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-rw-r--r--docs/source/auto_examples/plot_gromov.rst204
1 files changed, 119 insertions, 85 deletions
diff --git a/docs/source/auto_examples/plot_gromov.rst b/docs/source/auto_examples/plot_gromov.rst
index 65cf4e4..131861f 100644
--- a/docs/source/auto_examples/plot_gromov.rst
+++ b/docs/source/auto_examples/plot_gromov.rst
@@ -14,75 +14,72 @@ computation in POT.
.. code-block:: python
-
- # Author: Erwan Vautier <erwan.vautier@gmail.com>
- # Nicolas Courty <ncourty@irisa.fr>
- #
- # License: MIT License
-
- import scipy as sp
- import numpy as np
- import matplotlib.pylab as pl
- from mpl_toolkits.mplot3d import Axes3D # noqa
- import ot
-
-
+ # Author: Erwan Vautier <erwan.vautier@gmail.com>
+ # Nicolas Courty <ncourty@irisa.fr>
+ #
+ # License: MIT License
+ import scipy as sp
+ import numpy as np
+ import matplotlib.pylab as pl
+ from mpl_toolkits.mplot3d import Axes3D # noqa
+ import ot
-Sample two Gaussian distributions (2D and 3D)
- ---------------------------------------------
-
- The Gromov-Wasserstein distance allows to compute distances with samples that
- do not belong to the same metric space. For demonstration purpose, we sample
- two Gaussian distributions in 2- and 3-dimensional spaces.
+
+
+
+Sample two Gaussian distributions (2D and 3D)
+---------------------------------------------
+
+The Gromov-Wasserstein distance allows to compute distances with samples that
+do not belong to the same metric space. For demonstration purpose, we sample
+two Gaussian distributions in 2- and 3-dimensional spaces.
.. code-block:: python
-
-
- n_samples = 30 # nb samples
-
- mu_s = np.array([0, 0])
- cov_s = np.array([[1, 0], [0, 1]])
-
- mu_t = np.array([4, 4, 4])
- cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]])
-
-
- xs = ot.datasets.get_2D_samples_gauss(n_samples, mu_s, cov_s)
- P = sp.linalg.sqrtm(cov_t)
- xt = np.random.randn(n_samples, 3).dot(P) + mu_t
-
-
+ n_samples = 30 # nb samples
+
+ mu_s = np.array([0, 0])
+ cov_s = np.array([[1, 0], [0, 1]])
+
+ mu_t = np.array([4, 4, 4])
+ cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]])
+
+
+ xs = ot.datasets.get_2D_samples_gauss(n_samples, mu_s, cov_s)
+ P = sp.linalg.sqrtm(cov_t)
+ xt = np.random.randn(n_samples, 3).dot(P) + mu_t
-Plotting the distributions
---------------------------
+
+
+
+Plotting the distributions
+--------------------------
.. code-block:: python
-
-
- fig = pl.figure()
- ax1 = fig.add_subplot(121)
- ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')
- ax2 = fig.add_subplot(122, projection='3d')
- ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r')
- pl.show()
-
-
+
+
+ fig = pl.figure()
+ ax1 = fig.add_subplot(121)
+ ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')
+ ax2 = fig.add_subplot(122, projection='3d')
+ ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r')
+ pl.show()
+
@@ -92,28 +89,28 @@ Plotting the distributions
-Compute distance kernels, normalize them and then display
----------------------------------------------------------
+Compute distance kernels, normalize them and then display
+---------------------------------------------------------
.. code-block:: python
-
-
- C1 = sp.spatial.distance.cdist(xs, xs)
- C2 = sp.spatial.distance.cdist(xt, xt)
-
- C1 /= C1.max()
- C2 /= C2.max()
-
- pl.figure()
- pl.subplot(121)
- pl.imshow(C1)
- pl.subplot(122)
- pl.imshow(C2)
- pl.show()
-
+
+
+ C1 = sp.spatial.distance.cdist(xs, xs)
+ C2 = sp.spatial.distance.cdist(xt, xt)
+
+ C1 /= C1.max()
+ C2 /= C2.max()
+
+ pl.figure()
+ pl.subplot(121)
+ pl.imshow(C1)
+ pl.subplot(122)
+ pl.imshow(C2)
+ pl.show()
+
@@ -123,27 +120,39 @@ Compute distance kernels, normalize them and then display
-Compute Gromov-Wasserstein plans and distance
----------------------------------------------
+Compute Gromov-Wasserstein plans and distance
+---------------------------------------------
.. code-block:: python
-
-
- p = ot.unif(n_samples)
- q = ot.unif(n_samples)
-
- gw = ot.gromov_wasserstein(C1, C2, p, q, 'square_loss', epsilon=5e-4)
- gw_dist = ot.gromov_wasserstein2(C1, C2, p, q, 'square_loss', epsilon=5e-4)
-
- print('Gromov-Wasserstein distances between the distribution: ' + str(gw_dist))
-
- pl.figure()
- pl.imshow(gw, cmap='jet')
- pl.colorbar()
- pl.show()
+
+ p = ot.unif(n_samples)
+ q = ot.unif(n_samples)
+
+ gw0, log0 = ot.gromov.gromov_wasserstein(
+ C1, C2, p, q, 'square_loss', verbose=True, log=True)
+
+ gw, log = ot.gromov.entropic_gromov_wasserstein(
+ C1, C2, p, q, 'square_loss', epsilon=5e-4, log=True, verbose=True)
+
+
+ print('Gromov-Wasserstein distances: ' + str(log0['gw_dist']))
+ print('Entropic Gromov-Wasserstein distances: ' + str(log['gw_dist']))
+
+
+ pl.figure(1, (10, 5))
+
+ pl.subplot(1, 2, 1)
+ pl.imshow(gw0, cmap='jet')
+ pl.title('Gromov Wasserstein')
+
+ pl.subplot(1, 2, 2)
+ pl.imshow(gw, cmap='jet')
+ pl.title('Entropic Gromov Wasserstein')
+
+ pl.show()
@@ -155,14 +164,36 @@ Compute Gromov-Wasserstein plans and distance
Out::
- Gromov-Wasserstein distances between the distribution: 0.225058076974
+ It. |Loss |Delta loss
+ --------------------------------
+ 0|4.517558e-02|0.000000e+00
+ 1|2.563483e-02|-7.622736e-01
+ 2|2.443903e-02|-4.892972e-02
+ 3|2.231600e-02|-9.513496e-02
+ 4|1.676188e-02|-3.313541e-01
+ 5|1.464792e-02|-1.443180e-01
+ 6|1.454315e-02|-7.204526e-03
+ 7|1.454142e-02|-1.185811e-04
+ 8|1.454141e-02|-1.190466e-06
+ 9|1.454141e-02|-1.190512e-08
+ 10|1.454141e-02|-1.190520e-10
+ It. |Err
+ -------------------
+ 0|6.743761e-02|
+ 10|5.477003e-04|
+ 20|2.461503e-08|
+ 30|1.205155e-11|
+ Gromov-Wasserstein distances: 0.014541405718693563
+ Entropic Gromov-Wasserstein distances: 0.015800739725237274
+
+**Total running time of the script:** ( 0 minutes 1.448 seconds)
-**Total running time of the script:** ( 0 minutes 4.070 seconds)
+.. only :: html
-.. container:: sphx-glr-footer
+ .. container:: sphx-glr-footer
.. container:: sphx-glr-download
@@ -175,6 +206,9 @@ Compute Gromov-Wasserstein plans and distance
:download:`Download Jupyter notebook: plot_gromov.ipynb <plot_gromov.ipynb>`
-.. rst-class:: sphx-glr-signature
- `Generated by Sphinx-Gallery <http://sphinx-gallery.readthedocs.io>`_
+.. only:: html
+
+ .. rst-class:: sphx-glr-signature
+
+ `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_