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authorRémi Flamary <remi.flamary@gmail.com>2016-11-07 16:51:42 +0100
committerRémi Flamary <remi.flamary@gmail.com>2016-11-07 16:51:42 +0100
commit8b41e141e8ce4ad14a458cb363f46d3176644116 (patch)
tree84110632f983344feaa757b228c67a1b9c6c3aa1 /examples/demo_optim_OTreg.py
parente485078116660e53b47aa1f7b96288b9b413c3eb (diff)
add log and epsilon scaling stabilizations
Diffstat (limited to 'examples/demo_optim_OTreg.py')
-rw-r--r--examples/demo_optim_OTreg.py10
1 files changed, 5 insertions, 5 deletions
diff --git a/examples/demo_optim_OTreg.py b/examples/demo_optim_OTreg.py
index 5e19be5..0a8c583 100644
--- a/examples/demo_optim_OTreg.py
+++ b/examples/demo_optim_OTreg.py
@@ -17,8 +17,8 @@ n=100 # nb bins
x=np.arange(n,dtype=np.float64)
# Gaussian distributions
-a=ot.datasets.get_1D_gauss(n,m=20,s=20) # m= mean, s= std
-b=ot.datasets.get_1D_gauss(n,m=60,s=60)
+a=ot.datasets.get_1D_gauss(n,m=20,s=5) # m= mean, s= std
+b=ot.datasets.get_1D_gauss(n,m=60,s=10)
# loss matrix
M=ot.dist(x.reshape((n,1)),x.reshape((n,1)))
@@ -37,7 +37,7 @@ 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)
@@ -47,9 +47,9 @@ ot.plot.plot1D_mat(a,b,Gl2,'OT matrix Frob. reg')
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)