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-
-
-.. _sphx_glr_auto_examples_demo_OT_2D_sampleslarge.py:
-
-
-Demo for 2D Optimal transport between empirical distributions
-
-@author: rflamary
-
-
-
-.. code-block:: python
-
-
- import numpy as np
- import matplotlib.pylab as pl
- import ot
-
- #%% parameters and data generation
-
- n=5000 # 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')
- #
-
-
-**Total running time of the script:** ( 0 minutes 0.000 seconds)
-
-
-
-.. container:: sphx-glr-footer
-
-
- .. container:: sphx-glr-download
-
- :download:`Download Python source code: demo_OT_2D_sampleslarge.py <demo_OT_2D_sampleslarge.py>`
-
-
-
- .. container:: sphx-glr-download
-
- :download:`Download Jupyter notebook: demo_OT_2D_sampleslarge.ipynb <demo_OT_2D_sampleslarge.ipynb>`
-
-.. rst-class:: sphx-glr-signature
-
- `Generated by Sphinx-Gallery <http://sphinx-gallery.readthedocs.io>`_