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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>`_