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-
-
-.. _sphx_glr_auto_examples_plot_OT_2D_samples.py:
-
-
-====================================================
-2D Optimal transport between empirical distributions
-====================================================
-
-Illustration of 2D optimal transport between discributions that are weighted
-sum of diracs. The OT matrix is plotted with the samples.
-
-
-
-
-.. code-block:: python
-
-
- # Author: Remi Flamary <remi.flamary@unice.fr>
- # Kilian Fatras <kilian.fatras@irisa.fr>
- #
- # License: MIT License
-
- import numpy as np
- import matplotlib.pylab as pl
- import ot
- import ot.plot
-
-
-
-
-
-
-
-Generate data
--------------
-
-
-
-.. code-block:: python
-
-
- #%% parameters and data generation
-
- n = 50 # 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.make_2D_samples_gauss(n, mu_s, cov_s)
- xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t)
-
- a, b = np.ones((n,)) / n, np.ones((n,)) / n # uniform distribution on samples
-
- # loss matrix
- M = ot.dist(xs, xt)
- M /= M.max()
-
-
-
-
-
-
-
-Plot data
----------
-
-
-
-.. code-block:: python
-
-
- #%% 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 target distributions')
-
- pl.figure(2)
- pl.imshow(M, interpolation='nearest')
- pl.title('Cost matrix M')
-
-
-
-
-.. rst-class:: sphx-glr-horizontal
-
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_001.png
- :scale: 47
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_002.png
- :scale: 47
-
-
-
-
-Compute EMD
------------
-
-
-
-.. code-block:: python
-
-
- #%% 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')
-
-
-
-
-
-.. rst-class:: sphx-glr-horizontal
-
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_005.png
- :scale: 47
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_006.png
- :scale: 47
-
-
-
-
-Compute Sinkhorn
-----------------
-
-
-
-.. code-block:: python
-
-
- #%% sinkhorn
-
- # reg term
- lambd = 1e-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')
-
- pl.show()
-
-
-
-
-
-.. rst-class:: sphx-glr-horizontal
-
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_009.png
- :scale: 47
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_010.png
- :scale: 47
-
-
-
-
-Emprirical Sinkhorn
-----------------
-
-
-
-.. code-block:: python
-
-
- #%% sinkhorn
-
- # reg term
- lambd = 1e-3
-
- Ges = ot.bregman.empirical_sinkhorn(xs, xt, lambd)
-
- pl.figure(7)
- pl.imshow(Ges, interpolation='nearest')
- pl.title('OT matrix empirical sinkhorn')
-
- pl.figure(8)
- ot.plot.plot2D_samples_mat(xs, xt, Ges, 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 from samples')
-
- pl.show()
-
-
-
-.. rst-class:: sphx-glr-horizontal
-
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_013.png
- :scale: 47
-
- *
-
- .. image:: /auto_examples/images/sphx_glr_plot_OT_2D_samples_014.png
- :scale: 47
-
-
-.. rst-class:: sphx-glr-script-out
-
- Out::
-
- Warning: numerical errors at iteration 0
-
-
-**Total running time of the script:** ( 0 minutes 2.616 seconds)
-
-
-
-.. only :: html
-
- .. container:: sphx-glr-footer
-
-
- .. container:: sphx-glr-download
-
- :download:`Download Python source code: plot_OT_2D_samples.py <plot_OT_2D_samples.py>`
-
-
-
- .. container:: sphx-glr-download
-
- :download:`Download Jupyter notebook: plot_OT_2D_samples.ipynb <plot_OT_2D_samples.ipynb>`
-
-
-.. only:: html
-
- .. rst-class:: sphx-glr-signature
-
- `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_