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Diffstat (limited to 'examples/demo_optim_OTreg.py')
-rw-r--r-- | examples/demo_optim_OTreg.py | 47 |
1 files changed, 47 insertions, 0 deletions
diff --git a/examples/demo_optim_OTreg.py b/examples/demo_optim_OTreg.py new file mode 100644 index 0000000..f12fdc1 --- /dev/null +++ b/examples/demo_optim_OTreg.py @@ -0,0 +1,47 @@ +# -*- coding: utf-8 -*- +""" +demo of Optimal transport for domain adaptation +""" + +import numpy as np +import matplotlib.pylab as pl +import ot + + + +#%% parameters + +n=100 # nb bins + +# bin positions +x=np.arange(n,dtype=np.float64) + +# Gaussian distributions +a=ot.datasets.get_1D_gauss(n,m=20,s=20) # m= mean, s= std +b=ot.datasets.get_1D_gauss(n,m=60,s=60) + +# loss matrix +M=ot.dist(x.reshape((n,1)),x.reshape((n,1))) +M/=M.max() + +#%% EMD + +G0=ot.emd(a,b,M) + +pl.figure(3) +ot.plot.plot1D_mat(a,b,G0,'OT matrix G0') + +#%% exampel of regularization with Frobnisu norm + +def f(G): + return 0.5*np.sum(G**2) + +def df(G): + return G + +reg=1e1 + +Greg=ot.optim.cg(a,b,M,reg,f,df,verbose=True) + +pl.figure(4) +ot.plot.plot1D_mat(a,b,Greg,'OT matrix G0')
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