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diff --git a/docs/source/auto_examples/plot_barycenter_1D.rst b/docs/source/auto_examples/plot_barycenter_1D.rst new file mode 100644 index 0000000..66ac042 --- /dev/null +++ b/docs/source/auto_examples/plot_barycenter_1D.rst @@ -0,0 +1,257 @@ + + +.. _sphx_glr_auto_examples_plot_barycenter_1D.py: + + +============================== +1D Wasserstein barycenter demo +============================== + +This example illustrates the computation of regularized Wassersyein Barycenter +as proposed in [3]. + + +[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). +Iterative Bregman projections for regularized transportation problems +SIAM Journal on Scientific Computing, 37(2), A1111-A1138. + + + + +.. code-block:: python + + + # Author: Remi Flamary <remi.flamary@unice.fr> + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + # necessary for 3d plot even if not used + from mpl_toolkits.mplot3d import Axes3D # noqa + from matplotlib.collections import PolyCollection + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + #%% parameters + + n = 100 # nb bins + + # bin positions + x = np.arange(n, dtype=np.float64) + + # Gaussian distributions + a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std + a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) + + # creating matrix A containing all distributions + A = np.vstack((a1, a2)).T + n_distributions = A.shape[1] + + # loss matrix + normalization + M = ot.utils.dist0(n) + M /= M.max() + + + + + + + +Plot data +--------- + + + +.. code-block:: python + + + #%% plot the distributions + + pl.figure(1, figsize=(6.4, 3)) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_001.png + :align: center + + + + +Barycenter computation +---------------------- + + + +.. code-block:: python + + + #%% barycenter computation + + alpha = 0.2 # 0<=alpha<=1 + weights = np.array([1 - alpha, alpha]) + + # l2bary + bary_l2 = A.dot(weights) + + # wasserstein + reg = 1e-3 + bary_wass = ot.bregman.barycenter(A, M, reg, weights) + + pl.figure(2) + pl.clf() + pl.subplot(2, 1, 1) + for i in range(n_distributions): + pl.plot(x, A[:, i]) + pl.title('Distributions') + + pl.subplot(2, 1, 2) + pl.plot(x, bary_l2, 'r', label='l2') + pl.plot(x, bary_wass, 'g', label='Wasserstein') + pl.legend() + pl.title('Barycenters') + pl.tight_layout() + + + + +.. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_003.png + :align: center + + + + +Barycentric interpolation +------------------------- + + + +.. code-block:: python + + + #%% barycenter interpolation + + n_alpha = 11 + alpha_list = np.linspace(0, 1, n_alpha) + + + B_l2 = np.zeros((n, n_alpha)) + + B_wass = np.copy(B_l2) + + for i in range(0, n_alpha): + alpha = alpha_list[i] + weights = np.array([1 - alpha, alpha]) + B_l2[:, i] = A.dot(weights) + B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights) + + #%% plot interpolation + + pl.figure(3) + + cmap = pl.cm.get_cmap('viridis') + verts = [] + zs = alpha_list + for i, z in enumerate(zs): + ys = B_l2[:, i] + verts.append(list(zip(x, ys))) + + ax = pl.gcf().gca(projection='3d') + + poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) + poly.set_alpha(0.7) + ax.add_collection3d(poly, zs=zs, zdir='y') + ax.set_xlabel('x') + ax.set_xlim3d(0, n) + ax.set_ylabel('$\\alpha$') + ax.set_ylim3d(0, 1) + ax.set_zlabel('') + ax.set_zlim3d(0, B_l2.max() * 1.01) + pl.title('Barycenter interpolation with l2') + pl.tight_layout() + + pl.figure(4) + cmap = pl.cm.get_cmap('viridis') + verts = [] + zs = alpha_list + for i, z in enumerate(zs): + ys = B_wass[:, i] + verts.append(list(zip(x, ys))) + + ax = pl.gcf().gca(projection='3d') + + poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) + poly.set_alpha(0.7) + ax.add_collection3d(poly, zs=zs, zdir='y') + ax.set_xlabel('x') + ax.set_xlim3d(0, n) + ax.set_ylabel('$\\alpha$') + ax.set_ylim3d(0, 1) + ax.set_zlabel('') + ax.set_zlim3d(0, B_l2.max() * 1.01) + pl.title('Barycenter interpolation with Wasserstein') + pl.tight_layout() + + pl.show() + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_005.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_006.png + :scale: 47 + + + + +**Total running time of the script:** ( 0 minutes 0.413 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_barycenter_1D.py <plot_barycenter_1D.py>` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_barycenter_1D.ipynb <plot_barycenter_1D.ipynb>` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_ |