diff options
author | Alexandre Gramfort <alexandre.gramfort@m4x.org> | 2016-12-02 12:49:38 +0100 |
---|---|---|
committer | Alexandre Gramfort <alexandre.gramfort@m4x.org> | 2016-12-02 12:57:25 +0100 |
commit | f439f777084690ecbf54bcd8d67dadc883fffa31 (patch) | |
tree | 56c8a160fb6edcdaca8ca6ce6de1949b9bc33b77 /examples/plot_optim_OTreg.py | |
parent | 8dbfd3edae649f5f3e87be4a3ce446c59729b2f7 (diff) |
first attempt to support sphinx-gallery
Diffstat (limited to 'examples/plot_optim_OTreg.py')
-rw-r--r-- | examples/plot_optim_OTreg.py | 69 |
1 files changed, 69 insertions, 0 deletions
diff --git a/examples/plot_optim_OTreg.py b/examples/plot_optim_OTreg.py new file mode 100644 index 0000000..0de6b08 --- /dev/null +++ b/examples/plot_optim_OTreg.py @@ -0,0 +1,69 @@ +# -*- coding: utf-8 -*- +""" +Regularized OT with generic solver +""" + +import numpy as np +import matplotlib.pylab as pl +import ot + + + +#%% parameters + +n=100 # nb bins + +# bin positions +x=np.arange(n,dtype=np.float64) + +# Gaussian distributions +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))) +M/=M.max() + +#%% EMD + +G0=ot.emd(a,b,M) + +pl.figure(3) +ot.plot.plot1D_mat(a,b,G0,'OT matrix G0') + +#%% 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') + +#%% 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) +ot.plot.plot1D_mat(a,b,Ge,'OT matrix Entrop. reg') + +#%% 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-1 +reg2=1e-1 + +Gel2=ot.optim.gcg(a,b,M,reg1,reg2,f,df,verbose=True) + +pl.figure(5) +ot.plot.plot1D_mat(a,b,Gel2,'OT entropic + matrix Frob. reg')
\ No newline at end of file |