9.348538e-08 + 196|1.663543e-01|-7.992512e-08 + 197|1.663543e-01|-9.558020e-08 + 198|1.663543e-01|-9.993772e-08 + 199|1.663543e-01|-8.588499e-08 + It. |Loss |Delta loss + -------------------------------- + 200|1.663543e-01|-8.737134e-08 + + +Solve EMD with entropic regularization +-------------------------------------- + + + +.. code-block:: python + + + #%% 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, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Ge, 'OT matrix Entrop. reg') + + + + +.. image:: /auto_examples/images/sphx_glr_plot_optim_OTreg_006.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|1.692289e-01|0.000000e+00 + 1|1.617643e-01|-4.614437e-02 + 2|1.612639e-01|-3.102965e-03 + 3|1.611291e-01|-8.371098e-04 + 4|1.610468e-01|-5.110558e-04 + 5|1.610198e-01|-1.672927e-04 + 6|1.610130e-01|-4.232417e-05 + 7|1.610090e-01|-2.513455e-05 + 8|1.610002e-01|-5.443507e-05 + 9|1.609996e-01|-3.657071e-06 + 10|1.609948e-01|-2.998735e-05 + 11|1.609695e-01|-1.569217e-04 + 12|1.609533e-01|-1.010779e-04 + 13|1.609520e-01|-8.043897e-06 + 14|1.609465e-01|-3.415246e-05 + 15|1.609386e-01|-4.898605e-05 + 16|1.609324e-01|-3.837052e-05 + 17|1.609298e-01|-1.617826e-05 + 18|1.609184e-01|-7.080015e-05 + 19|1.609083e-01|-6.273206e-05 + It. |Loss |Delta loss + -------------------------------- + 20|1.608988e-01|-5.940805e-05 + 21|1.608853e-01|-8.380030e-05 + 22|1.608844e-01|-5.185045e-06 + 23|1.608824e-01|-1.279113e-05 + 24|1.608819e-01|-3.156821e-06 + 25|1.608783e-01|-2.205746e-05 + 26|1.608764e-01|-1.189894e-05 + 27|1.608755e-01|-5.474607e-06 + 28|1.608737e-01|-1.144227e-05 + 29|1.608676e-01|-3.775335e-05 + 30|1.608638e-01|-2.348020e-05 + 31|1.608627e-01|-6.863136e-06 + 32|1.608529e-01|-6.110230e-05 + 33|1.608487e-01|-2.641106e-05 + 34|1.608409e-01|-4.823638e-05 + 35|1.608373e-01|-2.256641e-05 + 36|1.608338e-01|-2.132444e-05 + 37|1.608310e-01|-1.786649e-05 + 38|1.608260e-01|-3.103848e-05 + 39|1.608206e-01|-3.321265e-05 + It. |Loss |Delta loss + -------------------------------- + 40|1.608201e-01|-3.054747e-06 + 41|1.608195e-01|-4.198335e-06 + 42|1.608193e-01|-8.458736e-07 + 43|1.608159e-01|-2.153759e-05 + 44|1.608115e-01|-2.738314e-05 + 45|1.608108e-01|-3.960032e-06 + 46|1.608081e-01|-1.675447e-05 + 47|1.608072e-01|-5.976340e-06 + 48|1.608046e-01|-1.604130e-05 + 49|1.608020e-01|-1.617036e-05 + 50|1.608014e-01|-3.957795e-06 + 51|1.608011e-01|-1.292411e-06 + 52|1.607998e-01|-8.431795e-06 + 53|1.607964e-01|-2.127054e-05 + 54|1.607947e-01|-1.021878e-05 + 55|1.607947e-01|-3.560621e-07 + 56|1.607900e-01|-2.929781e-05 + 57|1.607890e-01|-5.740229e-06 + 58|1.607858e-01|-2.039550e-05 + 59|1.607836e-01|-1.319545e-05 + It. |Loss |Delta loss + -------------------------------- + 60|1.607826e-01|-6.378947e-06 + 61|1.607808e-01|-1.145102e-05 + 62|1.607776e-01|-1.941743e-05 + 63|1.607743e-01|-2.087422e-05 + 64|1.607741e-01|-1.310249e-06 + 65|1.607738e-01|-1.682752e-06 + 66|1.607691e-01|-2.913936e-05 + 67|1.607671e-01|-1.288855e-05 + 68|1.607654e-01|-1.002448e-05 + 69|1.607641e-01|-8.209492e-06 + 70|1.607632e-01|-5.588467e-06 + 71|1.607619e-01|-8.050388e-06 + 72|1.607618e-01|-9.417493e-07 + 73|1.607598e-01|-1.210509e-05 + 74|1.607591e-01|-4.392914e-06 + 75|1.607579e-01|-7.759587e-06 + 76|1.607574e-01|-2.760280e-06 + 77|1.607556e-01|-1.146469e-05 + 78|1.607550e-01|-3.689456e-06 + 79|1.607550e-01|-4.065631e-08 + It. |Loss |Delta loss + -------------------------------- + 80|1.607539e-01|-6.555681e-06 + 81|1.607528e-01|-7.177470e-06 + 82|1.607527e-01|-5.306068e-07 + 83|1.607514e-01|-7.816045e-06 + 84|1.607511e-01|-2.301970e-06 + 85|1.607504e-01|-4.281072e-06 + 86|1.607503e-01|-7.821886e-07 + 87|1.607480e-01|-1.403013e-05 + 88|1.607480e-01|-1.169298e-08 + 89|1.607473e-01|-4.235982e-06 + 90|1.607470e-01|-1.717105e-06 + 91|1.607470e-01|-6.148402e-09 + 92|1.607462e-01|-5.396481e-06 + 93|1.607461e-01|-5.194954e-07 + 94|1.607450e-01|-6.525707e-06 + 95|1.607442e-01|-5.332060e-06 + 96|1.607439e-01|-1.682093e-06 + 97|1.607437e-01|-1.594796e-06 + 98|1.607435e-01|-7.923812e-07 + 99|1.607420e-01|-9.738552e-06 + It. |Loss |Delta loss + -------------------------------- + 100|1.607419e-01|-1.022448e-07 + 101|1.607419e-01|-4.865999e-07 + 102|1.607418e-01|-7.092012e-07 + 103|1.607408e-01|-5.861815e-06 + 104|1.607402e-01|-3.953266e-06 + 105|1.607395e-01|-3.969572e-06 + 106|1.607390e-01|-3.612075e-06 + 107|1.607377e-01|-7.683735e-06 + 108|1.607365e-01|-7.777599e-06 + 109|1.607364e-01|-2.335096e-07 + 110|1.607364e-01|-4.562036e-07 + 111|1.607360e-01|-2.089538e-06 + 112|1.607356e-01|-2.755355e-06 + 113|1.607349e-01|-4.501960e-06 + 114|1.607347e-01|-1.160544e-06 + 115|1.607346e-01|-6.289450e-07 + 116|1.607345e-01|-2.092146e-07 + 117|1.607336e-01|-5.990866e-06 + 118|1.607330e-01|-3.348498e-06 + 119|1.607328e-01|-1.256222e-06 + It. |Loss |Delta loss + -------------------------------- + 120|1.607320e-01|-5.418353e-06 + 121|1.607318e-01|-8.296189e-07 + 122|1.607311e-01|-4.381608e-06 + 123|1.607310e-01|-8.913901e-07 + 124|1.607309e-01|-3.808821e-07 + 125|1.607302e-01|-4.608994e-06 + 126|1.607294e-01|-5.063777e-06 + 127|1.607290e-01|-2.532835e-06 + 128|1.607285e-01|-2.870049e-06 + 129|1.607284e-01|-4.892812e-07 + 130|1.607281e-01|-1.760452e-06 + 131|1.607279e-01|-1.727139e-06 + 132|1.607275e-01|-2.220706e-06 + 133|1.607271e-01|-2.516930e-06 + 134|1.607269e-01|-1.201434e-06 + 135|1.607269e-01|-2.183459e-09 + 136|1.607262e-01|-4.223011e-06 + 137|1.607258e-01|-2.530202e-06 + 138|1.607258e-01|-1.857260e-07 + 139|1.607256e-01|-1.401957e-06 + It. |Loss |Delta loss + -------------------------------- + 140|1.607250e-01|-3.242751e-06 + 141|1.607247e-01|-2.308071e-06 + 142|1.607247e-01|-4.730700e-08 + 143|1.607246e-01|-4.240229e-07 + 144|1.607242e-01|-2.484810e-06 + 145|1.607238e-01|-2.539206e-06 + 146|1.607234e-01|-2.535574e-06 + 147|1.607231e-01|-1.954802e-06 + 148|1.607228e-01|-1.765447e-06 + 149|1.607228e-01|-1.620007e-08 + 150|1.607222e-01|-3.615783e-06 + 151|1.607222e-01|-8.668516e-08 + 152|1.607215e-01|-4.000673e-06 + 153|1.607213e-01|-1.774103e-06 + 154|1.607213e-01|-6.328834e-09 + 155|1.607209e-01|-2.418783e-06 + 156|1.607208e-01|-2.848492e-07 + 157|1.607207e-01|-8.836043e-07 + 158|1.607205e-01|-1.192836e-06 + 159|1.607202e-01|-1.638022e-06 + It. |Loss |Delta loss + -------------------------------- + 160|1.607202e-01|-3.670914e-08 + 161|1.607197e-01|-3.153709e-06 + 162|1.607197e-01|-2.419565e-09 + 163|1.607194e-01|-2.136882e-06 + 164|1.607194e-01|-1.173754e-09 + 165|1.607192e-01|-8.169238e-07 + 166|1.607191e-01|-9.218755e-07 + 167|1.607189e-01|-9.459255e-07 + 168|1.607187e-01|-1.294835e-06 + 169|1.607186e-01|-5.797668e-07 + 170|1.607186e-01|-4.706272e-08 + 171|1.607183e-01|-1.753383e-06 + 172|1.607183e-01|-1.681573e-07 + 173|1.607183e-01|-2.563971e-10 + + +Solve EMD with Frobenius norm + entropic regularization +------------------------------------------------------- + + + +.. code-block:: python + + + #%% 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 + + 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() + + + +.. image:: /auto_examples/images/sphx_glr_plot_optim_OTreg_008.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|1.693084e-01|0.000000e+00 + 1|1.610121e-01|-5.152589e-02 + 2|1.609378e-01|-4.622297e-04 + 3|1.609284e-01|-5.830043e-05 + 4|1.609284e-01|-1.111407e-12 + + +**Total running time of the script:** ( 0 minutes 1.990 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_optim_OTreg.py <plot_optim_OTreg.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_optim_OTreg.ipynb <plot_optim_OTreg.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_classes.ipynb b/docs/source/auto_examples/plot_otda_classes.ipynb new file mode 100644 index 0000000..643e760 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_classes.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# OT for domain adaptation\n\n\nThis example introduces a domain adaptation in a 2D setting and the 4 OTDA\napproaches currently supported in POT.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Authors: Remi Flamary <remi.flamary@unice.fr>\n# Stanislas Chambon <stan.chambon@gmail.com>\n#\n# License: MIT License\n\nimport matplotlib.pylab as pl\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source_samples = 150\nn_target_samples = 150\n\nXs, ys = ot.datasets.make_data_classif('3gauss', n_source_samples)\nXt, yt = ot.datasets.make_data_classif('3gauss2', n_target_samples)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Instantiate the different transport algorithms and fit them\n-----------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# EMD Transport\not_emd = ot.da.EMDTransport()\not_emd.fit(Xs=Xs, Xt=Xt)\n\n# Sinkhorn Transport\not_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1)\not_sinkhorn.fit(Xs=Xs, Xt=Xt)\n\n# Sinkhorn Transport with Group lasso regularization\not_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0)\not_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt)\n\n# Sinkhorn Transport with Group lasso regularization l1l2\not_l1l2 = ot.da.SinkhornL1l2Transport(reg_e=1e-1, reg_cl=2e0, max_iter=20,\n verbose=True)\not_l1l2.fit(Xs=Xs, ys=ys, Xt=Xt)\n\n# transport source samples onto target samples\ntransp_Xs_emd = ot_emd.transform(Xs=Xs)\ntransp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs)\ntransp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs)\ntransp_Xs_l1l2 = ot_l1l2.transform(Xs=Xs)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 1 : plots source and target samples\n---------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, figsize=(10, 5))\npl.subplot(1, 2, 1)\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.xticks([])\npl.yticks([])\npl.legend(loc=0)\npl.title('Source samples')\n\npl.subplot(1, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.xticks([])\npl.yticks([])\npl.legend(loc=0)\npl.title('Target samples')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 2 : plot optimal couplings and transported samples\n------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "param_img = {'interpolation': 'nearest'}\n\npl.figure(2, figsize=(15, 8))\npl.subplot(2, 4, 1)\npl.imshow(ot_emd.coupling_, **param_img)\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nEMDTransport')\n\npl.subplot(2, 4, 2)\npl.imshow(ot_sinkhorn.coupling_, **param_img)\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nSinkhornTransport')\n\npl.subplot(2, 4, 3)\npl.imshow(ot_lpl1.coupling_, **param_img)\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nSinkhornLpl1Transport')\n\npl.subplot(2, 4, 4)\npl.imshow(ot_l1l2.coupling_, **param_img)\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nSinkhornL1l2Transport')\n\npl.subplot(2, 4, 5)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.3)\npl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.xticks([])\npl.yticks([])\npl.title('Transported samples\\nEmdTransport')\npl.legend(loc=\"lower left\")\n\npl.subplot(2, 4, 6)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.3)\npl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.xticks([])\npl.yticks([])\npl.title('Transported samples\\nSinkhornTransport')\n\npl.subplot(2, 4, 7)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.3)\npl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.xticks([])\npl.yticks([])\npl.title('Transported samples\\nSinkhornLpl1Transport')\n\npl.subplot(2, 4, 8)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.3)\npl.scatter(transp_Xs_l1l2[:, 0], transp_Xs_l1l2[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.xticks([])\npl.yticks([])\npl.title('Transported samples\\nSinkhornL1l2Transport')\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_classes.py b/docs/source/auto_examples/plot_otda_classes.py new file mode 100644 index 0000000..c311fbd --- /dev/null +++ b/docs/source/auto_examples/plot_otda_classes.py @@ -0,0 +1,150 @@ +# -*- coding: utf-8 -*- +""" +======================== +OT for domain adaptation +======================== + +This example introduces a domain adaptation in a 2D setting and the 4 OTDA +approaches currently supported in POT. + +""" + +# Authors: Remi Flamary <remi.flamary@unice.fr> +# Stanislas Chambon <stan.chambon@gmail.com> +# +# License: MIT License + +import matplotlib.pylab as pl +import ot + + +############################################################################## +# Generate data +# ------------- + +n_source_samples = 150 +n_target_samples = 150 + +Xs, ys = ot.datasets.make_data_classif('3gauss', n_source_samples) +Xt, yt = ot.datasets.make_data_classif('3gauss2', n_target_samples) + + +############################################################################## +# Instantiate the different transport algorithms and fit them +# ----------------------------------------------------------- + +# EMD Transport +ot_emd = ot.da.EMDTransport() +ot_emd.fit(Xs=Xs, Xt=Xt) + +# Sinkhorn Transport +ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) +ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + +# Sinkhorn Transport with Group lasso regularization +ot_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0) +ot_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt) + +# Sinkhorn Transport with Group lasso regularization l1l2 +ot_l1l2 = ot.da.SinkhornL1l2Transport(reg_e=1e-1, reg_cl=2e0, max_iter=20, + verbose=True) +ot_l1l2.fit(Xs=Xs, ys=ys, Xt=Xt) + +# transport source samples onto target samples +transp_Xs_emd = ot_emd.transform(Xs=Xs) +transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs) +transp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs) +transp_Xs_l1l2 = ot_l1l2.transform(Xs=Xs) + + +############################################################################## +# Fig 1 : plots source and target samples +# --------------------------------------- + +pl.figure(1, figsize=(10, 5)) +pl.subplot(1, 2, 1) +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.xticks([]) +pl.yticks([]) +pl.legend(loc=0) +pl.title('Source samples') + +pl.subplot(1, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.xticks([]) +pl.yticks([]) +pl.legend(loc=0) +pl.title('Target samples') +pl.tight_layout() + + +############################################################################## +# Fig 2 : plot optimal couplings and transported samples +# ------------------------------------------------------ + +param_img = {'interpolation': 'nearest'} + +pl.figure(2, figsize=(15, 8)) +pl.subplot(2, 4, 1) +pl.imshow(ot_emd.coupling_, **param_img) +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nEMDTransport') + +pl.subplot(2, 4, 2) +pl.imshow(ot_sinkhorn.coupling_, **param_img) +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nSinkhornTransport') + +pl.subplot(2, 4, 3) +pl.imshow(ot_lpl1.coupling_, **param_img) +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nSinkhornLpl1Transport') + +pl.subplot(2, 4, 4) +pl.imshow(ot_l1l2.coupling_, **param_img) +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nSinkhornL1l2Transport') + +pl.subplot(2, 4, 5) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) +pl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.xticks([]) +pl.yticks([]) +pl.title('Transported samples\nEmdTransport') +pl.legend(loc="lower left") + +pl.subplot(2, 4, 6) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) +pl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.xticks([]) +pl.yticks([]) +pl.title('Transported samples\nSinkhornTransport') + +pl.subplot(2, 4, 7) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) +pl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.xticks([]) +pl.yticks([]) +pl.title('Transported samples\nSinkhornLpl1Transport') + +pl.subplot(2, 4, 8) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) +pl.scatter(transp_Xs_l1l2[:, 0], transp_Xs_l1l2[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.xticks([]) +pl.yticks([]) +pl.title('Transported samples\nSinkhornL1l2Transport') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_otda_classes.rst b/docs/source/auto_examples/plot_otda_classes.rst new file mode 100644 index 0000000..19756ff --- /dev/null +++ b/docs/source/auto_examples/plot_otda_classes.rst @@ -0,0 +1,263 @@ + + +.. _sphx_glr_auto_examples_plot_otda_classes.py: + + +======================== +OT for domain adaptation +======================== + +This example introduces a domain adaptation in a 2D setting and the 4 OTDA +approaches currently supported in POT. + + + + +.. code-block:: python + + + # Authors: Remi Flamary <remi.flamary@unice.fr> + # Stanislas Chambon <stan.chambon@gmail.com> + # + # License: MIT License + + import matplotlib.pylab as pl + import ot + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + n_source_samples = 150 + n_target_samples = 150 + + Xs, ys = ot.datasets.make_data_classif('3gauss', n_source_samples) + Xt, yt = ot.datasets.make_data_classif('3gauss2', n_target_samples) + + + + + + + + +Instantiate the different transport algorithms and fit them +----------------------------------------------------------- + + + +.. code-block:: python + + + # EMD Transport + ot_emd = ot.da.EMDTransport() + ot_emd.fit(Xs=Xs, Xt=Xt) + + # Sinkhorn Transport + ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) + ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + + # Sinkhorn Transport with Group lasso regularization + ot_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0) + ot_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt) + + # Sinkhorn Transport with Group lasso regularization l1l2 + ot_l1l2 = ot.da.SinkhornL1l2Transport(reg_e=1e-1, reg_cl=2e0, max_iter=20, + verbose=True) + ot_l1l2.fit(Xs=Xs, ys=ys, Xt=Xt) + + # transport source samples onto target samples + transp_Xs_emd = ot_emd.transform(Xs=Xs) + transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs) + transp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs) + transp_Xs_l1l2 = ot_l1l2.transform(Xs=Xs) + + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|9.566309e+00|0.000000e+00 + 1|2.169680e+00|-3.409088e+00 + 2|1.914989e+00|-1.329986e-01 + 3|1.860251e+00|-2.942498e-02 + 4|1.838073e+00|-1.206621e-02 + 5|1.827064e+00|-6.025122e-03 + 6|1.820899e+00|-3.386082e-03 + 7|1.817290e+00|-1.985705e-03 + 8|1.814644e+00|-1.458223e-03 + 9|1.812661e+00|-1.093816e-03 + 10|1.810239e+00|-1.338121e-03 + 11|1.809100e+00|-6.296940e-04 + 12|1.807939e+00|-6.420646e-04 + 13|1.806965e+00|-5.389118e-04 + 14|1.806822e+00|-7.889599e-05 + 15|1.806193e+00|-3.482356e-04 + 16|1.805735e+00|-2.536930e-04 + 17|1.805321e+00|-2.292667e-04 + 18|1.804389e+00|-5.170222e-04 + 19|1.803908e+00|-2.661907e-04 + It. |Loss |Delta loss + -------------------------------- + 20|1.803696e+00|-1.178279e-04 + + +Fig 1 : plots source and target samples +--------------------------------------- + + + +.. code-block:: python + + + pl.figure(1, figsize=(10, 5)) + pl.subplot(1, 2, 1) + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.xticks([]) + pl.yticks([]) + pl.legend(loc=0) + pl.title('Source samples') + + pl.subplot(1, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.xticks([]) + pl.yticks([]) + pl.legend(loc=0) + pl.title('Target samples') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_classes_001.png + :align: center + + + + +Fig 2 : plot optimal couplings and transported samples +------------------------------------------------------ + + + +.. code-block:: python + + + param_img = {'interpolation': 'nearest'} + + pl.figure(2, figsize=(15, 8)) + pl.subplot(2, 4, 1) + pl.imshow(ot_emd.coupling_, **param_img) + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nEMDTransport') + + pl.subplot(2, 4, 2) + pl.imshow(ot_sinkhorn.coupling_, **param_img) + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nSinkhornTransport') + + pl.subplot(2, 4, 3) + pl.imshow(ot_lpl1.coupling_, **param_img) + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nSinkhornLpl1Transport') + + pl.subplot(2, 4, 4) + pl.imshow(ot_l1l2.coupling_, **param_img) + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nSinkhornL1l2Transport') + + pl.subplot(2, 4, 5) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) + pl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.xticks([]) + pl.yticks([]) + pl.title('Transported samples\nEmdTransport') + pl.legend(loc="lower left") + + pl.subplot(2, 4, 6) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) + pl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.xticks([]) + pl.yticks([]) + pl.title('Transported samples\nSinkhornTransport') + + pl.subplot(2, 4, 7) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) + pl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.xticks([]) + pl.yticks([]) + pl.title('Transported samples\nSinkhornLpl1Transport') + + pl.subplot(2, 4, 8) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.3) + pl.scatter(transp_Xs_l1l2[:, 0], transp_Xs_l1l2[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.xticks([]) + pl.yticks([]) + pl.title('Transported samples\nSinkhornL1l2Transport') + pl.tight_layout() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_classes_003.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 1.423 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_classes.py <plot_otda_classes.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_classes.ipynb <plot_otda_classes.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_color_images.ipynb b/docs/source/auto_examples/plot_otda_color_images.ipynb new file mode 100644 index 0000000..103bdec --- /dev/null +++ b/docs/source/auto_examples/plot_otda_color_images.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# OT for image color adaptation\n\n\nThis example presents a way of transferring colors between two images\nwith Optimal Transport as introduced in [6]\n\n[6] Ferradans, S., Papadakis, N., Peyre, G., & Aujol, J. F. (2014).\nRegularized discrete optimal transport.\nSIAM Journal on Imaging Sciences, 7(3), 1853-1882.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Authors: Remi Flamary <remi.flamary@unice.fr>\n# Stanislas Chambon <stan.chambon@gmail.com>\n#\n# License: MIT License\n\nimport numpy as np\nfrom scipy import ndimage\nimport matplotlib.pylab as pl\nimport ot\n\n\nr = np.random.RandomState(42)\n\n\ndef im2mat(I):\n \"\"\"Converts an image to matrix (one pixel per line)\"\"\"\n return I.reshape((I.shape[0] * I.shape[1], I.shape[2]))\n\n\ndef mat2im(X, shape):\n \"\"\"Converts back a matrix to an image\"\"\"\n return X.reshape(shape)\n\n\ndef minmax(I):\n return np.clip(I, 0, 1)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Loading images\nI1 = ndimage.imread('../data/ocean_day.jpg').astype(np.float64) / 256\nI2 = ndimage.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256\n\nX1 = im2mat(I1)\nX2 = im2mat(I2)\n\n# training samples\nnb = 1000\nidx1 = r.randint(X1.shape[0], size=(nb,))\nidx2 = r.randint(X2.shape[0], size=(nb,))\n\nXs = X1[idx1, :]\nXt = X2[idx2, :]" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot original image\n-------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, figsize=(6.4, 3))\n\npl.subplot(1, 2, 1)\npl.imshow(I1)\npl.axis('off')\npl.title('Image 1')\n\npl.subplot(1, 2, 2)\npl.imshow(I2)\npl.axis('off')\npl.title('Image 2')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Scatter plot of colors\n----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2, figsize=(6.4, 3))\n\npl.subplot(1, 2, 1)\npl.scatter(Xs[:, 0], Xs[:, 2], c=Xs)\npl.axis([0, 1, 0, 1])\npl.xlabel('Red')\npl.ylabel('Blue')\npl.title('Image 1')\n\npl.subplot(1, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 2], c=Xt)\npl.axis([0, 1, 0, 1])\npl.xlabel('Red')\npl.ylabel('Blue')\npl.title('Image 2')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Instantiate the different transport algorithms and fit them\n-----------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# EMDTransport\not_emd = ot.da.EMDTransport()\not_emd.fit(Xs=Xs, Xt=Xt)\n\n# SinkhornTransport\not_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1)\not_sinkhorn.fit(Xs=Xs, Xt=Xt)\n\n# prediction between images (using out of sample prediction as in [6])\ntransp_Xs_emd = ot_emd.transform(Xs=X1)\ntransp_Xt_emd = ot_emd.inverse_transform(Xt=X2)\n\ntransp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=X1)\ntransp_Xt_sinkhorn = ot_sinkhorn.inverse_transform(Xt=X2)\n\nI1t = minmax(mat2im(transp_Xs_emd, I1.shape))\nI2t = minmax(mat2im(transp_Xt_emd, I2.shape))\n\nI1te = minmax(mat2im(transp_Xs_sinkhorn, I1.shape))\nI2te = minmax(mat2im(transp_Xt_sinkhorn, I2.shape))" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot new images\n---------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(3, figsize=(8, 4))\n\npl.subplot(2, 3, 1)\npl.imshow(I1)\npl.axis('off')\npl.title('Image 1')\n\npl.subplot(2, 3, 2)\npl.imshow(I1t)\npl.axis('off')\npl.title('Image 1 Adapt')\n\npl.subplot(2, 3, 3)\npl.imshow(I1te)\npl.axis('off')\npl.title('Image 1 Adapt (reg)')\n\npl.subplot(2, 3, 4)\npl.imshow(I2)\npl.axis('off')\npl.title('Image 2')\n\npl.subplot(2, 3, 5)\npl.imshow(I2t)\npl.axis('off')\npl.title('Image 2 Adapt')\n\npl.subplot(2, 3, 6)\npl.imshow(I2te)\npl.axis('off')\npl.title('Image 2 Adapt (reg)')\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.7" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_color_images.py b/docs/source/auto_examples/plot_otda_color_images.py new file mode 100644 index 0000000..62383a2 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_color_images.py @@ -0,0 +1,165 @@ +# -*- coding: utf-8 -*- +""" +============================= +OT for image color adaptation +============================= + +This example presents a way of transferring colors between two images +with Optimal Transport as introduced in [6] + +[6] Ferradans, S., Papadakis, N., Peyre, G., & Aujol, J. F. (2014). +Regularized discrete optimal transport. +SIAM Journal on Imaging Sciences, 7(3), 1853-1882. +""" + +# Authors: Remi Flamary <remi.flamary@unice.fr> +# Stanislas Chambon <stan.chambon@gmail.com> +# +# License: MIT License + +import numpy as np +from scipy import ndimage +import matplotlib.pylab as pl +import ot + + +r = np.random.RandomState(42) + + +def im2mat(I): + """Converts an image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + +def mat2im(X, shape): + """Converts back a matrix to an image""" + return X.reshape(shape) + + +def minmax(I): + return np.clip(I, 0, 1) + + +############################################################################## +# Generate data +# ------------- + +# Loading images +I1 = ndimage.imread('../data/ocean_day.jpg').astype(np.float64) / 256 +I2 = ndimage.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256 + +X1 = im2mat(I1) +X2 = im2mat(I2) + +# training samples +nb = 1000 +idx1 = r.randint(X1.shape[0], size=(nb,)) +idx2 = r.randint(X2.shape[0], size=(nb,)) + +Xs = X1[idx1, :] +Xt = X2[idx2, :] + + +############################################################################## +# Plot original image +# ------------------- + +pl.figure(1, figsize=(6.4, 3)) + +pl.subplot(1, 2, 1) +pl.imshow(I1) +pl.axis('off') +pl.title('Image 1') + +pl.subplot(1, 2, 2) +pl.imshow(I2) +pl.axis('off') +pl.title('Image 2') + + +############################################################################## +# Scatter plot of colors +# ---------------------- + +pl.figure(2, figsize=(6.4, 3)) + +pl.subplot(1, 2, 1) +pl.scatter(Xs[:, 0], Xs[:, 2], c=Xs) +pl.axis([0, 1, 0, 1]) +pl.xlabel('Red') +pl.ylabel('Blue') +pl.title('Image 1') + +pl.subplot(1, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 2], c=Xt) +pl.axis([0, 1, 0, 1]) +pl.xlabel('Red') +pl.ylabel('Blue') +pl.title('Image 2') +pl.tight_layout() + + +############################################################################## +# Instantiate the different transport algorithms and fit them +# ----------------------------------------------------------- + +# EMDTransport +ot_emd = ot.da.EMDTransport() +ot_emd.fit(Xs=Xs, Xt=Xt) + +# SinkhornTransport +ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) +ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + +# prediction between images (using out of sample prediction as in [6]) +transp_Xs_emd = ot_emd.transform(Xs=X1) +transp_Xt_emd = ot_emd.inverse_transform(Xt=X2) + +transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=X1) +transp_Xt_sinkhorn = ot_sinkhorn.inverse_transform(Xt=X2) + +I1t = minmax(mat2im(transp_Xs_emd, I1.shape)) +I2t = minmax(mat2im(transp_Xt_emd, I2.shape)) + +I1te = minmax(mat2im(transp_Xs_sinkhorn, I1.shape)) +I2te = minmax(mat2im(transp_Xt_sinkhorn, I2.shape)) + + +############################################################################## +# Plot new images +# --------------- + +pl.figure(3, figsize=(8, 4)) + +pl.subplot(2, 3, 1) +pl.imshow(I1) +pl.axis('off') +pl.title('Image 1') + +pl.subplot(2, 3, 2) +pl.imshow(I1t) +pl.axis('off') +pl.title('Image 1 Adapt') + +pl.subplot(2, 3, 3) +pl.imshow(I1te) +pl.axis('off') +pl.title('Image 1 Adapt (reg)') + +pl.subplot(2, 3, 4) +pl.imshow(I2) +pl.axis('off') +pl.title('Image 2') + +pl.subplot(2, 3, 5) +pl.imshow(I2t) +pl.axis('off') +pl.title('Image 2 Adapt') + +pl.subplot(2, 3, 6) +pl.imshow(I2te) +pl.axis('off') +pl.title('Image 2 Adapt (reg)') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_otda_color_images.rst b/docs/source/auto_examples/plot_otda_color_images.rst new file mode 100644 index 0000000..ab0406e --- /dev/null +++ b/docs/source/auto_examples/plot_otda_color_images.rst @@ -0,0 +1,262 @@ + + +.. _sphx_glr_auto_examples_plot_otda_color_images.py: + + +============================= +OT for image color adaptation +============================= + +This example presents a way of transferring colors between two images +with Optimal Transport as introduced in [6] + +[6] Ferradans, S., Papadakis, N., Peyre, G., & Aujol, J. F. (2014). +Regularized discrete optimal transport. +SIAM Journal on Imaging Sciences, 7(3), 1853-1882. + + + +.. code-block:: python + + + # Authors: Remi Flamary <remi.flamary@unice.fr> + # Stanislas Chambon <stan.chambon@gmail.com> + # + # License: MIT License + + import numpy as np + from scipy import ndimage + import matplotlib.pylab as pl + import ot + + + r = np.random.RandomState(42) + + + def im2mat(I): + """Converts an image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + + def mat2im(X, shape): + """Converts back a matrix to an image""" + return X.reshape(shape) + + + def minmax(I): + return np.clip(I, 0, 1) + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + # Loading images + I1 = ndimage.imread('../data/ocean_day.jpg').astype(np.float64) / 256 + I2 = ndimage.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256 + + X1 = im2mat(I1) + X2 = im2mat(I2) + + # training samples + nb = 1000 + idx1 = r.randint(X1.shape[0], size=(nb,)) + idx2 = r.randint(X2.shape[0], size=(nb,)) + + Xs = X1[idx1, :] + Xt = X2[idx2, :] + + + + + + + + +Plot original image +------------------- + + + +.. code-block:: python + + + pl.figure(1, figsize=(6.4, 3)) + + pl.subplot(1, 2, 1) + pl.imshow(I1) + pl.axis('off') + pl.title('Image 1') + + pl.subplot(1, 2, 2) + pl.imshow(I2) + pl.axis('off') + pl.title('Image 2') + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_color_images_001.png + :align: center + + + + +Scatter plot of colors +---------------------- + + + +.. code-block:: python + + + pl.figure(2, figsize=(6.4, 3)) + + pl.subplot(1, 2, 1) + pl.scatter(Xs[:, 0], Xs[:, 2], c=Xs) + pl.axis([0, 1, 0, 1]) + pl.xlabel('Red') + pl.ylabel('Blue') + pl.title('Image 1') + + pl.subplot(1, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 2], c=Xt) + pl.axis([0, 1, 0, 1]) + pl.xlabel('Red') + pl.ylabel('Blue') + pl.title('Image 2') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_color_images_003.png + :align: center + + + + +Instantiate the different transport algorithms and fit them +----------------------------------------------------------- + + + +.. code-block:: python + + + # EMDTransport + ot_emd = ot.da.EMDTransport() + ot_emd.fit(Xs=Xs, Xt=Xt) + + # SinkhornTransport + ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) + ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + + # prediction between images (using out of sample prediction as in [6]) + transp_Xs_emd = ot_emd.transform(Xs=X1) + transp_Xt_emd = ot_emd.inverse_transform(Xt=X2) + + transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=X1) + transp_Xt_sinkhorn = ot_sinkhorn.inverse_transform(Xt=X2) + + I1t = minmax(mat2im(transp_Xs_emd, I1.shape)) + I2t = minmax(mat2im(transp_Xt_emd, I2.shape)) + + I1te = minmax(mat2im(transp_Xs_sinkhorn, I1.shape)) + I2te = minmax(mat2im(transp_Xt_sinkhorn, I2.shape)) + + + + + + + + +Plot new images +--------------- + + + +.. code-block:: python + + + pl.figure(3, figsize=(8, 4)) + + pl.subplot(2, 3, 1) + pl.imshow(I1) + pl.axis('off') + pl.title('Image 1') + + pl.subplot(2, 3, 2) + pl.imshow(I1t) + pl.axis('off') + pl.title('Image 1 Adapt') + + pl.subplot(2, 3, 3) + pl.imshow(I1te) + pl.axis('off') + pl.title('Image 1 Adapt (reg)') + + pl.subplot(2, 3, 4) + pl.imshow(I2) + pl.axis('off') + pl.title('Image 2') + + pl.subplot(2, 3, 5) + pl.imshow(I2t) + pl.axis('off') + pl.title('Image 2 Adapt') + + pl.subplot(2, 3, 6) + pl.imshow(I2te) + pl.axis('off') + pl.title('Image 2 Adapt (reg)') + pl.tight_layout() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_color_images_005.png + :align: center + + + + +**Total running time of the script:** ( 3 minutes 55.541 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_color_images.py <plot_otda_color_images.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_color_images.ipynb <plot_otda_color_images.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_d2.ipynb b/docs/source/auto_examples/plot_otda_d2.ipynb new file mode 100644 index 0000000..b9002ee --- /dev/null +++ b/docs/source/auto_examples/plot_otda_d2.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# OT for domain adaptation on empirical distributions\n\n\nThis example introduces a domain adaptation in a 2D setting. It explicits\nthe problem of domain adaptation and introduces some optimal transport\napproaches to solve it.\n\nQuantities such as optimal couplings, greater coupling coefficients and\ntransported samples are represented in order to give a visual understanding\nof what the transport methods are doing.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Authors: Remi Flamary <remi.flamary@unice.fr>\n# Stanislas Chambon <stan.chambon@gmail.com>\n#\n# License: MIT License\n\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_samples_source = 150\nn_samples_target = 150\n\nXs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source)\nXt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target)\n\n# Cost matrix\nM = ot.dist(Xs, Xt, metric='sqeuclidean')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Instantiate the different transport algorithms and fit them\n-----------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# EMD Transport\not_emd = ot.da.EMDTransport()\not_emd.fit(Xs=Xs, Xt=Xt)\n\n# Sinkhorn Transport\not_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1)\not_sinkhorn.fit(Xs=Xs, Xt=Xt)\n\n# Sinkhorn Transport with Group lasso regularization\not_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0)\not_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt)\n\n# transport source samples onto target samples\ntransp_Xs_emd = ot_emd.transform(Xs=Xs)\ntransp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs)\ntransp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 1 : plots source and target samples + matrix of pairwise distance\n---------------------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, figsize=(10, 10))\npl.subplot(2, 2, 1)\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.xticks([])\npl.yticks([])\npl.legend(loc=0)\npl.title('Source samples')\n\npl.subplot(2, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.xticks([])\npl.yticks([])\npl.legend(loc=0)\npl.title('Target samples')\n\npl.subplot(2, 2, 3)\npl.imshow(M, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Matrix of pairwise distances')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 2 : plots optimal couplings for the different methods\n---------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2, figsize=(10, 6))\n\npl.subplot(2, 3, 1)\npl.imshow(ot_emd.coupling_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nEMDTransport')\n\npl.subplot(2, 3, 2)\npl.imshow(ot_sinkhorn.coupling_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nSinkhornTransport')\n\npl.subplot(2, 3, 3)\npl.imshow(ot_lpl1.coupling_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nSinkhornLpl1Transport')\n\npl.subplot(2, 3, 4)\not.plot.plot2D_samples_mat(Xs, Xt, ot_emd.coupling_, c=[.5, .5, 1])\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.xticks([])\npl.yticks([])\npl.title('Main coupling coefficients\\nEMDTransport')\n\npl.subplot(2, 3, 5)\not.plot.plot2D_samples_mat(Xs, Xt, ot_sinkhorn.coupling_, c=[.5, .5, 1])\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.xticks([])\npl.yticks([])\npl.title('Main coupling coefficients\\nSinkhornTransport')\n\npl.subplot(2, 3, 6)\not.plot.plot2D_samples_mat(Xs, Xt, ot_lpl1.coupling_, c=[.5, .5, 1])\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.xticks([])\npl.yticks([])\npl.title('Main coupling coefficients\\nSinkhornLpl1Transport')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 3 : plot transported samples\n--------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# display transported samples\npl.figure(4, figsize=(10, 4))\npl.subplot(1, 3, 1)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.5)\npl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.title('Transported samples\\nEmdTransport')\npl.legend(loc=0)\npl.xticks([])\npl.yticks([])\n\npl.subplot(1, 3, 2)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.5)\npl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.title('Transported samples\\nSinkhornTransport')\npl.xticks([])\npl.yticks([])\n\npl.subplot(1, 3, 3)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.5)\npl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.title('Transported samples\\nSinkhornLpl1Transport')\npl.xticks([])\npl.yticks([])\n\npl.tight_layout()\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_d2.py b/docs/source/auto_examples/plot_otda_d2.py new file mode 100644 index 0000000..cf22c2f --- /dev/null +++ b/docs/source/auto_examples/plot_otda_d2.py @@ -0,0 +1,172 @@ +# -*- coding: utf-8 -*- +""" +=================================================== +OT for domain adaptation on empirical distributions +=================================================== + +This example introduces a domain adaptation in a 2D setting. It explicits +the problem of domain adaptation and introduces some optimal transport +approaches to solve it. + +Quantities such as optimal couplings, greater coupling coefficients and +transported samples are represented in order to give a visual understanding +of what the transport methods are doing. +""" + +# Authors: Remi Flamary <remi.flamary@unice.fr> +# Stanislas Chambon <stan.chambon@gmail.com> +# +# License: MIT License + +import matplotlib.pylab as pl +import ot +import ot.plot + +############################################################################## +# generate data +# ------------- + +n_samples_source = 150 +n_samples_target = 150 + +Xs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source) +Xt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target) + +# Cost matrix +M = ot.dist(Xs, Xt, metric='sqeuclidean') + + +############################################################################## +# Instantiate the different transport algorithms and fit them +# ----------------------------------------------------------- + +# EMD Transport +ot_emd = ot.da.EMDTransport() +ot_emd.fit(Xs=Xs, Xt=Xt) + +# Sinkhorn Transport +ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) +ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + +# Sinkhorn Transport with Group lasso regularization +ot_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0) +ot_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt) + +# transport source samples onto target samples +transp_Xs_emd = ot_emd.transform(Xs=Xs) +transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs) +transp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs) + + +############################################################################## +# Fig 1 : plots source and target samples + matrix of pairwise distance +# --------------------------------------------------------------------- + +pl.figure(1, figsize=(10, 10)) +pl.subplot(2, 2, 1) +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.xticks([]) +pl.yticks([]) +pl.legend(loc=0) +pl.title('Source samples') + +pl.subplot(2, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.xticks([]) +pl.yticks([]) +pl.legend(loc=0) +pl.title('Target samples') + +pl.subplot(2, 2, 3) +pl.imshow(M, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Matrix of pairwise distances') +pl.tight_layout() + + +############################################################################## +# Fig 2 : plots optimal couplings for the different methods +# --------------------------------------------------------- +pl.figure(2, figsize=(10, 6)) + +pl.subplot(2, 3, 1) +pl.imshow(ot_emd.coupling_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nEMDTransport') + +pl.subplot(2, 3, 2) +pl.imshow(ot_sinkhorn.coupling_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nSinkhornTransport') + +pl.subplot(2, 3, 3) +pl.imshow(ot_lpl1.coupling_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nSinkhornLpl1Transport') + +pl.subplot(2, 3, 4) +ot.plot.plot2D_samples_mat(Xs, Xt, ot_emd.coupling_, c=[.5, .5, 1]) +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.xticks([]) +pl.yticks([]) +pl.title('Main coupling coefficients\nEMDTransport') + +pl.subplot(2, 3, 5) +ot.plot.plot2D_samples_mat(Xs, Xt, ot_sinkhorn.coupling_, c=[.5, .5, 1]) +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.xticks([]) +pl.yticks([]) +pl.title('Main coupling coefficients\nSinkhornTransport') + +pl.subplot(2, 3, 6) +ot.plot.plot2D_samples_mat(Xs, Xt, ot_lpl1.coupling_, c=[.5, .5, 1]) +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.xticks([]) +pl.yticks([]) +pl.title('Main coupling coefficients\nSinkhornLpl1Transport') +pl.tight_layout() + + +############################################################################## +# Fig 3 : plot transported samples +# -------------------------------- + +# display transported samples +pl.figure(4, figsize=(10, 4)) +pl.subplot(1, 3, 1) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) +pl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.title('Transported samples\nEmdTransport') +pl.legend(loc=0) +pl.xticks([]) +pl.yticks([]) + +pl.subplot(1, 3, 2) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) +pl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.title('Transported samples\nSinkhornTransport') +pl.xticks([]) +pl.yticks([]) + +pl.subplot(1, 3, 3) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) +pl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.title('Transported samples\nSinkhornLpl1Transport') +pl.xticks([]) +pl.yticks([]) + +pl.tight_layout() +pl.show() diff --git a/docs/source/auto_examples/plot_otda_d2.rst b/docs/source/auto_examples/plot_otda_d2.rst new file mode 100644 index 0000000..80cc34c --- /dev/null +++ b/docs/source/auto_examples/plot_otda_d2.rst @@ -0,0 +1,269 @@ + + +.. _sphx_glr_auto_examples_plot_otda_d2.py: + + +=================================================== +OT for domain adaptation on empirical distributions +=================================================== + +This example introduces a domain adaptation in a 2D setting. It explicits +the problem of domain adaptation and introduces some optimal transport +approaches to solve it. + +Quantities such as optimal couplings, greater coupling coefficients and +transported samples are represented in order to give a visual understanding +of what the transport methods are doing. + + + +.. code-block:: python + + + # Authors: Remi Flamary <remi.flamary@unice.fr> + # Stanislas Chambon <stan.chambon@gmail.com> + # + # License: MIT License + + import matplotlib.pylab as pl + import ot + import ot.plot + + + + + + + +generate data +------------- + + + +.. code-block:: python + + + n_samples_source = 150 + n_samples_target = 150 + + Xs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source) + Xt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target) + + # Cost matrix + M = ot.dist(Xs, Xt, metric='sqeuclidean') + + + + + + + + +Instantiate the different transport algorithms and fit them +----------------------------------------------------------- + + + +.. code-block:: python + + + # EMD Transport + ot_emd = ot.da.EMDTransport() + ot_emd.fit(Xs=Xs, Xt=Xt) + + # Sinkhorn Transport + ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) + ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + + # Sinkhorn Transport with Group lasso regularization + ot_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0) + ot_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt) + + # transport source samples onto target samples + transp_Xs_emd = ot_emd.transform(Xs=Xs) + transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs) + transp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs) + + + + + + + + +Fig 1 : plots source and target samples + matrix of pairwise distance +--------------------------------------------------------------------- + + + +.. code-block:: python + + + pl.figure(1, figsize=(10, 10)) + pl.subplot(2, 2, 1) + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.xticks([]) + pl.yticks([]) + pl.legend(loc=0) + pl.title('Source samples') + + pl.subplot(2, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.xticks([]) + pl.yticks([]) + pl.legend(loc=0) + pl.title('Target samples') + + pl.subplot(2, 2, 3) + pl.imshow(M, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Matrix of pairwise distances') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_d2_001.png + :align: center + + + + +Fig 2 : plots optimal couplings for the different methods +--------------------------------------------------------- + + + +.. code-block:: python + + pl.figure(2, figsize=(10, 6)) + + pl.subplot(2, 3, 1) + pl.imshow(ot_emd.coupling_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nEMDTransport') + + pl.subplot(2, 3, 2) + pl.imshow(ot_sinkhorn.coupling_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nSinkhornTransport') + + pl.subplot(2, 3, 3) + pl.imshow(ot_lpl1.coupling_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nSinkhornLpl1Transport') + + pl.subplot(2, 3, 4) + ot.plot.plot2D_samples_mat(Xs, Xt, ot_emd.coupling_, c=[.5, .5, 1]) + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.xticks([]) + pl.yticks([]) + pl.title('Main coupling coefficients\nEMDTransport') + + pl.subplot(2, 3, 5) + ot.plot.plot2D_samples_mat(Xs, Xt, ot_sinkhorn.coupling_, c=[.5, .5, 1]) + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.xticks([]) + pl.yticks([]) + pl.title('Main coupling coefficients\nSinkhornTransport') + + pl.subplot(2, 3, 6) + ot.plot.plot2D_samples_mat(Xs, Xt, ot_lpl1.coupling_, c=[.5, .5, 1]) + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.xticks([]) + pl.yticks([]) + pl.title('Main coupling coefficients\nSinkhornLpl1Transport') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_d2_003.png + :align: center + + + + +Fig 3 : plot transported samples +-------------------------------- + + + +.. code-block:: python + + + # display transported samples + pl.figure(4, figsize=(10, 4)) + pl.subplot(1, 3, 1) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) + pl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.title('Transported samples\nEmdTransport') + pl.legend(loc=0) + pl.xticks([]) + pl.yticks([]) + + pl.subplot(1, 3, 2) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) + pl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.title('Transported samples\nSinkhornTransport') + pl.xticks([]) + pl.yticks([]) + + pl.subplot(1, 3, 3) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) + pl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.title('Transported samples\nSinkhornLpl1Transport') + pl.xticks([]) + pl.yticks([]) + + pl.tight_layout() + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_d2_006.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 35.515 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_d2.py <plot_otda_d2.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_d2.ipynb <plot_otda_d2.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_linear_mapping.ipynb b/docs/source/auto_examples/plot_otda_linear_mapping.ipynb new file mode 100644 index 0000000..027b6cb --- /dev/null +++ b/docs/source/auto_examples/plot_otda_linear_mapping.ipynb @@ -0,0 +1,180 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Linear OT mapping estimation\n\n\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport pylab as pl\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n = 1000\nd = 2\nsigma = .1\n\n# source samples\nangles = np.random.rand(n, 1) * 2 * np.pi\nxs = np.concatenate((np.sin(angles), np.cos(angles)),\n axis=1) + sigma * np.random.randn(n, 2)\nxs[:n // 2, 1] += 2\n\n\n# target samples\nanglet = np.random.rand(n, 1) * 2 * np.pi\nxt = np.concatenate((np.sin(anglet), np.cos(anglet)),\n axis=1) + sigma * np.random.randn(n, 2)\nxt[:n // 2, 1] += 2\n\n\nA = np.array([[1.5, .7], [.7, 1.5]])\nb = np.array([[4, 2]])\nxt = xt.dot(A) + b" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, (5, 5))\npl.plot(xs[:, 0], xs[:, 1], '+')\npl.plot(xt[:, 0], xt[:, 1], 'o')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Estimate linear mapping and transport\n-------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "Ae, be = ot.da.OT_mapping_linear(xs, xt)\n\nxst = xs.dot(Ae) + be" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot transported samples\n------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, (5, 5))\npl.clf()\npl.plot(xs[:, 0], xs[:, 1], '+')\npl.plot(xt[:, 0], xt[:, 1], 'o')\npl.plot(xst[:, 0], xst[:, 1], '+')\n\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Load image data\n---------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "def im2mat(I):\n \"\"\"Converts and image to matrix (one pixel per line)\"\"\"\n return I.reshape((I.shape[0] * I.shape[1], I.shape[2]))\n\n\ndef mat2im(X, shape):\n \"\"\"Converts back a matrix to an image\"\"\"\n return X.reshape(shape)\n\n\ndef minmax(I):\n return np.clip(I, 0, 1)\n\n\n# Loading images\nI1 = pl.imread('../data/ocean_day.jpg').astype(np.float64) / 256\nI2 = pl.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256\n\n\nX1 = im2mat(I1)\nX2 = im2mat(I2)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Estimate mapping and adapt\n----------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "mapping = ot.da.LinearTransport()\n\nmapping.fit(Xs=X1, Xt=X2)\n\n\nxst = mapping.transform(Xs=X1)\nxts = mapping.inverse_transform(Xt=X2)\n\nI1t = minmax(mat2im(xst, I1.shape))\nI2t = minmax(mat2im(xts, I2.shape))\n\n# %%" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot transformed images\n-----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2, figsize=(10, 7))\n\npl.subplot(2, 2, 1)\npl.imshow(I1)\npl.axis('off')\npl.title('Im. 1')\n\npl.subplot(2, 2, 2)\npl.imshow(I2)\npl.axis('off')\npl.title('Im. 2')\n\npl.subplot(2, 2, 3)\npl.imshow(I1t)\npl.axis('off')\npl.title('Mapping Im. 1')\n\npl.subplot(2, 2, 4)\npl.imshow(I2t)\npl.axis('off')\npl.title('Inverse mapping Im. 2')" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_linear_mapping.py b/docs/source/auto_examples/plot_otda_linear_mapping.py new file mode 100644 index 0000000..c65bd4f --- /dev/null +++ b/docs/source/auto_examples/plot_otda_linear_mapping.py @@ -0,0 +1,144 @@ +#!/usr/bin/env python3 +# -*- coding: utf-8 -*- +""" +============================ +Linear OT mapping estimation +============================ + + +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# +# License: MIT License + +import numpy as np +import pylab as pl +import ot + +############################################################################## +# Generate data +# ------------- + +n = 1000 +d = 2 +sigma = .1 + +# source samples +angles = np.random.rand(n, 1) * 2 * np.pi +xs = np.concatenate((np.sin(angles), np.cos(angles)), + axis=1) + sigma * np.random.randn(n, 2) +xs[:n // 2, 1] += 2 + + +# target samples +anglet = np.random.rand(n, 1) * 2 * np.pi +xt = np.concatenate((np.sin(anglet), np.cos(anglet)), + axis=1) + sigma * np.random.randn(n, 2) +xt[:n // 2, 1] += 2 + + +A = np.array([[1.5, .7], [.7, 1.5]]) +b = np.array([[4, 2]]) +xt = xt.dot(A) + b + +############################################################################## +# Plot data +# --------- + +pl.figure(1, (5, 5)) +pl.plot(xs[:, 0], xs[:, 1], '+') +pl.plot(xt[:, 0], xt[:, 1], 'o') + + +############################################################################## +# Estimate linear mapping and transport +# ------------------------------------- + +Ae, be = ot.da.OT_mapping_linear(xs, xt) + +xst = xs.dot(Ae) + be + + +############################################################################## +# Plot transported samples +# ------------------------ + +pl.figure(1, (5, 5)) +pl.clf() +pl.plot(xs[:, 0], xs[:, 1], '+') +pl.plot(xt[:, 0], xt[:, 1], 'o') +pl.plot(xst[:, 0], xst[:, 1], '+') + +pl.show() + +############################################################################## +# Load image data +# --------------- + + +def im2mat(I): + """Converts and image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + +def mat2im(X, shape): + """Converts back a matrix to an image""" + return X.reshape(shape) + + +def minmax(I): + return np.clip(I, 0, 1) + + +# Loading images +I1 = pl.imread('../data/ocean_day.jpg').astype(np.float64) / 256 +I2 = pl.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256 + + +X1 = im2mat(I1) +X2 = im2mat(I2) + +############################################################################## +# Estimate mapping and adapt +# ---------------------------- + +mapping = ot.da.LinearTransport() + +mapping.fit(Xs=X1, Xt=X2) + + +xst = mapping.transform(Xs=X1) +xts = mapping.inverse_transform(Xt=X2) + +I1t = minmax(mat2im(xst, I1.shape)) +I2t = minmax(mat2im(xts, I2.shape)) + +# %% + + +############################################################################## +# Plot transformed images +# ----------------------- + +pl.figure(2, figsize=(10, 7)) + +pl.subplot(2, 2, 1) +pl.imshow(I1) +pl.axis('off') +pl.title('Im. 1') + +pl.subplot(2, 2, 2) +pl.imshow(I2) +pl.axis('off') +pl.title('Im. 2') + +pl.subplot(2, 2, 3) +pl.imshow(I1t) +pl.axis('off') +pl.title('Mapping Im. 1') + +pl.subplot(2, 2, 4) +pl.imshow(I2t) +pl.axis('off') +pl.title('Inverse mapping Im. 2') diff --git a/docs/source/auto_examples/plot_otda_linear_mapping.rst b/docs/source/auto_examples/plot_otda_linear_mapping.rst new file mode 100644 index 0000000..8e2e0cf --- /dev/null +++ b/docs/source/auto_examples/plot_otda_linear_mapping.rst @@ -0,0 +1,260 @@ + + +.. _sphx_glr_auto_examples_plot_otda_linear_mapping.py: + + +============================ +Linear OT mapping estimation +============================ + + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import pylab as pl + import ot + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + n = 1000 + d = 2 + sigma = .1 + + # source samples + angles = np.random.rand(n, 1) * 2 * np.pi + xs = np.concatenate((np.sin(angles), np.cos(angles)), + axis=1) + sigma * np.random.randn(n, 2) + xs[:n // 2, 1] += 2 + + + # target samples + anglet = np.random.rand(n, 1) * 2 * np.pi + xt = np.concatenate((np.sin(anglet), np.cos(anglet)), + axis=1) + sigma * np.random.randn(n, 2) + xt[:n // 2, 1] += 2 + + + A = np.array([[1.5, .7], [.7, 1.5]]) + b = np.array([[4, 2]]) + xt = xt.dot(A) + b + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + pl.figure(1, (5, 5)) + pl.plot(xs[:, 0], xs[:, 1], '+') + pl.plot(xt[:, 0], xt[:, 1], 'o') + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_linear_mapping_001.png + :align: center + + + + +Estimate linear mapping and transport +------------------------------------- + + + +.. code-block:: python + + + Ae, be = ot.da.OT_mapping_linear(xs, xt) + + xst = xs.dot(Ae) + be + + + + + + + + +Plot transported samples +------------------------ + + + +.. code-block:: python + + + pl.figure(1, (5, 5)) + pl.clf() + pl.plot(xs[:, 0], xs[:, 1], '+') + pl.plot(xt[:, 0], xt[:, 1], 'o') + pl.plot(xst[:, 0], xst[:, 1], '+') + + pl.show() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_linear_mapping_002.png + :align: center + + + + +Load image data +--------------- + + + +.. code-block:: python + + + + def im2mat(I): + """Converts and image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + + def mat2im(X, shape): + """Converts back a matrix to an image""" + return X.reshape(shape) + + + def minmax(I): + return np.clip(I, 0, 1) + + + # Loading images + I1 = pl.imread('../data/ocean_day.jpg').astype(np.float64) / 256 + I2 = pl.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256 + + + X1 = im2mat(I1) + X2 = im2mat(I2) + + + + + + + +Estimate mapping and adapt +---------------------------- + + + +.. code-block:: python + + + mapping = ot.da.LinearTransport() + + mapping.fit(Xs=X1, Xt=X2) + + + xst = mapping.transform(Xs=X1) + xts = mapping.inverse_transform(Xt=X2) + + I1t = minmax(mat2im(xst, I1.shape)) + I2t = minmax(mat2im(xts, I2.shape)) + + # %% + + + + + + + + +Plot transformed images +----------------------- + + + +.. code-block:: python + + + pl.figure(2, figsize=(10, 7)) + + pl.subplot(2, 2, 1) + pl.imshow(I1) + pl.axis('off') + pl.title('Im. 1') + + pl.subplot(2, 2, 2) + pl.imshow(I2) + pl.axis('off') + pl.title('Im. 2') + + pl.subplot(2, 2, 3) + pl.imshow(I1t) + pl.axis('off') + pl.title('Mapping Im. 1') + + pl.subplot(2, 2, 4) + pl.imshow(I2t) + pl.axis('off') + pl.title('Inverse mapping Im. 2') + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_linear_mapping_004.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 0.635 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_linear_mapping.py <plot_otda_linear_mapping.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_linear_mapping.ipynb <plot_otda_linear_mapping.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_mapping.ipynb b/docs/source/auto_examples/plot_otda_mapping.ipynb new file mode 100644 index 0000000..898466d --- /dev/null +++ b/docs/source/auto_examples/plot_otda_mapping.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# OT mapping estimation for domain adaptation\n\n\nThis example presents how to use MappingTransport to estimate at the same\ntime both the coupling transport and approximate the transport map with either\na linear or a kernelized mapping as introduced in [8].\n\n[8] M. Perrot, N. Courty, R. Flamary, A. Habrard,\n \"Mapping estimation for discrete optimal transport\",\n Neural Information Processing Systems (NIPS), 2016.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Authors: Remi Flamary <remi.flamary@unice.fr>\n# Stanislas Chambon <stan.chambon@gmail.com>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source_samples = 100\nn_target_samples = 100\ntheta = 2 * np.pi / 20\nnoise_level = 0.1\n\nXs, ys = ot.datasets.make_data_classif(\n 'gaussrot', n_source_samples, nz=noise_level)\nXs_new, _ = ot.datasets.make_data_classif(\n 'gaussrot', n_source_samples, nz=noise_level)\nXt, yt = ot.datasets.make_data_classif(\n 'gaussrot', n_target_samples, theta=theta, nz=noise_level)\n\n# one of the target mode changes its variance (no linear mapping)\nXt[yt == 2] *= 3\nXt = Xt + 4" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\n---------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, (10, 5))\npl.clf()\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.legend(loc=0)\npl.title('Source and target distributions')" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Instantiate the different transport algorithms and fit them\n-----------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# MappingTransport with linear kernel\not_mapping_linear = ot.da.MappingTransport(\n kernel=\"linear\", mu=1e0, eta=1e-8, bias=True,\n max_iter=20, verbose=True)\n\not_mapping_linear.fit(Xs=Xs, Xt=Xt)\n\n# for original source samples, transform applies barycentric mapping\ntransp_Xs_linear = ot_mapping_linear.transform(Xs=Xs)\n\n# for out of source samples, transform applies the linear mapping\ntransp_Xs_linear_new = ot_mapping_linear.transform(Xs=Xs_new)\n\n\n# MappingTransport with gaussian kernel\not_mapping_gaussian = ot.da.MappingTransport(\n kernel=\"gaussian\", eta=1e-5, mu=1e-1, bias=True, sigma=1,\n max_iter=10, verbose=True)\not_mapping_gaussian.fit(Xs=Xs, Xt=Xt)\n\n# for original source samples, transform applies barycentric mapping\ntransp_Xs_gaussian = ot_mapping_gaussian.transform(Xs=Xs)\n\n# for out of source samples, transform applies the gaussian mapping\ntransp_Xs_gaussian_new = ot_mapping_gaussian.transform(Xs=Xs_new)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot transported samples\n------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2)\npl.clf()\npl.subplot(2, 2, 1)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=.2)\npl.scatter(transp_Xs_linear[:, 0], transp_Xs_linear[:, 1], c=ys, marker='+',\n label='Mapped source samples')\npl.title(\"Bary. mapping (linear)\")\npl.legend(loc=0)\n\npl.subplot(2, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=.2)\npl.scatter(transp_Xs_linear_new[:, 0], transp_Xs_linear_new[:, 1],\n c=ys, marker='+', label='Learned mapping')\npl.title(\"Estim. mapping (linear)\")\n\npl.subplot(2, 2, 3)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=.2)\npl.scatter(transp_Xs_gaussian[:, 0], transp_Xs_gaussian[:, 1], c=ys,\n marker='+', label='barycentric mapping')\npl.title(\"Bary. mapping (kernel)\")\n\npl.subplot(2, 2, 4)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=.2)\npl.scatter(transp_Xs_gaussian_new[:, 0], transp_Xs_gaussian_new[:, 1], c=ys,\n marker='+', label='Learned mapping')\npl.title(\"Estim. mapping (kernel)\")\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_mapping.py b/docs/source/auto_examples/plot_otda_mapping.py new file mode 100644 index 0000000..5880adf --- /dev/null +++ b/docs/source/auto_examples/plot_otda_mapping.py @@ -0,0 +1,125 @@ +# -*- coding: utf-8 -*- +""" +=========================================== +OT mapping estimation for domain adaptation +=========================================== + +This example presents how to use MappingTransport to estimate at the same +time both the coupling transport and approximate the transport map with either +a linear or a kernelized mapping as introduced in [8]. + +[8] M. Perrot, N. Courty, R. Flamary, A. Habrard, + "Mapping estimation for discrete optimal transport", + Neural Information Processing Systems (NIPS), 2016. +""" + +# Authors: Remi Flamary <remi.flamary@unice.fr> +# Stanislas Chambon <stan.chambon@gmail.com> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot + + +############################################################################## +# Generate data +# ------------- + +n_source_samples = 100 +n_target_samples = 100 +theta = 2 * np.pi / 20 +noise_level = 0.1 + +Xs, ys = ot.datasets.make_data_classif( + 'gaussrot', n_source_samples, nz=noise_level) +Xs_new, _ = ot.datasets.make_data_classif( + 'gaussrot', n_source_samples, nz=noise_level) +Xt, yt = ot.datasets.make_data_classif( + 'gaussrot', n_target_samples, theta=theta, nz=noise_level) + +# one of the target mode changes its variance (no linear mapping) +Xt[yt == 2] *= 3 +Xt = Xt + 4 + +############################################################################## +# Plot data +# --------- + +pl.figure(1, (10, 5)) +pl.clf() +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.legend(loc=0) +pl.title('Source and target distributions') + + +############################################################################## +# Instantiate the different transport algorithms and fit them +# ----------------------------------------------------------- + +# MappingTransport with linear kernel +ot_mapping_linear = ot.da.MappingTransport( + kernel="linear", mu=1e0, eta=1e-8, bias=True, + max_iter=20, verbose=True) + +ot_mapping_linear.fit(Xs=Xs, Xt=Xt) + +# for original source samples, transform applies barycentric mapping +transp_Xs_linear = ot_mapping_linear.transform(Xs=Xs) + +# for out of source samples, transform applies the linear mapping +transp_Xs_linear_new = ot_mapping_linear.transform(Xs=Xs_new) + + +# MappingTransport with gaussian kernel +ot_mapping_gaussian = ot.da.MappingTransport( + kernel="gaussian", eta=1e-5, mu=1e-1, bias=True, sigma=1, + max_iter=10, verbose=True) +ot_mapping_gaussian.fit(Xs=Xs, Xt=Xt) + +# for original source samples, transform applies barycentric mapping +transp_Xs_gaussian = ot_mapping_gaussian.transform(Xs=Xs) + +# for out of source samples, transform applies the gaussian mapping +transp_Xs_gaussian_new = ot_mapping_gaussian.transform(Xs=Xs_new) + + +############################################################################## +# Plot transported samples +# ------------------------ + +pl.figure(2) +pl.clf() +pl.subplot(2, 2, 1) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) +pl.scatter(transp_Xs_linear[:, 0], transp_Xs_linear[:, 1], c=ys, marker='+', + label='Mapped source samples') +pl.title("Bary. mapping (linear)") +pl.legend(loc=0) + +pl.subplot(2, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) +pl.scatter(transp_Xs_linear_new[:, 0], transp_Xs_linear_new[:, 1], + c=ys, marker='+', label='Learned mapping') +pl.title("Estim. mapping (linear)") + +pl.subplot(2, 2, 3) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) +pl.scatter(transp_Xs_gaussian[:, 0], transp_Xs_gaussian[:, 1], c=ys, + marker='+', label='barycentric mapping') +pl.title("Bary. mapping (kernel)") + +pl.subplot(2, 2, 4) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) +pl.scatter(transp_Xs_gaussian_new[:, 0], transp_Xs_gaussian_new[:, 1], c=ys, + marker='+', label='Learned mapping') +pl.title("Estim. mapping (kernel)") +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_otda_mapping.rst b/docs/source/auto_examples/plot_otda_mapping.rst new file mode 100644 index 0000000..1d95fc6 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_mapping.rst @@ -0,0 +1,235 @@ + + +.. _sphx_glr_auto_examples_plot_otda_mapping.py: + + +=========================================== +OT mapping estimation for domain adaptation +=========================================== + +This example presents how to use MappingTransport to estimate at the same +time both the coupling transport and approximate the transport map with either +a linear or a kernelized mapping as introduced in [8]. + +[8] M. Perrot, N. Courty, R. Flamary, A. Habrard, + "Mapping estimation for discrete optimal transport", + Neural Information Processing Systems (NIPS), 2016. + + + +.. code-block:: python + + + # Authors: Remi Flamary <remi.flamary@unice.fr> + # Stanislas Chambon <stan.chambon@gmail.com> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + n_source_samples = 100 + n_target_samples = 100 + theta = 2 * np.pi / 20 + noise_level = 0.1 + + Xs, ys = ot.datasets.make_data_classif( + 'gaussrot', n_source_samples, nz=noise_level) + Xs_new, _ = ot.datasets.make_data_classif( + 'gaussrot', n_source_samples, nz=noise_level) + Xt, yt = ot.datasets.make_data_classif( + 'gaussrot', n_target_samples, theta=theta, nz=noise_level) + + # one of the target mode changes its variance (no linear mapping) + Xt[yt == 2] *= 3 + Xt = Xt + 4 + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + pl.figure(1, (10, 5)) + pl.clf() + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.legend(loc=0) + pl.title('Source and target distributions') + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_mapping_001.png + :align: center + + + + +Instantiate the different transport algorithms and fit them +----------------------------------------------------------- + + + +.. code-block:: python + + + # MappingTransport with linear kernel + ot_mapping_linear = ot.da.MappingTransport( + kernel="linear", mu=1e0, eta=1e-8, bias=True, + max_iter=20, verbose=True) + + ot_mapping_linear.fit(Xs=Xs, Xt=Xt) + + # for original source samples, transform applies barycentric mapping + transp_Xs_linear = ot_mapping_linear.transform(Xs=Xs) + + # for out of source samples, transform applies the linear mapping + transp_Xs_linear_new = ot_mapping_linear.transform(Xs=Xs_new) + + + # MappingTransport with gaussian kernel + ot_mapping_gaussian = ot.da.MappingTransport( + kernel="gaussian", eta=1e-5, mu=1e-1, bias=True, sigma=1, + max_iter=10, verbose=True) + ot_mapping_gaussian.fit(Xs=Xs, Xt=Xt) + + # for original source samples, transform applies barycentric mapping + transp_Xs_gaussian = ot_mapping_gaussian.transform(Xs=Xs) + + # for out of source samples, transform applies the gaussian mapping + transp_Xs_gaussian_new = ot_mapping_gaussian.transform(Xs=Xs_new) + + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|4.299275e+03|0.000000e+00 + 1|4.290443e+03|-2.054271e-03 + 2|4.290040e+03|-9.389994e-05 + 3|4.289876e+03|-3.830707e-05 + 4|4.289783e+03|-2.157428e-05 + 5|4.289724e+03|-1.390941e-05 + 6|4.289706e+03|-4.051054e-06 + It. |Loss |Delta loss + -------------------------------- + 0|4.326465e+02|0.000000e+00 + 1|4.282533e+02|-1.015416e-02 + 2|4.279473e+02|-7.145955e-04 + 3|4.277941e+02|-3.580104e-04 + 4|4.277069e+02|-2.039229e-04 + 5|4.276462e+02|-1.418698e-04 + 6|4.276011e+02|-1.054172e-04 + 7|4.275663e+02|-8.145802e-05 + 8|4.275405e+02|-6.028774e-05 + 9|4.275191e+02|-5.005886e-05 + 10|4.275019e+02|-4.021935e-05 + + +Plot transported samples +------------------------ + + + +.. code-block:: python + + + pl.figure(2) + pl.clf() + pl.subplot(2, 2, 1) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) + pl.scatter(transp_Xs_linear[:, 0], transp_Xs_linear[:, 1], c=ys, marker='+', + label='Mapped source samples') + pl.title("Bary. mapping (linear)") + pl.legend(loc=0) + + pl.subplot(2, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) + pl.scatter(transp_Xs_linear_new[:, 0], transp_Xs_linear_new[:, 1], + c=ys, marker='+', label='Learned mapping') + pl.title("Estim. mapping (linear)") + + pl.subplot(2, 2, 3) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) + pl.scatter(transp_Xs_gaussian[:, 0], transp_Xs_gaussian[:, 1], c=ys, + marker='+', label='barycentric mapping') + pl.title("Bary. mapping (kernel)") + + pl.subplot(2, 2, 4) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=.2) + pl.scatter(transp_Xs_gaussian_new[:, 0], transp_Xs_gaussian_new[:, 1], c=ys, + marker='+', label='Learned mapping') + pl.title("Estim. mapping (kernel)") + pl.tight_layout() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_mapping_003.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 0.795 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_mapping.py <plot_otda_mapping.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_mapping.ipynb <plot_otda_mapping.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_mapping_colors_images.ipynb b/docs/source/auto_examples/plot_otda_mapping_colors_images.ipynb new file mode 100644 index 0000000..baffef4 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_mapping_colors_images.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# OT for image color adaptation with mapping estimation\n\n\nOT for domain adaptation with image color adaptation [6] with mapping\nestimation [8].\n\n[6] Ferradans, S., Papadakis, N., Peyre, G., & Aujol, J. F. (2014). Regularized\n discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3),\n 1853-1882.\n[8] M. Perrot, N. Courty, R. Flamary, A. Habrard, \"Mapping estimation for\n discrete optimal transport\", Neural Information Processing Systems (NIPS),\n 2016.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Authors: Remi Flamary <remi.flamary@unice.fr>\n# Stanislas Chambon <stan.chambon@gmail.com>\n#\n# License: MIT License\n\nimport numpy as np\nfrom scipy import ndimage\nimport matplotlib.pylab as pl\nimport ot\n\nr = np.random.RandomState(42)\n\n\ndef im2mat(I):\n \"\"\"Converts and image to matrix (one pixel per line)\"\"\"\n return I.reshape((I.shape[0] * I.shape[1], I.shape[2]))\n\n\ndef mat2im(X, shape):\n \"\"\"Converts back a matrix to an image\"\"\"\n return X.reshape(shape)\n\n\ndef minmax(I):\n return np.clip(I, 0, 1)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Loading images\nI1 = ndimage.imread('../data/ocean_day.jpg').astype(np.float64) / 256\nI2 = ndimage.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256\n\n\nX1 = im2mat(I1)\nX2 = im2mat(I2)\n\n# training samples\nnb = 1000\nidx1 = r.randint(X1.shape[0], size=(nb,))\nidx2 = r.randint(X2.shape[0], size=(nb,))\n\nXs = X1[idx1, :]\nXt = X2[idx2, :]" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Domain adaptation for pixel distribution transfer\n-------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# EMDTransport\not_emd = ot.da.EMDTransport()\not_emd.fit(Xs=Xs, Xt=Xt)\ntransp_Xs_emd = ot_emd.transform(Xs=X1)\nImage_emd = minmax(mat2im(transp_Xs_emd, I1.shape))\n\n# SinkhornTransport\not_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1)\not_sinkhorn.fit(Xs=Xs, Xt=Xt)\ntransp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=X1)\nImage_sinkhorn = minmax(mat2im(transp_Xs_sinkhorn, I1.shape))\n\not_mapping_linear = ot.da.MappingTransport(\n mu=1e0, eta=1e-8, bias=True, max_iter=20, verbose=True)\not_mapping_linear.fit(Xs=Xs, Xt=Xt)\n\nX1tl = ot_mapping_linear.transform(Xs=X1)\nImage_mapping_linear = minmax(mat2im(X1tl, I1.shape))\n\not_mapping_gaussian = ot.da.MappingTransport(\n mu=1e0, eta=1e-2, sigma=1, bias=False, max_iter=10, verbose=True)\not_mapping_gaussian.fit(Xs=Xs, Xt=Xt)\n\nX1tn = ot_mapping_gaussian.transform(Xs=X1) # use the estimated mapping\nImage_mapping_gaussian = minmax(mat2im(X1tn, I1.shape))" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot original images\n--------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, figsize=(6.4, 3))\npl.subplot(1, 2, 1)\npl.imshow(I1)\npl.axis('off')\npl.title('Image 1')\n\npl.subplot(1, 2, 2)\npl.imshow(I2)\npl.axis('off')\npl.title('Image 2')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot pixel values distribution\n------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2, figsize=(6.4, 5))\n\npl.subplot(1, 2, 1)\npl.scatter(Xs[:, 0], Xs[:, 2], c=Xs)\npl.axis([0, 1, 0, 1])\npl.xlabel('Red')\npl.ylabel('Blue')\npl.title('Image 1')\n\npl.subplot(1, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 2], c=Xt)\npl.axis([0, 1, 0, 1])\npl.xlabel('Red')\npl.ylabel('Blue')\npl.title('Image 2')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot transformed images\n-----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2, figsize=(10, 5))\n\npl.subplot(2, 3, 1)\npl.imshow(I1)\npl.axis('off')\npl.title('Im. 1')\n\npl.subplot(2, 3, 4)\npl.imshow(I2)\npl.axis('off')\npl.title('Im. 2')\n\npl.subplot(2, 3, 2)\npl.imshow(Image_emd)\npl.axis('off')\npl.title('EmdTransport')\n\npl.subplot(2, 3, 5)\npl.imshow(Image_sinkhorn)\npl.axis('off')\npl.title('SinkhornTransport')\n\npl.subplot(2, 3, 3)\npl.imshow(Image_mapping_linear)\npl.axis('off')\npl.title('MappingTransport (linear)')\n\npl.subplot(2, 3, 6)\npl.imshow(Image_mapping_gaussian)\npl.axis('off')\npl.title('MappingTransport (gaussian)')\npl.tight_layout()\n\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.7" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_mapping_colors_images.py b/docs/source/auto_examples/plot_otda_mapping_colors_images.py new file mode 100644 index 0000000..a20eca8 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_mapping_colors_images.py @@ -0,0 +1,174 @@ +# -*- coding: utf-8 -*- +""" +===================================================== +OT for image color adaptation with mapping estimation +===================================================== + +OT for domain adaptation with image color adaptation [6] with mapping +estimation [8]. + +[6] Ferradans, S., Papadakis, N., Peyre, G., & Aujol, J. F. (2014). Regularized + discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), + 1853-1882. +[8] M. Perrot, N. Courty, R. Flamary, A. Habrard, "Mapping estimation for + discrete optimal transport", Neural Information Processing Systems (NIPS), + 2016. + +""" + +# Authors: Remi Flamary <remi.flamary@unice.fr> +# Stanislas Chambon <stan.chambon@gmail.com> +# +# License: MIT License + +import numpy as np +from scipy import ndimage +import matplotlib.pylab as pl +import ot + +r = np.random.RandomState(42) + + +def im2mat(I): + """Converts and image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + +def mat2im(X, shape): + """Converts back a matrix to an image""" + return X.reshape(shape) + + +def minmax(I): + return np.clip(I, 0, 1) + + +############################################################################## +# Generate data +# ------------- + +# Loading images +I1 = ndimage.imread('../data/ocean_day.jpg').astype(np.float64) / 256 +I2 = ndimage.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256 + + +X1 = im2mat(I1) +X2 = im2mat(I2) + +# training samples +nb = 1000 +idx1 = r.randint(X1.shape[0], size=(nb,)) +idx2 = r.randint(X2.shape[0], size=(nb,)) + +Xs = X1[idx1, :] +Xt = X2[idx2, :] + + +############################################################################## +# Domain adaptation for pixel distribution transfer +# ------------------------------------------------- + +# EMDTransport +ot_emd = ot.da.EMDTransport() +ot_emd.fit(Xs=Xs, Xt=Xt) +transp_Xs_emd = ot_emd.transform(Xs=X1) +Image_emd = minmax(mat2im(transp_Xs_emd, I1.shape)) + +# SinkhornTransport +ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) +ot_sinkhorn.fit(Xs=Xs, Xt=Xt) +transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=X1) +Image_sinkhorn = minmax(mat2im(transp_Xs_sinkhorn, I1.shape)) + +ot_mapping_linear = ot.da.MappingTransport( + mu=1e0, eta=1e-8, bias=True, max_iter=20, verbose=True) +ot_mapping_linear.fit(Xs=Xs, Xt=Xt) + +X1tl = ot_mapping_linear.transform(Xs=X1) +Image_mapping_linear = minmax(mat2im(X1tl, I1.shape)) + +ot_mapping_gaussian = ot.da.MappingTransport( + mu=1e0, eta=1e-2, sigma=1, bias=False, max_iter=10, verbose=True) +ot_mapping_gaussian.fit(Xs=Xs, Xt=Xt) + +X1tn = ot_mapping_gaussian.transform(Xs=X1) # use the estimated mapping +Image_mapping_gaussian = minmax(mat2im(X1tn, I1.shape)) + + +############################################################################## +# Plot original images +# -------------------- + +pl.figure(1, figsize=(6.4, 3)) +pl.subplot(1, 2, 1) +pl.imshow(I1) +pl.axis('off') +pl.title('Image 1') + +pl.subplot(1, 2, 2) +pl.imshow(I2) +pl.axis('off') +pl.title('Image 2') +pl.tight_layout() + + +############################################################################## +# Plot pixel values distribution +# ------------------------------ + +pl.figure(2, figsize=(6.4, 5)) + +pl.subplot(1, 2, 1) +pl.scatter(Xs[:, 0], Xs[:, 2], c=Xs) +pl.axis([0, 1, 0, 1]) +pl.xlabel('Red') +pl.ylabel('Blue') +pl.title('Image 1') + +pl.subplot(1, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 2], c=Xt) +pl.axis([0, 1, 0, 1]) +pl.xlabel('Red') +pl.ylabel('Blue') +pl.title('Image 2') +pl.tight_layout() + + +############################################################################## +# Plot transformed images +# ----------------------- + +pl.figure(2, figsize=(10, 5)) + +pl.subplot(2, 3, 1) +pl.imshow(I1) +pl.axis('off') +pl.title('Im. 1') + +pl.subplot(2, 3, 4) +pl.imshow(I2) +pl.axis('off') +pl.title('Im. 2') + +pl.subplot(2, 3, 2) +pl.imshow(Image_emd) +pl.axis('off') +pl.title('EmdTransport') + +pl.subplot(2, 3, 5) +pl.imshow(Image_sinkhorn) +pl.axis('off') +pl.title('SinkhornTransport') + +pl.subplot(2, 3, 3) +pl.imshow(Image_mapping_linear) +pl.axis('off') +pl.title('MappingTransport (linear)') + +pl.subplot(2, 3, 6) +pl.imshow(Image_mapping_gaussian) +pl.axis('off') +pl.title('MappingTransport (gaussian)') +pl.tight_layout() + +pl.show() diff --git a/docs/source/auto_examples/plot_otda_mapping_colors_images.rst b/docs/source/auto_examples/plot_otda_mapping_colors_images.rst new file mode 100644 index 0000000..2afdc8a --- /dev/null +++ b/docs/source/auto_examples/plot_otda_mapping_colors_images.rst @@ -0,0 +1,310 @@ + + +.. _sphx_glr_auto_examples_plot_otda_mapping_colors_images.py: + + +===================================================== +OT for image color adaptation with mapping estimation +===================================================== + +OT for domain adaptation with image color adaptation [6] with mapping +estimation [8]. + +[6] Ferradans, S., Papadakis, N., Peyre, G., & Aujol, J. F. (2014). Regularized + discrete optimal transport. SIAM Journal on Imaging Sciences, 7(3), + 1853-1882. +[8] M. Perrot, N. Courty, R. Flamary, A. Habrard, "Mapping estimation for + discrete optimal transport", Neural Information Processing Systems (NIPS), + 2016. + + + + +.. code-block:: python + + + # Authors: Remi Flamary <remi.flamary@unice.fr> + # Stanislas Chambon <stan.chambon@gmail.com> + # + # License: MIT License + + import numpy as np + from scipy import ndimage + import matplotlib.pylab as pl + import ot + + r = np.random.RandomState(42) + + + def im2mat(I): + """Converts and image to matrix (one pixel per line)""" + return I.reshape((I.shape[0] * I.shape[1], I.shape[2])) + + + def mat2im(X, shape): + """Converts back a matrix to an image""" + return X.reshape(shape) + + + def minmax(I): + return np.clip(I, 0, 1) + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + # Loading images + I1 = ndimage.imread('../data/ocean_day.jpg').astype(np.float64) / 256 + I2 = ndimage.imread('../data/ocean_sunset.jpg').astype(np.float64) / 256 + + + X1 = im2mat(I1) + X2 = im2mat(I2) + + # training samples + nb = 1000 + idx1 = r.randint(X1.shape[0], size=(nb,)) + idx2 = r.randint(X2.shape[0], size=(nb,)) + + Xs = X1[idx1, :] + Xt = X2[idx2, :] + + + + + + + + +Domain adaptation for pixel distribution transfer +------------------------------------------------- + + + +.. code-block:: python + + + # EMDTransport + ot_emd = ot.da.EMDTransport() + ot_emd.fit(Xs=Xs, Xt=Xt) + transp_Xs_emd = ot_emd.transform(Xs=X1) + Image_emd = minmax(mat2im(transp_Xs_emd, I1.shape)) + + # SinkhornTransport + ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1) + ot_sinkhorn.fit(Xs=Xs, Xt=Xt) + transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=X1) + Image_sinkhorn = minmax(mat2im(transp_Xs_sinkhorn, I1.shape)) + + ot_mapping_linear = ot.da.MappingTransport( + mu=1e0, eta=1e-8, bias=True, max_iter=20, verbose=True) + ot_mapping_linear.fit(Xs=Xs, Xt=Xt) + + X1tl = ot_mapping_linear.transform(Xs=X1) + Image_mapping_linear = minmax(mat2im(X1tl, I1.shape)) + + ot_mapping_gaussian = ot.da.MappingTransport( + mu=1e0, eta=1e-2, sigma=1, bias=False, max_iter=10, verbose=True) + ot_mapping_gaussian.fit(Xs=Xs, Xt=Xt) + + X1tn = ot_mapping_gaussian.transform(Xs=X1) # use the estimated mapping + Image_mapping_gaussian = minmax(mat2im(X1tn, I1.shape)) + + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Loss |Delta loss + -------------------------------- + 0|3.680534e+02|0.000000e+00 + 1|3.592501e+02|-2.391854e-02 + 2|3.590682e+02|-5.061555e-04 + 3|3.589745e+02|-2.610227e-04 + 4|3.589167e+02|-1.611644e-04 + 5|3.588768e+02|-1.109242e-04 + 6|3.588482e+02|-7.972733e-05 + 7|3.588261e+02|-6.166174e-05 + 8|3.588086e+02|-4.871697e-05 + 9|3.587946e+02|-3.919056e-05 + 10|3.587830e+02|-3.228124e-05 + 11|3.587731e+02|-2.744744e-05 + 12|3.587648e+02|-2.334451e-05 + 13|3.587576e+02|-1.995629e-05 + 14|3.587513e+02|-1.761058e-05 + 15|3.587457e+02|-1.542568e-05 + 16|3.587408e+02|-1.366315e-05 + 17|3.587365e+02|-1.221732e-05 + 18|3.587325e+02|-1.102488e-05 + 19|3.587303e+02|-6.062107e-06 + It. |Loss |Delta loss + -------------------------------- + 0|3.784871e+02|0.000000e+00 + 1|3.646491e+02|-3.656142e-02 + 2|3.642975e+02|-9.642655e-04 + 3|3.641626e+02|-3.702413e-04 + 4|3.640888e+02|-2.026301e-04 + 5|3.640419e+02|-1.289607e-04 + 6|3.640097e+02|-8.831646e-05 + 7|3.639861e+02|-6.487612e-05 + 8|3.639679e+02|-4.994063e-05 + 9|3.639536e+02|-3.941436e-05 + 10|3.639419e+02|-3.209753e-05 + + +Plot original images +-------------------- + + + +.. code-block:: python + + + pl.figure(1, figsize=(6.4, 3)) + pl.subplot(1, 2, 1) + pl.imshow(I1) + pl.axis('off') + pl.title('Image 1') + + pl.subplot(1, 2, 2) + pl.imshow(I2) + pl.axis('off') + pl.title('Image 2') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_mapping_colors_images_001.png + :align: center + + + + +Plot pixel values distribution +------------------------------ + + + +.. code-block:: python + + + pl.figure(2, figsize=(6.4, 5)) + + pl.subplot(1, 2, 1) + pl.scatter(Xs[:, 0], Xs[:, 2], c=Xs) + pl.axis([0, 1, 0, 1]) + pl.xlabel('Red') + pl.ylabel('Blue') + pl.title('Image 1') + + pl.subplot(1, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 2], c=Xt) + pl.axis([0, 1, 0, 1]) + pl.xlabel('Red') + pl.ylabel('Blue') + pl.title('Image 2') + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_mapping_colors_images_003.png + :align: center + + + + +Plot transformed images +----------------------- + + + +.. code-block:: python + + + pl.figure(2, figsize=(10, 5)) + + pl.subplot(2, 3, 1) + pl.imshow(I1) + pl.axis('off') + pl.title('Im. 1') + + pl.subplot(2, 3, 4) + pl.imshow(I2) + pl.axis('off') + pl.title('Im. 2') + + pl.subplot(2, 3, 2) + pl.imshow(Image_emd) + pl.axis('off') + pl.title('EmdTransport') + + pl.subplot(2, 3, 5) + pl.imshow(Image_sinkhorn) + pl.axis('off') + pl.title('SinkhornTransport') + + pl.subplot(2, 3, 3) + pl.imshow(Image_mapping_linear) + pl.axis('off') + pl.title('MappingTransport (linear)') + + pl.subplot(2, 3, 6) + pl.imshow(Image_mapping_gaussian) + pl.axis('off') + pl.title('MappingTransport (gaussian)') + pl.tight_layout() + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_mapping_colors_images_004.png + :align: center + + + + +**Total running time of the script:** ( 3 minutes 14.206 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_mapping_colors_images.py <plot_otda_mapping_colors_images.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_mapping_colors_images.ipynb <plot_otda_mapping_colors_images.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_otda_semi_supervised.ipynb b/docs/source/auto_examples/plot_otda_semi_supervised.ipynb new file mode 100644 index 0000000..e3192da --- /dev/null +++ b/docs/source/auto_examples/plot_otda_semi_supervised.ipynb @@ -0,0 +1,144 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# OTDA unsupervised vs semi-supervised setting\n\n\nThis example introduces a semi supervised domain adaptation in a 2D setting.\nIt explicits the problem of semi supervised domain adaptation and introduces\nsome optimal transport approaches to solve it.\n\nQuantities such as optimal couplings, greater coupling coefficients and\ntransported samples are represented in order to give a visual understanding\nof what the transport methods are doing.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Authors: Remi Flamary <remi.flamary@unice.fr>\n# Stanislas Chambon <stan.chambon@gmail.com>\n#\n# License: MIT License\n\nimport matplotlib.pylab as pl\nimport ot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Generate data\n-------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_samples_source = 150\nn_samples_target = 150\n\nXs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source)\nXt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Transport source samples onto target samples\n--------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# unsupervised domain adaptation\not_sinkhorn_un = ot.da.SinkhornTransport(reg_e=1e-1)\not_sinkhorn_un.fit(Xs=Xs, Xt=Xt)\ntransp_Xs_sinkhorn_un = ot_sinkhorn_un.transform(Xs=Xs)\n\n# semi-supervised domain adaptation\not_sinkhorn_semi = ot.da.SinkhornTransport(reg_e=1e-1)\not_sinkhorn_semi.fit(Xs=Xs, Xt=Xt, ys=ys, yt=yt)\ntransp_Xs_sinkhorn_semi = ot_sinkhorn_semi.transform(Xs=Xs)\n\n# semi supervised DA uses available labaled target samples to modify the cost\n# matrix involved in the OT problem. The cost of transporting a source sample\n# of class A onto a target sample of class B != A is set to infinite, or a\n# very large value\n\n# note that in the present case we consider that all the target samples are\n# labeled. For daily applications, some target sample might not have labels,\n# in this case the element of yt corresponding to these samples should be\n# filled with -1.\n\n# Warning: we recall that -1 cannot be used as a class label" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 1 : plots source and target samples + matrix of pairwise distance\n---------------------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(1, figsize=(10, 10))\npl.subplot(2, 2, 1)\npl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')\npl.xticks([])\npl.yticks([])\npl.legend(loc=0)\npl.title('Source samples')\n\npl.subplot(2, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')\npl.xticks([])\npl.yticks([])\npl.legend(loc=0)\npl.title('Target samples')\n\npl.subplot(2, 2, 3)\npl.imshow(ot_sinkhorn_un.cost_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Cost matrix - unsupervised DA')\n\npl.subplot(2, 2, 4)\npl.imshow(ot_sinkhorn_semi.cost_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Cost matrix - semisupervised DA')\n\npl.tight_layout()\n\n# the optimal coupling in the semi-supervised DA case will exhibit \" shape\n# similar\" to the cost matrix, (block diagonal matrix)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 2 : plots optimal couplings for the different methods\n---------------------------------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(2, figsize=(8, 4))\n\npl.subplot(1, 2, 1)\npl.imshow(ot_sinkhorn_un.coupling_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nUnsupervised DA')\n\npl.subplot(1, 2, 2)\npl.imshow(ot_sinkhorn_semi.coupling_, interpolation='nearest')\npl.xticks([])\npl.yticks([])\npl.title('Optimal coupling\\nSemi-supervised DA')\n\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Fig 3 : plot transported samples\n--------------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# display transported samples\npl.figure(4, figsize=(8, 4))\npl.subplot(1, 2, 1)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.5)\npl.scatter(transp_Xs_sinkhorn_un[:, 0], transp_Xs_sinkhorn_un[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.title('Transported samples\\nEmdTransport')\npl.legend(loc=0)\npl.xticks([])\npl.yticks([])\n\npl.subplot(1, 2, 2)\npl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',\n label='Target samples', alpha=0.5)\npl.scatter(transp_Xs_sinkhorn_semi[:, 0], transp_Xs_sinkhorn_semi[:, 1], c=ys,\n marker='+', label='Transp samples', s=30)\npl.title('Transported samples\\nSinkhornTransport')\npl.xticks([])\npl.yticks([])\n\npl.tight_layout()\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_otda_semi_supervised.py b/docs/source/auto_examples/plot_otda_semi_supervised.py new file mode 100644 index 0000000..8a67720 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_semi_supervised.py @@ -0,0 +1,148 @@ +# -*- coding: utf-8 -*- +""" +============================================ +OTDA unsupervised vs semi-supervised setting +============================================ + +This example introduces a semi supervised domain adaptation in a 2D setting. +It explicits the problem of semi supervised domain adaptation and introduces +some optimal transport approaches to solve it. + +Quantities such as optimal couplings, greater coupling coefficients and +transported samples are represented in order to give a visual understanding +of what the transport methods are doing. +""" + +# Authors: Remi Flamary <remi.flamary@unice.fr> +# Stanislas Chambon <stan.chambon@gmail.com> +# +# License: MIT License + +import matplotlib.pylab as pl +import ot + + +############################################################################## +# Generate data +# ------------- + +n_samples_source = 150 +n_samples_target = 150 + +Xs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source) +Xt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target) + + +############################################################################## +# Transport source samples onto target samples +# -------------------------------------------- + + +# unsupervised domain adaptation +ot_sinkhorn_un = ot.da.SinkhornTransport(reg_e=1e-1) +ot_sinkhorn_un.fit(Xs=Xs, Xt=Xt) +transp_Xs_sinkhorn_un = ot_sinkhorn_un.transform(Xs=Xs) + +# semi-supervised domain adaptation +ot_sinkhorn_semi = ot.da.SinkhornTransport(reg_e=1e-1) +ot_sinkhorn_semi.fit(Xs=Xs, Xt=Xt, ys=ys, yt=yt) +transp_Xs_sinkhorn_semi = ot_sinkhorn_semi.transform(Xs=Xs) + +# semi supervised DA uses available labaled target samples to modify the cost +# matrix involved in the OT problem. The cost of transporting a source sample +# of class A onto a target sample of class B != A is set to infinite, or a +# very large value + +# note that in the present case we consider that all the target samples are +# labeled. For daily applications, some target sample might not have labels, +# in this case the element of yt corresponding to these samples should be +# filled with -1. + +# Warning: we recall that -1 cannot be used as a class label + + +############################################################################## +# Fig 1 : plots source and target samples + matrix of pairwise distance +# --------------------------------------------------------------------- + +pl.figure(1, figsize=(10, 10)) +pl.subplot(2, 2, 1) +pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') +pl.xticks([]) +pl.yticks([]) +pl.legend(loc=0) +pl.title('Source samples') + +pl.subplot(2, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') +pl.xticks([]) +pl.yticks([]) +pl.legend(loc=0) +pl.title('Target samples') + +pl.subplot(2, 2, 3) +pl.imshow(ot_sinkhorn_un.cost_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Cost matrix - unsupervised DA') + +pl.subplot(2, 2, 4) +pl.imshow(ot_sinkhorn_semi.cost_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Cost matrix - semisupervised DA') + +pl.tight_layout() + +# the optimal coupling in the semi-supervised DA case will exhibit " shape +# similar" to the cost matrix, (block diagonal matrix) + + +############################################################################## +# Fig 2 : plots optimal couplings for the different methods +# --------------------------------------------------------- + +pl.figure(2, figsize=(8, 4)) + +pl.subplot(1, 2, 1) +pl.imshow(ot_sinkhorn_un.coupling_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nUnsupervised DA') + +pl.subplot(1, 2, 2) +pl.imshow(ot_sinkhorn_semi.coupling_, interpolation='nearest') +pl.xticks([]) +pl.yticks([]) +pl.title('Optimal coupling\nSemi-supervised DA') + +pl.tight_layout() + + +############################################################################## +# Fig 3 : plot transported samples +# -------------------------------- + +# display transported samples +pl.figure(4, figsize=(8, 4)) +pl.subplot(1, 2, 1) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) +pl.scatter(transp_Xs_sinkhorn_un[:, 0], transp_Xs_sinkhorn_un[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.title('Transported samples\nEmdTransport') +pl.legend(loc=0) +pl.xticks([]) +pl.yticks([]) + +pl.subplot(1, 2, 2) +pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) +pl.scatter(transp_Xs_sinkhorn_semi[:, 0], transp_Xs_sinkhorn_semi[:, 1], c=ys, + marker='+', label='Transp samples', s=30) +pl.title('Transported samples\nSinkhornTransport') +pl.xticks([]) +pl.yticks([]) + +pl.tight_layout() +pl.show() diff --git a/docs/source/auto_examples/plot_otda_semi_supervised.rst b/docs/source/auto_examples/plot_otda_semi_supervised.rst new file mode 100644 index 0000000..2ed7819 --- /dev/null +++ b/docs/source/auto_examples/plot_otda_semi_supervised.rst @@ -0,0 +1,245 @@ + + +.. _sphx_glr_auto_examples_plot_otda_semi_supervised.py: + + +============================================ +OTDA unsupervised vs semi-supervised setting +============================================ + +This example introduces a semi supervised domain adaptation in a 2D setting. +It explicits the problem of semi supervised domain adaptation and introduces +some optimal transport approaches to solve it. + +Quantities such as optimal couplings, greater coupling coefficients and +transported samples are represented in order to give a visual understanding +of what the transport methods are doing. + + + +.. code-block:: python + + + # Authors: Remi Flamary <remi.flamary@unice.fr> + # Stanislas Chambon <stan.chambon@gmail.com> + # + # License: MIT License + + import matplotlib.pylab as pl + import ot + + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + n_samples_source = 150 + n_samples_target = 150 + + Xs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source) + Xt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target) + + + + + + + + +Transport source samples onto target samples +-------------------------------------------- + + + +.. code-block:: python + + + + # unsupervised domain adaptation + ot_sinkhorn_un = ot.da.SinkhornTransport(reg_e=1e-1) + ot_sinkhorn_un.fit(Xs=Xs, Xt=Xt) + transp_Xs_sinkhorn_un = ot_sinkhorn_un.transform(Xs=Xs) + + # semi-supervised domain adaptation + ot_sinkhorn_semi = ot.da.SinkhornTransport(reg_e=1e-1) + ot_sinkhorn_semi.fit(Xs=Xs, Xt=Xt, ys=ys, yt=yt) + transp_Xs_sinkhorn_semi = ot_sinkhorn_semi.transform(Xs=Xs) + + # semi supervised DA uses available labaled target samples to modify the cost + # matrix involved in the OT problem. The cost of transporting a source sample + # of class A onto a target sample of class B != A is set to infinite, or a + # very large value + + # note that in the present case we consider that all the target samples are + # labeled. For daily applications, some target sample might not have labels, + # in this case the element of yt corresponding to these samples should be + # filled with -1. + + # Warning: we recall that -1 cannot be used as a class label + + + + + + + + +Fig 1 : plots source and target samples + matrix of pairwise distance +--------------------------------------------------------------------- + + + +.. code-block:: python + + + pl.figure(1, figsize=(10, 10)) + pl.subplot(2, 2, 1) + pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples') + pl.xticks([]) + pl.yticks([]) + pl.legend(loc=0) + pl.title('Source samples') + + pl.subplot(2, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples') + pl.xticks([]) + pl.yticks([]) + pl.legend(loc=0) + pl.title('Target samples') + + pl.subplot(2, 2, 3) + pl.imshow(ot_sinkhorn_un.cost_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Cost matrix - unsupervised DA') + + pl.subplot(2, 2, 4) + pl.imshow(ot_sinkhorn_semi.cost_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Cost matrix - semisupervised DA') + + pl.tight_layout() + + # the optimal coupling in the semi-supervised DA case will exhibit " shape + # similar" to the cost matrix, (block diagonal matrix) + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_semi_supervised_001.png + :align: center + + + + +Fig 2 : plots optimal couplings for the different methods +--------------------------------------------------------- + + + +.. code-block:: python + + + pl.figure(2, figsize=(8, 4)) + + pl.subplot(1, 2, 1) + pl.imshow(ot_sinkhorn_un.coupling_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nUnsupervised DA') + + pl.subplot(1, 2, 2) + pl.imshow(ot_sinkhorn_semi.coupling_, interpolation='nearest') + pl.xticks([]) + pl.yticks([]) + pl.title('Optimal coupling\nSemi-supervised DA') + + pl.tight_layout() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_semi_supervised_003.png + :align: center + + + + +Fig 3 : plot transported samples +-------------------------------- + + + +.. code-block:: python + + + # display transported samples + pl.figure(4, figsize=(8, 4)) + pl.subplot(1, 2, 1) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) + pl.scatter(transp_Xs_sinkhorn_un[:, 0], transp_Xs_sinkhorn_un[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.title('Transported samples\nEmdTransport') + pl.legend(loc=0) + pl.xticks([]) + pl.yticks([]) + + pl.subplot(1, 2, 2) + pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', + label='Target samples', alpha=0.5) + pl.scatter(transp_Xs_sinkhorn_semi[:, 0], transp_Xs_sinkhorn_semi[:, 1], c=ys, + marker='+', label='Transp samples', s=30) + pl.title('Transported samples\nSinkhornTransport') + pl.xticks([]) + pl.yticks([]) + + pl.tight_layout() + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_otda_semi_supervised_006.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 0.256 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_otda_semi_supervised.py <plot_otda_semi_supervised.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_otda_semi_supervised.ipynb <plot_otda_semi_supervised.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git a/docs/source/auto_examples/plot_stochastic.ipynb b/docs/source/auto_examples/plot_stochastic.ipynb new file mode 100644 index 0000000..7f6ff3d --- /dev/null +++ b/docs/source/auto_examples/plot_stochastic.ipynb @@ -0,0 +1,295 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Stochastic examples\n\n\nThis example is designed to show how to use the stochatic optimization\nalgorithms for descrete and semicontinous measures from the POT library.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Kilian Fatras <kilian.fatras@gmail.com>\n#\n# License: MIT License\n\nimport matplotlib.pylab as pl\nimport numpy as np\nimport ot\nimport ot.plot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "COMPUTE TRANSPORTATION MATRIX FOR SEMI-DUAL PROBLEM\n############################################################################\n############################################################################\n DISCRETE CASE:\n\n Sample two discrete measures for the discrete case\n ---------------------------------------------\n\n Define 2 discrete measures a and b, the points where are defined the source\n and the target measures and finally the cost matrix c.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source = 7\nn_target = 4\nreg = 1\nnumItermax = 1000\n\na = ot.utils.unif(n_source)\nb = ot.utils.unif(n_target)\n\nrng = np.random.RandomState(0)\nX_source = rng.randn(n_source, 2)\nY_target = rng.randn(n_target, 2)\nM = ot.dist(X_source, Y_target)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Call the \"SAG\" method to find the transportation matrix in the discrete case\n---------------------------------------------\n\nDefine the method \"SAG\", call ot.solve_semi_dual_entropic and plot the\nresults.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "method = \"SAG\"\nsag_pi = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method,\n numItermax)\nprint(sag_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "SEMICONTINOUS CASE:\n\nSample one general measure a, one discrete measures b for the semicontinous\ncase\n---------------------------------------------\n\nDefine one general measure a, one discrete measures b, the points where\nare defined the source and the target measures and finally the cost matrix c.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source = 7\nn_target = 4\nreg = 1\nnumItermax = 1000\nlog = True\n\na = ot.utils.unif(n_source)\nb = ot.utils.unif(n_target)\n\nrng = np.random.RandomState(0)\nX_source = rng.randn(n_source, 2)\nY_target = rng.randn(n_target, 2)\nM = ot.dist(X_source, Y_target)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Call the \"ASGD\" method to find the transportation matrix in the semicontinous\ncase\n---------------------------------------------\n\nDefine the method \"ASGD\", call ot.solve_semi_dual_entropic and plot the\nresults.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "method = \"ASGD\"\nasgd_pi, log_asgd = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method,\n numItermax, log=log)\nprint(log_asgd['alpha'], log_asgd['beta'])\nprint(asgd_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compare the results with the Sinkhorn algorithm\n---------------------------------------------\n\nCall the Sinkhorn algorithm from POT\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "sinkhorn_pi = ot.sinkhorn(a, b, M, reg)\nprint(sinkhorn_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "PLOT TRANSPORTATION MATRIX\n#############################################################################\n\n" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot SAG results\n----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sag_pi, 'semi-dual : OT matrix SAG')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot ASGD results\n-----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, asgd_pi, 'semi-dual : OT matrix ASGD')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot Sinkhorn results\n---------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "COMPUTE TRANSPORTATION MATRIX FOR DUAL PROBLEM\n############################################################################\n############################################################################\n SEMICONTINOUS CASE:\n\n Sample one general measure a, one discrete measures b for the semicontinous\n case\n ---------------------------------------------\n\n Define one general measure a, one discrete measures b, the points where\n are defined the source and the target measures and finally the cost matrix c.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source = 7\nn_target = 4\nreg = 1\nnumItermax = 100000\nlr = 0.1\nbatch_size = 3\nlog = True\n\na = ot.utils.unif(n_source)\nb = ot.utils.unif(n_target)\n\nrng = np.random.RandomState(0)\nX_source = rng.randn(n_source, 2)\nY_target = rng.randn(n_target, 2)\nM = ot.dist(X_source, Y_target)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Call the \"SGD\" dual method to find the transportation matrix in the\nsemicontinous case\n---------------------------------------------\n\nCall ot.solve_dual_entropic and plot the results.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "sgd_dual_pi, log_sgd = ot.stochastic.solve_dual_entropic(a, b, M, reg,\n batch_size, numItermax,\n lr, log=log)\nprint(log_sgd['alpha'], log_sgd['beta'])\nprint(sgd_dual_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compare the results with the Sinkhorn algorithm\n---------------------------------------------\n\nCall the Sinkhorn algorithm from POT\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "sinkhorn_pi = ot.sinkhorn(a, b, M, reg)\nprint(sinkhorn_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot SGD results\n-----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sgd_dual_pi, 'dual : OT matrix SGD')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot Sinkhorn results\n---------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn')\npl.show()" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.6.7" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +}
\ No newline at end of file diff --git a/docs/source/auto_examples/plot_stochastic.py b/docs/source/auto_examples/plot_stochastic.py new file mode 100644 index 0000000..742f8d9 --- /dev/null +++ b/docs/source/auto_examples/plot_stochastic.py @@ -0,0 +1,208 @@ +""" +========================== +Stochastic examples +========================== + +This example is designed to show how to use the stochatic optimization +algorithms for descrete and semicontinous measures from the POT library. + +""" + +# Author: Kilian Fatras <kilian.fatras@gmail.com> +# +# License: MIT License + +import matplotlib.pylab as pl +import numpy as np +import ot +import ot.plot + + +############################################################################# +# COMPUTE TRANSPORTATION MATRIX FOR SEMI-DUAL PROBLEM +############################################################################# +############################################################################# +# DISCRETE CASE: +# +# Sample two discrete measures for the discrete case +# --------------------------------------------- +# +# Define 2 discrete measures a and b, the points where are defined the source +# and the target measures and finally the cost matrix c. + +n_source = 7 +n_target = 4 +reg = 1 +numItermax = 1000 + +a = ot.utils.unif(n_source) +b = ot.utils.unif(n_target) + +rng = np.random.RandomState(0) +X_source = rng.randn(n_source, 2) +Y_target = rng.randn(n_target, 2) +M = ot.dist(X_source, Y_target) + +############################################################################# +# +# Call the "SAG" method to find the transportation matrix in the discrete case +# --------------------------------------------- +# +# Define the method "SAG", call ot.solve_semi_dual_entropic and plot the +# results. + +method = "SAG" +sag_pi = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method, + numItermax) +print(sag_pi) + +############################################################################# +# SEMICONTINOUS CASE: +# +# Sample one general measure a, one discrete measures b for the semicontinous +# case +# --------------------------------------------- +# +# Define one general measure a, one discrete measures b, the points where +# are defined the source and the target measures and finally the cost matrix c. + +n_source = 7 +n_target = 4 +reg = 1 +numItermax = 1000 +log = True + +a = ot.utils.unif(n_source) +b = ot.utils.unif(n_target) + +rng = np.random.RandomState(0) +X_source = rng.randn(n_source, 2) +Y_target = rng.randn(n_target, 2) +M = ot.dist(X_source, Y_target) + +############################################################################# +# +# Call the "ASGD" method to find the transportation matrix in the semicontinous +# case +# --------------------------------------------- +# +# Define the method "ASGD", call ot.solve_semi_dual_entropic and plot the +# results. + +method = "ASGD" +asgd_pi, log_asgd = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method, + numItermax, log=log) +print(log_asgd['alpha'], log_asgd['beta']) +print(asgd_pi) + +############################################################################# +# +# Compare the results with the Sinkhorn algorithm +# --------------------------------------------- +# +# Call the Sinkhorn algorithm from POT + +sinkhorn_pi = ot.sinkhorn(a, b, M, reg) +print(sinkhorn_pi) + + +############################################################################## +# PLOT TRANSPORTATION MATRIX +############################################################################## + +############################################################################## +# Plot SAG results +# ---------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sag_pi, 'semi-dual : OT matrix SAG') +pl.show() + + +############################################################################## +# Plot ASGD results +# ----------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, asgd_pi, 'semi-dual : OT matrix ASGD') +pl.show() + + +############################################################################## +# Plot Sinkhorn results +# --------------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn') +pl.show() + + +############################################################################# +# COMPUTE TRANSPORTATION MATRIX FOR DUAL PROBLEM +############################################################################# +############################################################################# +# SEMICONTINOUS CASE: +# +# Sample one general measure a, one discrete measures b for the semicontinous +# case +# --------------------------------------------- +# +# Define one general measure a, one discrete measures b, the points where +# are defined the source and the target measures and finally the cost matrix c. + +n_source = 7 +n_target = 4 +reg = 1 +numItermax = 100000 +lr = 0.1 +batch_size = 3 +log = True + +a = ot.utils.unif(n_source) +b = ot.utils.unif(n_target) + +rng = np.random.RandomState(0) +X_source = rng.randn(n_source, 2) +Y_target = rng.randn(n_target, 2) +M = ot.dist(X_source, Y_target) + +############################################################################# +# +# Call the "SGD" dual method to find the transportation matrix in the +# semicontinous case +# --------------------------------------------- +# +# Call ot.solve_dual_entropic and plot the results. + +sgd_dual_pi, log_sgd = ot.stochastic.solve_dual_entropic(a, b, M, reg, + batch_size, numItermax, + lr, log=log) +print(log_sgd['alpha'], log_sgd['beta']) +print(sgd_dual_pi) + +############################################################################# +# +# Compare the results with the Sinkhorn algorithm +# --------------------------------------------- +# +# Call the Sinkhorn algorithm from POT + +sinkhorn_pi = ot.sinkhorn(a, b, M, reg) +print(sinkhorn_pi) + +############################################################################## +# Plot SGD results +# ----------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sgd_dual_pi, 'dual : OT matrix SGD') +pl.show() + + +############################################################################## +# Plot Sinkhorn results +# --------------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn') +pl.show() diff --git a/docs/source/auto_examples/plot_stochastic.rst b/docs/source/auto_examples/plot_stochastic.rst new file mode 100644 index 0000000..d531045 --- /dev/null +++ b/docs/source/auto_examples/plot_stochastic.rst @@ -0,0 +1,446 @@ + + +.. _sphx_glr_auto_examples_plot_stochastic.py: + + +========================== +Stochastic examples +========================== + +This example is designed to show how to use the stochatic optimization +algorithms for descrete and semicontinous measures from the POT library. + + + + +.. code-block:: python + + + # Author: Kilian Fatras <kilian.fatras@gmail.com> + # + # License: MIT License + + import matplotlib.pylab as pl + import numpy as np + import ot + import ot.plot + + + + + + + + +COMPUTE TRANSPORTATION MATRIX FOR SEMI-DUAL PROBLEM +############################################################################ +############################################################################ + DISCRETE CASE: + + Sample two discrete measures for the discrete case + --------------------------------------------- + + Define 2 discrete measures a and b, the points where are defined the source + and the target measures and finally the cost matrix c. + + + +.. code-block:: python + + + n_source = 7 + n_target = 4 + reg = 1 + numItermax = 1000 + + a = ot.utils.unif(n_source) + b = ot.utils.unif(n_target) + + rng = np.random.RandomState(0) + X_source = rng.randn(n_source, 2) + Y_target = rng.randn(n_target, 2) + M = ot.dist(X_source, Y_target) + + + + + + + +Call the "SAG" method to find the transportation matrix in the discrete case +--------------------------------------------- + +Define the method "SAG", call ot.solve_semi_dual_entropic and plot the +results. + + + +.. code-block:: python + + + method = "SAG" + sag_pi = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method, + numItermax) + print(sag_pi) + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + [[2.55553509e-02 9.96395660e-02 1.76579142e-02 4.31178196e-06] + [1.21640234e-01 1.25357448e-02 1.30225078e-03 7.37891338e-03] + [3.56123975e-03 7.61451746e-02 6.31505947e-02 1.33831456e-07] + [2.61515202e-02 3.34246014e-02 8.28734709e-02 4.07550428e-04] + [9.85500870e-03 7.52288517e-04 1.08262628e-02 1.21423583e-01] + [2.16904253e-02 9.03825797e-04 1.87178503e-03 1.18391107e-01] + [4.15462212e-02 2.65987989e-02 7.23177216e-02 2.39440107e-03]] + + +SEMICONTINOUS CASE: + +Sample one general measure a, one discrete measures b for the semicontinous +case +--------------------------------------------- + +Define one general measure a, one discrete measures b, the points where +are defined the source and the target measures and finally the cost matrix c. + + + +.. code-block:: python + + + n_source = 7 + n_target = 4 + reg = 1 + numItermax = 1000 + log = True + + a = ot.utils.unif(n_source) + b = ot.utils.unif(n_target) + + rng = np.random.RandomState(0) + X_source = rng.randn(n_source, 2) + Y_target = rng.randn(n_target, 2) + M = ot.dist(X_source, Y_target) + + + + + + + +Call the "ASGD" method to find the transportation matrix in the semicontinous +case +--------------------------------------------- + +Define the method "ASGD", call ot.solve_semi_dual_entropic and plot the +results. + + + +.. code-block:: python + + + method = "ASGD" + asgd_pi, log_asgd = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method, + numItermax, log=log) + print(log_asgd['alpha'], log_asgd['beta']) + print(asgd_pi) + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + [3.98220325 7.76235856 3.97645524 2.72051681 1.23219313 3.07696856 + 2.84476972] [-2.65544161 -2.50838395 -0.9397765 6.10360206] + [[2.34528761e-02 1.00491956e-01 1.89058354e-02 6.47543413e-06] + [1.16616747e-01 1.32074516e-02 1.45653361e-03 1.15764107e-02] + [3.16154850e-03 7.42892944e-02 6.54061055e-02 1.94426150e-07] + [2.33152216e-02 3.27486992e-02 8.61986263e-02 5.94595747e-04] + [6.34131496e-03 5.31975896e-04 8.12724003e-03 1.27856612e-01] + [1.41744829e-02 6.49096245e-04 1.42704389e-03 1.26606520e-01] + [3.73127657e-02 2.62526499e-02 7.57727161e-02 3.51901117e-03]] + + +Compare the results with the Sinkhorn algorithm +--------------------------------------------- + +Call the Sinkhorn algorithm from POT + + + +.. code-block:: python + + + sinkhorn_pi = ot.sinkhorn(a, b, M, reg) + print(sinkhorn_pi) + + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + [[2.55535622e-02 9.96413843e-02 1.76578860e-02 4.31043335e-06] + [1.21640742e-01 1.25369034e-02 1.30234529e-03 7.37715259e-03] + [3.56096458e-03 7.61460101e-02 6.31500344e-02 1.33788624e-07] + [2.61499607e-02 3.34255577e-02 8.28741973e-02 4.07427179e-04] + [9.85698720e-03 7.52505948e-04 1.08291770e-02 1.21418473e-01] + [2.16947591e-02 9.04086158e-04 1.87228707e-03 1.18386011e-01] + [4.15442692e-02 2.65998963e-02 7.23192701e-02 2.39370724e-03]] + + +PLOT TRANSPORTATION MATRIX +############################################################################# + + +Plot SAG results +---------------- + + + +.. code-block:: python + + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, sag_pi, 'semi-dual : OT matrix SAG') + pl.show() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_stochastic_004.png + :align: center + + + + +Plot ASGD results +----------------- + + + +.. code-block:: python + + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, asgd_pi, 'semi-dual : OT matrix ASGD') + pl.show() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_stochastic_005.png + :align: center + + + + +Plot Sinkhorn results +--------------------- + + + +.. code-block:: python + + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn') + pl.show() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_stochastic_006.png + :align: center + + + + +COMPUTE TRANSPORTATION MATRIX FOR DUAL PROBLEM +############################################################################ +############################################################################ + SEMICONTINOUS CASE: + + Sample one general measure a, one discrete measures b for the semicontinous + case + --------------------------------------------- + + Define one general measure a, one discrete measures b, the points where + are defined the source and the target measures and finally the cost matrix c. + + + +.. code-block:: python + + + n_source = 7 + n_target = 4 + reg = 1 + numItermax = 100000 + lr = 0.1 + batch_size = 3 + log = True + + a = ot.utils.unif(n_source) + b = ot.utils.unif(n_target) + + rng = np.random.RandomState(0) + X_source = rng.randn(n_source, 2) + Y_target = rng.randn(n_target, 2) + M = ot.dist(X_source, Y_target) + + + + + + + +Call the "SGD" dual method to find the transportation matrix in the +semicontinous case +--------------------------------------------- + +Call ot.solve_dual_entropic and plot the results. + + + +.. code-block:: python + + + sgd_dual_pi, log_sgd = ot.stochastic.solve_dual_entropic(a, b, M, reg, + batch_size, numItermax, + lr, log=log) + print(log_sgd['alpha'], log_sgd['beta']) + print(sgd_dual_pi) + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + [0.92449986 2.75486107 1.07923806 0.02741145 0.61355413 1.81961594 + 0.12072562] [0.33831611 0.46806842 1.5640451 4.96947652] + [[2.20001105e-02 9.26497883e-02 1.08654588e-02 9.78995555e-08] + [1.55669974e-02 1.73279561e-03 1.19120878e-04 2.49058251e-05] + [3.48198483e-03 8.04151063e-02 4.41335396e-02 3.45115752e-09] + [3.14927954e-02 4.34760520e-02 7.13338154e-02 1.29442395e-05] + [6.81836550e-02 5.62182457e-03 5.35386584e-02 2.21568095e-02] + [8.04671052e-02 3.62163462e-03 4.96331605e-03 1.15837801e-02] + [4.88644009e-02 3.37903481e-02 6.07955004e-02 7.42743505e-05]] + + +Compare the results with the Sinkhorn algorithm +--------------------------------------------- + +Call the Sinkhorn algorithm from POT + + + +.. code-block:: python + + + sinkhorn_pi = ot.sinkhorn(a, b, M, reg) + print(sinkhorn_pi) + + + + + +.. rst-class:: sphx-glr-script-out + + Out:: + + [[2.55535622e-02 9.96413843e-02 1.76578860e-02 4.31043335e-06] + [1.21640742e-01 1.25369034e-02 1.30234529e-03 7.37715259e-03] + [3.56096458e-03 7.61460101e-02 6.31500344e-02 1.33788624e-07] + [2.61499607e-02 3.34255577e-02 8.28741973e-02 4.07427179e-04] + [9.85698720e-03 7.52505948e-04 1.08291770e-02 1.21418473e-01] + [2.16947591e-02 9.04086158e-04 1.87228707e-03 1.18386011e-01] + [4.15442692e-02 2.65998963e-02 7.23192701e-02 2.39370724e-03]] + + +Plot SGD results +----------------- + + + +.. code-block:: python + + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, sgd_dual_pi, 'dual : OT matrix SGD') + pl.show() + + + + + +.. image:: /auto_examples/images/sphx_glr_plot_stochastic_007.png + :align: center + + + + +Plot Sinkhorn results +--------------------- + + + +.. code-block:: python + + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn') + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_stochastic_008.png + :align: center + + + + +**Total running time of the script:** ( 0 minutes 20.889 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_stochastic.py <plot_stochastic.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_stochastic.ipynb <plot_stochastic.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ diff --git 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