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Diffstat (limited to 'examples/others/plot_screenkhorn_1D.py')
-rw-r--r-- | examples/others/plot_screenkhorn_1D.py | 71 |
1 files changed, 71 insertions, 0 deletions
diff --git a/examples/others/plot_screenkhorn_1D.py b/examples/others/plot_screenkhorn_1D.py new file mode 100644 index 0000000..2023649 --- /dev/null +++ b/examples/others/plot_screenkhorn_1D.py @@ -0,0 +1,71 @@ +# -*- coding: utf-8 -*- +""" +======================================== +Screened optimal transport (Screenkhorn) +======================================== + +This example illustrates the computation of Screenkhorn [26]. + +[26] Alaya M. Z., BĂ©rar M., Gasso G., Rakotomamonjy A. (2019). +Screening Sinkhorn Algorithm for Regularized Optimal Transport, +Advances in Neural Information Processing Systems 33 (NeurIPS). +""" + +# Author: Mokhtar Z. Alaya <mokhtarzahdi.alaya@gmail.com> +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot.plot +from ot.datasets import make_1D_gauss as gauss +from ot.bregman import screenkhorn + +############################################################################## +# Generate data +# ------------- + +#%% parameters + +n = 100 # nb bins + +# bin positions +x = np.arange(n, dtype=np.float64) + +# Gaussian distributions +a = gauss(n, m=20, s=5) # m= mean, s= std +b = gauss(n, m=60, s=10) + +# loss matrix +M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) +M /= M.max() + +############################################################################## +# Plot distributions and loss matrix +# ---------------------------------- + +#%% plot the distributions + +pl.figure(1, figsize=(6.4, 3)) +pl.plot(x, a, 'b', label='Source distribution') +pl.plot(x, b, 'r', label='Target distribution') +pl.legend() + +# plot distributions and loss matrix + +pl.figure(2, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') + +############################################################################## +# Solve Screenkhorn +# ----------------------- + +# Screenkhorn +lambd = 2e-03 # entropy parameter +ns_budget = 30 # budget number of points to be keeped in the source distribution +nt_budget = 30 # budget number of points to be keeped in the target distribution + +G_screen = screenkhorn(a, b, M, lambd, ns_budget, nt_budget, uniform=False, restricted=True, verbose=True) +pl.figure(4, figsize=(5, 5)) +ot.plot.plot1D_mat(a, b, G_screen, 'OT matrix Screenkhorn') +pl.show() |