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author | Alexandre Gramfort <alexandre.gramfort@m4x.org> | 2016-12-02 12:49:38 +0100 |
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committer | Alexandre Gramfort <alexandre.gramfort@m4x.org> | 2016-12-02 12:57:25 +0100 |
commit | f439f777084690ecbf54bcd8d67dadc883fffa31 (patch) | |
tree | 56c8a160fb6edcdaca8ca6ce6de1949b9bc33b77 /examples/plot_OT_2D_samples.py | |
parent | 8dbfd3edae649f5f3e87be4a3ce446c59729b2f7 (diff) |
first attempt to support sphinx-gallery
Diffstat (limited to 'examples/plot_OT_2D_samples.py')
-rw-r--r-- | examples/plot_OT_2D_samples.py | 76 |
1 files changed, 76 insertions, 0 deletions
diff --git a/examples/plot_OT_2D_samples.py b/examples/plot_OT_2D_samples.py new file mode 100644 index 0000000..e55eff8 --- /dev/null +++ b/examples/plot_OT_2D_samples.py @@ -0,0 +1,76 @@ +# -*- coding: utf-8 -*- +""" +Demo for 2D Optimal transport between empirical distributions + +@author: rflamary +""" + +import numpy as np +import matplotlib.pylab as pl +import ot + +#%% parameters and data generation + +n=20 # 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.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) # uniform distribution on samples + +# 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('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') + + +#%% sinkhorn + +# reg term +lambd=5e-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') |