add 2d exmaple with empirical measure

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')