diff options
Diffstat (limited to 'docs/source/auto_examples/plot_compute_emd.ipynb')
-rw-r--r-- | docs/source/auto_examples/plot_compute_emd.ipynb | 76 |
1 files changed, 74 insertions, 2 deletions
diff --git a/docs/source/auto_examples/plot_compute_emd.ipynb b/docs/source/auto_examples/plot_compute_emd.ipynb index ce3f8c6..b28413b 100644 --- a/docs/source/auto_examples/plot_compute_emd.ipynb +++ b/docs/source/auto_examples/plot_compute_emd.ipynb @@ -15,7 +15,7 @@ }, { "source": [ - "\n# 1D optimal transport\n\n\n\n" + "\n# Plot multiple EMD\n\n\nShows how to compute multiple EMD and Sinkhorn with two differnt \nground metrics and plot their values for diffeent distributions.\n\n\n\n" ], "cell_type": "markdown", "metadata": {} @@ -24,7 +24,79 @@ "execution_count": null, "cell_type": "code", "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\nfrom ot.datasets import get_1D_gauss as gauss\n\n\n#%% parameters\n\nn = 100 # nb bins\nn_target = 50 # nb target distributions\n\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\nlst_m = np.linspace(20, 90, n_target)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\n\nB = np.zeros((n, n_target))\n\nfor i, m in enumerate(lst_m):\n B[:, i] = gauss(n, m=m, s=5)\n\n# loss matrix and normalization\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean')\nM /= M.max()\nM2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean')\nM2 /= M2.max()\n#%% plot the distributions\n\npl.figure(1)\npl.subplot(2, 1, 1)\npl.plot(x, a, 'b', label='Source distribution')\npl.title('Source distribution')\npl.subplot(2, 1, 2)\npl.plot(x, B, label='Target distributions')\npl.title('Target distributions')\npl.tight_layout()\n\n#%% Compute and plot distributions and loss matrix\n\nd_emd = ot.emd2(a, B, M) # direct computation of EMD\nd_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M3\n\n\npl.figure(2)\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.title('EMD distances')\npl.legend()\n\n#%%\nreg = 1e-2\nd_sinkhorn = ot.sinkhorn2(a, B, M, reg)\nd_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg)\n\npl.figure(2)\npl.clf()\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn')\npl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn')\npl.title('EMD distances')\npl.legend()\n\npl.show()" + "# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nfrom ot.datasets import get_1D_gauss as gauss" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Generate data\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% parameters\n\nn = 100 # nb bins\nn_target = 50 # nb target distributions\n\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\nlst_m = np.linspace(20, 90, n_target)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\n\nB = np.zeros((n, n_target))\n\nfor i, m in enumerate(lst_m):\n B[:, i] = gauss(n, m=m, s=5)\n\n# loss matrix and normalization\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean')\nM /= M.max()\nM2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean')\nM2 /= M2.max()" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Plot data\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% plot the distributions\n\npl.figure(1)\npl.subplot(2, 1, 1)\npl.plot(x, a, 'b', label='Source distribution')\npl.title('Source distribution')\npl.subplot(2, 1, 2)\npl.plot(x, B, label='Target distributions')\npl.title('Target distributions')\npl.tight_layout()" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Compute EMD for the different losses\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%% Compute and plot distributions and loss matrix\n\nd_emd = ot.emd2(a, B, M) # direct computation of EMD\nd_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M2\n\n\npl.figure(2)\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.title('EMD distances')\npl.legend()" + ], + "outputs": [], + "metadata": { + "collapsed": false + } + }, + { + "source": [ + "Compute Sinkhorn for the different losses\n#############################################################################\n\n" + ], + "cell_type": "markdown", + "metadata": {} + }, + { + "execution_count": null, + "cell_type": "code", + "source": [ + "#%%\nreg = 1e-2\nd_sinkhorn = ot.sinkhorn2(a, B, M, reg)\nd_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg)\n\npl.figure(2)\npl.clf()\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn')\npl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn')\npl.title('EMD distances')\npl.legend()\n\npl.show()" ], "outputs": [], "metadata": { |