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author | Gard Spreemann <gspr@nonempty.org> | 2020-01-20 14:07:53 +0100 |
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committer | Gard Spreemann <gspr@nonempty.org> | 2020-01-20 14:07:53 +0100 |
commit | bdfb24ff37ea777d6e266b145047cd4e281ebac3 (patch) | |
tree | 00cbac5f3dc25a4ee76164828abd72c1cbab37cc /examples/plot_UOT_1D.py | |
parent | abc441b00f0fe2fa4ef0efc4e1aa67b27cca9a13 (diff) | |
parent | 5e70a77fbb2feec513f21c9ef65dcc535329ace6 (diff) |
Merge tag '0.6.0' into debian/sid
Diffstat (limited to 'examples/plot_UOT_1D.py')
-rw-r--r-- | examples/plot_UOT_1D.py | 76 |
1 files changed, 76 insertions, 0 deletions
diff --git a/examples/plot_UOT_1D.py b/examples/plot_UOT_1D.py new file mode 100644 index 0000000..2ea8b05 --- /dev/null +++ b/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() |