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Diffstat (limited to 'docs/source/auto_examples/plot_stochastic.py')
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diff --git a/docs/source/auto_examples/plot_stochastic.py b/docs/source/auto_examples/plot_stochastic.py new file mode 100644 index 0000000..742f8d9 --- /dev/null +++ b/docs/source/auto_examples/plot_stochastic.py @@ -0,0 +1,208 @@ +""" +========================== +Stochastic examples +========================== + +This example is designed to show how to use the stochatic optimization +algorithms for descrete and semicontinous measures from the POT library. + +""" + +# Author: Kilian Fatras <kilian.fatras@gmail.com> +# +# License: MIT License + +import matplotlib.pylab as pl +import numpy as np +import ot +import ot.plot + + +############################################################################# +# COMPUTE TRANSPORTATION MATRIX FOR SEMI-DUAL PROBLEM +############################################################################# +############################################################################# +# DISCRETE CASE: +# +# Sample two discrete measures for the discrete case +# --------------------------------------------- +# +# Define 2 discrete measures a and b, the points where are defined the source +# and the target measures and finally the cost matrix c. + +n_source = 7 +n_target = 4 +reg = 1 +numItermax = 1000 + +a = ot.utils.unif(n_source) +b = ot.utils.unif(n_target) + +rng = np.random.RandomState(0) +X_source = rng.randn(n_source, 2) +Y_target = rng.randn(n_target, 2) +M = ot.dist(X_source, Y_target) + +############################################################################# +# +# Call the "SAG" method to find the transportation matrix in the discrete case +# --------------------------------------------- +# +# Define the method "SAG", call ot.solve_semi_dual_entropic and plot the +# results. + +method = "SAG" +sag_pi = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method, + numItermax) +print(sag_pi) + +############################################################################# +# SEMICONTINOUS CASE: +# +# Sample one general measure a, one discrete measures b for the semicontinous +# case +# --------------------------------------------- +# +# Define one general measure a, one discrete measures b, the points where +# are defined the source and the target measures and finally the cost matrix c. + +n_source = 7 +n_target = 4 +reg = 1 +numItermax = 1000 +log = True + +a = ot.utils.unif(n_source) +b = ot.utils.unif(n_target) + +rng = np.random.RandomState(0) +X_source = rng.randn(n_source, 2) +Y_target = rng.randn(n_target, 2) +M = ot.dist(X_source, Y_target) + +############################################################################# +# +# Call the "ASGD" method to find the transportation matrix in the semicontinous +# case +# --------------------------------------------- +# +# Define the method "ASGD", call ot.solve_semi_dual_entropic and plot the +# results. + +method = "ASGD" +asgd_pi, log_asgd = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method, + numItermax, log=log) +print(log_asgd['alpha'], log_asgd['beta']) +print(asgd_pi) + +############################################################################# +# +# Compare the results with the Sinkhorn algorithm +# --------------------------------------------- +# +# Call the Sinkhorn algorithm from POT + +sinkhorn_pi = ot.sinkhorn(a, b, M, reg) +print(sinkhorn_pi) + + +############################################################################## +# PLOT TRANSPORTATION MATRIX +############################################################################## + +############################################################################## +# Plot SAG results +# ---------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sag_pi, 'semi-dual : OT matrix SAG') +pl.show() + + +############################################################################## +# Plot ASGD results +# ----------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, asgd_pi, 'semi-dual : OT matrix ASGD') +pl.show() + + +############################################################################## +# Plot Sinkhorn results +# --------------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn') +pl.show() + + +############################################################################# +# COMPUTE TRANSPORTATION MATRIX FOR DUAL PROBLEM +############################################################################# +############################################################################# +# SEMICONTINOUS CASE: +# +# Sample one general measure a, one discrete measures b for the semicontinous +# case +# --------------------------------------------- +# +# Define one general measure a, one discrete measures b, the points where +# are defined the source and the target measures and finally the cost matrix c. + +n_source = 7 +n_target = 4 +reg = 1 +numItermax = 100000 +lr = 0.1 +batch_size = 3 +log = True + +a = ot.utils.unif(n_source) +b = ot.utils.unif(n_target) + +rng = np.random.RandomState(0) +X_source = rng.randn(n_source, 2) +Y_target = rng.randn(n_target, 2) +M = ot.dist(X_source, Y_target) + +############################################################################# +# +# Call the "SGD" dual method to find the transportation matrix in the +# semicontinous case +# --------------------------------------------- +# +# Call ot.solve_dual_entropic and plot the results. + +sgd_dual_pi, log_sgd = ot.stochastic.solve_dual_entropic(a, b, M, reg, + batch_size, numItermax, + lr, log=log) +print(log_sgd['alpha'], log_sgd['beta']) +print(sgd_dual_pi) + +############################################################################# +# +# Compare the results with the Sinkhorn algorithm +# --------------------------------------------- +# +# Call the Sinkhorn algorithm from POT + +sinkhorn_pi = ot.sinkhorn(a, b, M, reg) +print(sinkhorn_pi) + +############################################################################## +# Plot SGD results +# ----------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sgd_dual_pi, 'dual : OT matrix SGD') +pl.show() + + +############################################################################## +# Plot Sinkhorn results +# --------------------- + +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn') +pl.show() |