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diff --git a/docs/source/auto_examples/plot_barycenter_1D.ipynb b/docs/source/auto_examples/plot_barycenter_1D.ipynb new file mode 100644 index 0000000..fc60e1f --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_1D.ipynb @@ -0,0 +1,126 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# 1D Wasserstein barycenter demo\n\n\nThis example illustrates the computation of regularized Wassersyein Barycenter\nas proposed in [3].\n\n\n[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyr\u00e9, G. (2015).\nIterative Bregman projections for regularized transportation problems\nSIAM Journal on Scientific Computing, 37(2), A1111-A1138.\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\n# necessary for 3d plot even if not used\nfrom mpl_toolkits.mplot3d import Axes3D # noqa\nfrom matplotlib.collections import PolyCollection" + ] + }, + { + "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\na1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std\na2 = ot.datasets.make_1D_gauss(n, m=60, s=8)\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot data\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))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycenter computation\n----------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% barycenter computation\n\nalpha = 0.2 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Barycentric interpolation\n-------------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "#%% barycenter interpolation\n\nn_alpha = 11\nalpha_list = np.linspace(0, 1, n_alpha)\n\n\nB_l2 = np.zeros((n, n_alpha))\n\nB_wass = np.copy(B_l2)\n\nfor i in range(0, n_alpha):\n alpha = alpha_list[i]\n weights = np.array([1 - alpha, alpha])\n B_l2[:, i] = A.dot(weights)\n B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights)\n\n#%% plot interpolation\n\npl.figure(3)\n\ncmap = pl.cm.get_cmap('viridis')\nverts = []\nzs = alpha_list\nfor i, z in enumerate(zs):\n ys = B_l2[:, i]\n verts.append(list(zip(x, ys)))\n\nax = pl.gcf().gca(projection='3d')\n\npoly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list])\npoly.set_alpha(0.7)\nax.add_collection3d(poly, zs=zs, zdir='y')\nax.set_xlabel('x')\nax.set_xlim3d(0, n)\nax.set_ylabel('$\\\\alpha$')\nax.set_ylim3d(0, 1)\nax.set_zlabel('')\nax.set_zlim3d(0, B_l2.max() * 1.01)\npl.title('Barycenter interpolation with l2')\npl.tight_layout()\n\npl.figure(4)\ncmap = pl.cm.get_cmap('viridis')\nverts = []\nzs = alpha_list\nfor i, z in enumerate(zs):\n ys = B_wass[:, i]\n verts.append(list(zip(x, ys)))\n\nax = pl.gcf().gca(projection='3d')\n\npoly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list])\npoly.set_alpha(0.7)\nax.add_collection3d(poly, zs=zs, zdir='y')\nax.set_xlabel('x')\nax.set_xlim3d(0, n)\nax.set_ylabel('$\\\\alpha$')\nax.set_ylim3d(0, 1)\nax.set_zlabel('')\nax.set_zlim3d(0, B_l2.max() * 1.01)\npl.title('Barycenter interpolation with Wasserstein')\npl.tight_layout()\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 +}
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