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-{
- "cells": [
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "%matplotlib inline"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "\n# 1D smooth optimal transport\n\n\nThis example illustrates the computation of EMD, Sinkhorn and smooth OT plans\nand their visualization.\n\n\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Generate data\n-------------\n\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Plot distributions and loss matrix\n----------------------------------\n\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, 'b', label='Source distribution')\npl.plot(x, b, 'r', label='Target distribution')\npl.legend()\n\n#%% plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, 'Cost matrix M')"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Solve EMD\n---------\n\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "#%% EMD\n\nG0 = ot.emd(a, b, M)\n\npl.figure(3, figsize=(5, 5))\not.plot.plot1D_mat(a, b, G0, 'OT matrix G0')"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Solve Sinkhorn\n--------------\n\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "#%% Sinkhorn\n\nlambd = 2e-3\nGs = ot.sinkhorn(a, b, M, lambd, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn')\n\npl.show()"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Solve Smooth OT\n--------------\n\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": null,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "#%% Smooth OT with KL regularization\n\nlambd = 2e-3\nGsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl')\n\npl.figure(5, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.')\n\npl.show()\n\n\n#%% Smooth OT with KL regularization\n\nlambd = 1e-1\nGsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2')\n\npl.figure(6, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.')\n\npl.show()"
- ]
- }
- ],
- "metadata": {
- "kernelspec": {
- "display_name": "Python 3",
- "language": "python",
- "name": "python3"
- },
- "language_info": {
- "codemirror_mode": {
- "name": "ipython",
- "version": 3
- },
- "file_extension": ".py",
- "mimetype": "text/x-python",
- "name": "python",
- "nbconvert_exporter": "python",
- "pygments_lexer": "ipython3",
- "version": "3.6.5"
- }
- },
- "nbformat": 4,
- "nbformat_minor": 0
-} \ No newline at end of file