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-
-
-.. _sphx_glr_auto_examples_plot_gromov.py:
-
-
-==========================
-Gromov-Wasserstein example
-==========================
-
-This example is designed to show how to use the Gromov-Wassertsein distance
-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
-
-
-
-
-
-
-
-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.make_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
---------------------------
-
-
-
-.. 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()
-
-
-
-
-.. image:: /auto_examples/images/sphx_glr_plot_gromov_001.png
- :align: center
-
-
-
-
-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()
-
-
-
-
-.. image:: /auto_examples/images/sphx_glr_plot_gromov_002.png
- :align: center
-
-
-
-
-Compute Gromov-Wasserstein plans and distance
----------------------------------------------
-
-
-
-.. code-block:: python
-
-
- 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()
-
-
-
-.. image:: /auto_examples/images/sphx_glr_plot_gromov_003.png
- :align: center
-
-
-.. rst-class:: sphx-glr-script-out
-
- Out::
-
- It. |Loss |Delta loss
- --------------------------------
- 0|4.328711e-02|0.000000e+00
- 1|2.281369e-02|-8.974178e-01
- 2|1.843659e-02|-2.374139e-01
- 3|1.602820e-02|-1.502598e-01
- 4|1.353712e-02|-1.840179e-01
- 5|1.285687e-02|-5.290977e-02
- 6|1.284537e-02|-8.952931e-04
- 7|1.284525e-02|-8.989584e-06
- 8|1.284525e-02|-8.989950e-08
- 9|1.284525e-02|-8.989949e-10
- It. |Err
- -------------------
- 0|7.263293e-02|
- 10|1.737784e-02|
- 20|7.783978e-03|
- 30|3.399419e-07|
- 40|3.751207e-11|
- Gromov-Wasserstein distances: 0.012845252089244688
- Entropic Gromov-Wasserstein distances: 0.013543882352191079
-
-
-**Total running time of the script:** ( 0 minutes 1.916 seconds)
-
-
-
-.. only :: html
-
- .. container:: sphx-glr-footer
-
-
- .. container:: sphx-glr-download
-
- :download:`Download Python source code: plot_gromov.py <plot_gromov.py>`
-
-
-
- .. container:: sphx-glr-download
-
- :download:`Download Jupyter notebook: plot_gromov.ipynb <plot_gromov.ipynb>`
-
-
-.. only:: html
-
- .. rst-class:: sphx-glr-signature
-
- `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.readthedocs.io>`_