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+{
+ "nbformat_minor": 0,
+ "nbformat": 4,
+ "cells": [
+ {
+ "execution_count": null,
+ "cell_type": "code",
+ "source": [
+ "%matplotlib inline"
+ ],
+ "outputs": [],
+ "metadata": {
+ "collapsed": false
+ }
+ },
+ {
+ "source": [
+ "\n# 2D Optimal transport between empirical distributions\n\n\n@author: rflamary\n\n"
+ ],
+ "cell_type": "markdown",
+ "metadata": {}
+ },
+ {
+ "execution_count": null,
+ "cell_type": "code",
+ "source": [
+ "import numpy as np\nimport matplotlib.pylab as pl\nimport ot\n\n#%% parameters and data generation\n\nn=20 # nb samples\n\nmu_s=np.array([0,0])\ncov_s=np.array([[1,0],[0,1]])\n\nmu_t=np.array([4,4])\ncov_t=np.array([[1,-.8],[-.8,1]])\n\nxs=ot.datasets.get_2D_samples_gauss(n,mu_s,cov_s)\nxt=ot.datasets.get_2D_samples_gauss(n,mu_t,cov_t)\n\na,b = ot.unif(n),ot.unif(n) # uniform distribution on samples\n\n# loss matrix\nM=ot.dist(xs,xt)\nM/=M.max()\n\n#%% plot samples\n\npl.figure(1)\npl.plot(xs[:,0],xs[:,1],'+b',label='Source samples')\npl.plot(xt[:,0],xt[:,1],'xr',label='Target samples')\npl.legend(loc=0)\npl.title('Source and traget distributions')\n\npl.figure(2)\npl.imshow(M,interpolation='nearest')\npl.title('Cost matrix M')\n\n\n#%% EMD\n\nG0=ot.emd(a,b,M)\n\npl.figure(3)\npl.imshow(G0,interpolation='nearest')\npl.title('OT matrix G0')\n\npl.figure(4)\not.plot.plot2D_samples_mat(xs,xt,G0,c=[.5,.5,1])\npl.plot(xs[:,0],xs[:,1],'+b',label='Source samples')\npl.plot(xt[:,0],xt[:,1],'xr',label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix with samples')\n\n\n#%% sinkhorn\n\n# reg term\nlambd=5e-3\n\nGs=ot.sinkhorn(a,b,M,lambd)\n\npl.figure(5)\npl.imshow(Gs,interpolation='nearest')\npl.title('OT matrix sinkhorn')\n\npl.figure(6)\not.plot.plot2D_samples_mat(xs,xt,Gs,color=[.5,.5,1])\npl.plot(xs[:,0],xs[:,1],'+b',label='Source samples')\npl.plot(xt[:,0],xt[:,1],'xr',label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix Sinkhorn with samples')"
+ ],
+ "outputs": [],
+ "metadata": {
+ "collapsed": false
+ }
+ }
+ ],
+ "metadata": {
+ "kernelspec": {
+ "display_name": "Python 2",
+ "name": "python2",
+ "language": "python"
+ },
+ "language_info": {
+ "mimetype": "text/x-python",
+ "nbconvert_exporter": "python",
+ "name": "python",
+ "file_extension": ".py",
+ "version": "2.7.12",
+ "pygments_lexer": "ipython2",
+ "codemirror_mode": {
+ "version": 2,
+ "name": "ipython"
+ }
+ }
+ }
+} \ No newline at end of file