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author | Rémi Flamary <remi.flamary@gmail.com> | 2016-10-24 15:36:36 +0200 |
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committer | Rémi Flamary <remi.flamary@gmail.com> | 2016-10-24 15:36:36 +0200 |
commit | 4cdefdf572e41bc578625da53e82a4c2e455a62e (patch) | |
tree | ae57119800806675ab10f8734bfa1a1c33ffd4e2 /examples/demo_OT_2D_samples.py | |
parent | 838708a0134ab8e0e0ba7ee01bd97e7aa39b23bb (diff) |
add 2d exmaple with empirical measure
Diffstat (limited to 'examples/demo_OT_2D_samples.py')
-rw-r--r-- | examples/demo_OT_2D_samples.py | 90 |
1 files changed, 90 insertions, 0 deletions
diff --git a/examples/demo_OT_2D_samples.py b/examples/demo_OT_2D_samples.py new file mode 100644 index 0000000..2cda92e --- /dev/null +++ b/examples/demo_OT_2D_samples.py @@ -0,0 +1,90 @@ +# -*- coding: utf-8 -*- +""" +Created on Fri Oct 21 09:51:45 2016 + +@author: rflamary +""" + +import numpy as np +import matplotlib.pylab as pl +import ot + + + +#%% parameters + +n=20 # nb bins + +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.get_2D_samples_gauss(n,mu_s,cov_s) +xt=ot.datasets.get_2D_samples_gauss(n,mu_t,cov_t) + +a,b = ot.unif(n),ot.unif(n) + +# loss matrix +M=ot.dist(xs,xt) +#M/=M.max() + +#%% 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 traget distributions') + +pl.figure(2) +pl.imshow(M,interpolation='nearest') +pl.title('Cost matrix M') + + +#%% EMD + +G0=ot.emd(a,b,M) + + +pl.figure(3) +pl.imshow(G0,interpolation='nearest') +pl.title('Cost matrix M') + +pl.figure(4) +ot.plot.otplot2D_samples(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') + + +#%% sinkhorn + +lambd=.8e-1 +Gs=ot.sinkhorn(a,b,M,lambd) + + +pl.figure(5) +pl.imshow(Gs,interpolation='nearest') +pl.title('Cost matrix M') + +pl.figure(6) +ot.plot.otplot2D_samples(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') + +# +#pl.figure(3) +#ot.plot.otplot1D(a,b,G0,'OT matrix G0') +# +##%% Sinkhorn +# +#lambd=1e-3 +#Gs=ot.sinkhorn(a,b,M,lambd) +# +#pl.figure(4) +#ot.plot.otplot1D(a,b,Gs,'OT matrix Sinkhorn') |