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-{
- "cells": [
- {
- "cell_type": "code",
- "execution_count": 1,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "%matplotlib inline"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "\n",
- "# Stochastic examples\n",
- "\n",
- "\n",
- "This example is designed to show how to use the stochatic optimization\n",
- "algorithms for descrete and semicontinous measures from the POT library.\n",
- "\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 2,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "# Author: Kilian Fatras <kilian.fatras@gmail.com>\n",
- "#\n",
- "# License: MIT License\n",
- "\n",
- "import matplotlib.pylab as pl\n",
- "import numpy as np\n",
- "import ot\n",
- "import ot.plot"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "COMPUTE TRANSPORTATION MATRIX FOR SEMI-DUAL PROBLEM\n",
- "############################################################################\n",
- "############################################################################\n",
- " DISCRETE CASE:\n",
- "\n",
- " Sample two discrete measures for the discrete case\n",
- " ---------------------------------------------\n",
- "\n",
- " Define 2 discrete measures a and b, the points where are defined the source\n",
- " and the target measures and finally the cost matrix c.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 3,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "n_source = 7\n",
- "n_target = 4\n",
- "reg = 1\n",
- "numItermax = 1000\n",
- "\n",
- "a = ot.utils.unif(n_source)\n",
- "b = ot.utils.unif(n_target)\n",
- "\n",
- "rng = np.random.RandomState(0)\n",
- "X_source = rng.randn(n_source, 2)\n",
- "Y_target = rng.randn(n_target, 2)\n",
- "M = ot.dist(X_source, Y_target)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Call the \"SAG\" method to find the transportation matrix in the discrete case\n",
- "---------------------------------------------\n",
- "\n",
- "Define the method \"SAG\", call ot.solve_semi_dual_entropic and plot the\n",
- "results.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 4,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "name": "stdout",
- "output_type": "stream",
- "text": [
- "[[2.55553509e-02 9.96395660e-02 1.76579142e-02 4.31178196e-06]\n",
- " [1.21640234e-01 1.25357448e-02 1.30225078e-03 7.37891338e-03]\n",
- " [3.56123975e-03 7.61451746e-02 6.31505947e-02 1.33831456e-07]\n",
- " [2.61515202e-02 3.34246014e-02 8.28734709e-02 4.07550428e-04]\n",
- " [9.85500870e-03 7.52288517e-04 1.08262628e-02 1.21423583e-01]\n",
- " [2.16904253e-02 9.03825797e-04 1.87178503e-03 1.18391107e-01]\n",
- " [4.15462212e-02 2.65987989e-02 7.23177216e-02 2.39440107e-03]]\n"
- ]
- }
- ],
- "source": [
- "method = \"SAG\"\n",
- "sag_pi = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method,\n",
- " numItermax)\n",
- "print(sag_pi)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "SEMICONTINOUS CASE:\n",
- "\n",
- "Sample one general measure a, one discrete measures b for the semicontinous\n",
- "case\n",
- "---------------------------------------------\n",
- "\n",
- "Define one general measure a, one discrete measures b, the points where\n",
- "are defined the source and the target measures and finally the cost matrix c.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 5,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "n_source = 7\n",
- "n_target = 4\n",
- "reg = 1\n",
- "numItermax = 1000\n",
- "log = True\n",
- "\n",
- "a = ot.utils.unif(n_source)\n",
- "b = ot.utils.unif(n_target)\n",
- "\n",
- "rng = np.random.RandomState(0)\n",
- "X_source = rng.randn(n_source, 2)\n",
- "Y_target = rng.randn(n_target, 2)\n",
- "M = ot.dist(X_source, Y_target)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Call the \"ASGD\" method to find the transportation matrix in the semicontinous\n",
- "case\n",
- "---------------------------------------------\n",
- "\n",
- "Define the method \"ASGD\", call ot.solve_semi_dual_entropic and plot the\n",
- "results.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 6,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "name": "stdout",
- "output_type": "stream",
- "text": [
- "[3.88833283 7.64041833 3.93000933 2.68489048 1.42837354 3.25840738\n",
- " 2.80033951] [-2.50038759 -2.4083026 -0.96389053 5.87258072]\n",
- "[[2.49326139e-02 1.01118047e-01 1.68018025e-02 4.67918477e-06]\n",
- " [1.20543018e-01 1.29218840e-02 1.25860644e-03 8.13363473e-03]\n",
- " [3.52425849e-03 7.83826265e-02 6.09501106e-02 1.47316769e-07]\n",
- " [2.62727985e-02 3.49290291e-02 8.11998888e-02 4.55426386e-04]\n",
- " [9.00986942e-03 7.15412954e-04 9.65318348e-03 1.23478677e-01]\n",
- " [1.98446848e-02 8.60145164e-04 1.67017745e-03 1.20482135e-01]\n",
- " [4.16774129e-02 2.77550575e-02 7.07529364e-02 2.67173611e-03]]\n"
- ]
- }
- ],
- "source": [
- "method = \"ASGD\"\n",
- "asgd_pi, log_asgd = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method,\n",
- " numItermax, log=log)\n",
- "print(log_asgd['alpha'], log_asgd['beta'])\n",
- "print(asgd_pi)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Compare the results with the Sinkhorn algorithm\n",
- "---------------------------------------------\n",
- "\n",
- "Call the Sinkhorn algorithm from POT\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 7,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "name": "stdout",
- "output_type": "stream",
- "text": [
- "[[2.55535622e-02 9.96413843e-02 1.76578860e-02 4.31043335e-06]\n",
- " [1.21640742e-01 1.25369034e-02 1.30234529e-03 7.37715259e-03]\n",
- " [3.56096458e-03 7.61460101e-02 6.31500344e-02 1.33788624e-07]\n",
- " [2.61499607e-02 3.34255577e-02 8.28741973e-02 4.07427179e-04]\n",
- " [9.85698720e-03 7.52505948e-04 1.08291770e-02 1.21418473e-01]\n",
- " [2.16947591e-02 9.04086158e-04 1.87228707e-03 1.18386011e-01]\n",
- " [4.15442692e-02 2.65998963e-02 7.23192701e-02 2.39370724e-03]]\n"
- ]
- }
- ],
- "source": [
- "sinkhorn_pi = ot.sinkhorn(a, b, M, reg)\n",
- "print(sinkhorn_pi)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "PLOT TRANSPORTATION MATRIX\n",
- "#############################################################################\n",
- "\n"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Plot SAG results\n",
- "----------------\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 8,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "data": {
- "image/png": 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\n",
- "text/plain": [
- "<Figure size 360x360 with 3 Axes>"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- }
- ],
- "source": [
- "pl.figure(4, figsize=(5, 5))\n",
- "ot.plot.plot1D_mat(a, b, sag_pi, 'semi-dual : OT matrix SAG')\n",
- "pl.show()"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Plot ASGD results\n",
- "-----------------\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 9,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "data": {
- "image/png": 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\n",
- "text/plain": [
- "<Figure size 360x360 with 3 Axes>"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- }
- ],
- "source": [
- "pl.figure(4, figsize=(5, 5))\n",
- "ot.plot.plot1D_mat(a, b, asgd_pi, 'semi-dual : OT matrix ASGD')\n",
- "pl.show()"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Plot Sinkhorn results\n",
- "---------------------\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 10,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "data": {
- "image/png": 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\n",
- "text/plain": [
- "<Figure size 360x360 with 3 Axes>"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- }
- ],
- "source": [
- "pl.figure(4, figsize=(5, 5))\n",
- "ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn')\n",
- "pl.show()"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "COMPUTE TRANSPORTATION MATRIX FOR DUAL PROBLEM\n",
- "############################################################################\n",
- "############################################################################\n",
- " SEMICONTINOUS CASE:\n",
- "\n",
- " Sample one general measure a, one discrete measures b for the semicontinous\n",
- " case\n",
- " ---------------------------------------------\n",
- "\n",
- " Define one general measure a, one discrete measures b, the points where\n",
- " are defined the source and the target measures and finally the cost matrix c.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 11,
- "metadata": {
- "collapsed": false
- },
- "outputs": [],
- "source": [
- "n_source = 7\n",
- "n_target = 4\n",
- "reg = 1\n",
- "numItermax = 100000\n",
- "lr = 0.1\n",
- "batch_size = 3\n",
- "log = True\n",
- "\n",
- "a = ot.utils.unif(n_source)\n",
- "b = ot.utils.unif(n_target)\n",
- "\n",
- "rng = np.random.RandomState(0)\n",
- "X_source = rng.randn(n_source, 2)\n",
- "Y_target = rng.randn(n_target, 2)\n",
- "M = ot.dist(X_source, Y_target)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Call the \"SGD\" dual method to find the transportation matrix in the\n",
- "semicontinous case\n",
- "---------------------------------------------\n",
- "\n",
- "Call ot.solve_dual_entropic and plot the results.\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 12,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "name": "stdout",
- "output_type": "stream",
- "text": [
- "[0.92524245 2.75994495 1.08144666 0.02747421 0.60913832 1.8156535\n",
- " 0.11738177] [0.33905828 0.46705197 1.56941919 4.96075241]\n",
- "[[2.20327995e-02 9.26244184e-02 1.09321230e-02 9.71212784e-08]\n",
- " [1.56579562e-02 1.73985799e-03 1.20373178e-04 2.48153271e-05]\n",
- " [3.49227454e-03 8.05110304e-02 4.44694627e-02 3.42874458e-09]\n",
- " [3.15181548e-02 4.34346087e-02 7.17227024e-02 1.28326090e-05]\n",
- " [6.79336320e-02 5.59136813e-03 5.35899879e-02 2.18675752e-02]\n",
- " [8.02083959e-02 3.60364770e-03 4.97032746e-03 1.14377502e-02]\n",
- " [4.87374362e-02 3.36433325e-02 6.09190548e-02 7.33833971e-05]]\n"
- ]
- }
- ],
- "source": [
- "sgd_dual_pi, log_sgd = ot.stochastic.solve_dual_entropic(a, b, M, reg,\n",
- " batch_size, numItermax,\n",
- " lr, log=log)\n",
- "print(log_sgd['alpha'], log_sgd['beta'])\n",
- "print(sgd_dual_pi)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Compare the results with the Sinkhorn algorithm\n",
- "---------------------------------------------\n",
- "\n",
- "Call the Sinkhorn algorithm from POT\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 13,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "name": "stdout",
- "output_type": "stream",
- "text": [
- "[[2.55535622e-02 9.96413843e-02 1.76578860e-02 4.31043335e-06]\n",
- " [1.21640742e-01 1.25369034e-02 1.30234529e-03 7.37715259e-03]\n",
- " [3.56096458e-03 7.61460101e-02 6.31500344e-02 1.33788624e-07]\n",
- " [2.61499607e-02 3.34255577e-02 8.28741973e-02 4.07427179e-04]\n",
- " [9.85698720e-03 7.52505948e-04 1.08291770e-02 1.21418473e-01]\n",
- " [2.16947591e-02 9.04086158e-04 1.87228707e-03 1.18386011e-01]\n",
- " [4.15442692e-02 2.65998963e-02 7.23192701e-02 2.39370724e-03]]\n"
- ]
- }
- ],
- "source": [
- "sinkhorn_pi = ot.sinkhorn(a, b, M, reg)\n",
- "print(sinkhorn_pi)"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Plot SGD results\n",
- "-----------------\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 14,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "data": {
- "image/png": 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\n",
- "text/plain": [
- "<Figure size 360x360 with 3 Axes>"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- }
- ],
- "source": [
- "pl.figure(4, figsize=(5, 5))\n",
- "ot.plot.plot1D_mat(a, b, sgd_dual_pi, 'dual : OT matrix SGD')\n",
- "pl.show()"
- ]
- },
- {
- "cell_type": "markdown",
- "metadata": {},
- "source": [
- "Plot Sinkhorn results\n",
- "---------------------\n",
- "\n"
- ]
- },
- {
- "cell_type": "code",
- "execution_count": 15,
- "metadata": {
- "collapsed": false
- },
- "outputs": [
- {
- "data": {
- "image/png": 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AIgQYAIq0DrDtBbZvsc0bcgJAD+zOEfCZkjb2axAAGDWtAmx7iaTXSDq/v+MAwOhoewS8StJ7JD3xZCvYXml70vbk1NRUT4YDgGHWNcC2XytpS5J1s62XZHWSiSQTY2NjPRsQAIZVmyPg4yWdZvt7kr4g6STbF/d1KgAYAV0DnOT9SZYkGZf0JknXJXlL3ycDgCHHdcAAUGS33pIoyfWSru/LJAAwYjgCBoAiBBgAihBgAChCgAGgCAEGgCIEGACKEGAAKEKAAaDIbj0RA9hbPf6sub0AlO+5t8eTzG7HPfcNdH+S9MMnHhno/p4x0L3NbxwBA0ARAgwARQgwABQhwABQhAADQBECDABFCDAAFCHAAFCEAANAEQIMAEVaPRW5eUv6bZJ2SNqeZKKfQwHAKNid14L45SRb+zYJAIwYTkEAQJG2AY6ka2yvs71yphVsr7Q9aXtyamqqdxMCwJBqG+BXJDlW0gpJ77J9wq4rJFmdZCLJxNjY3F4aEABGSasAJ7mn+e8WSVdKOq6fQwHAKOgaYNtPs33Azs8lnSLp1n4PBgDDrs1VEM+UdKXtnev/fZKv9XUqABgBXQOc5E5JRw9gFgAYKVyGBgBFCDAAFCHAAFCEAANAEQIMAEUIMAAUIcAAUIQAA0ARAgwARXbnBdmBvdbWX3zqnO534KIX9XiS2d39m9sHuj9JeuORCwa6v2seGeju5jWOgAGgCAEGgCIEGACKEGAAKEKAAaAIAQaAIgQYAIoQYAAoQoABoEirANs+yPbltm+3vdH2y/o9GAAMu7ZPRf64pK8leb3tfSXt38eZAGAkdA2w7QMlnSDpDElK8pikx/o7FgAMvzanIJ4taUrSZ23fYvt820/r81wAMPTaBHgfScdKOjfJMZJ+JOl9u65ke6XtSduTU1NTPR6z1rJlnQ8A6KU254A3S9qcZG3z9eWaIcBJVktaLUkTExPp2YR7gVWrqicAMIy6HgEnuV/S3baXNjedLOm2vk4FACOg7VUQ75Z0SXMFxJ2S3t6/kQBgNLQKcJL1kib6PAsAjBSeCQcARQgwABQhwABQhAADQBECDABFCDAAFCHAAFCEAANAEQIMAEWc9P51c2xPSbqr5xtGPzwryVj1EMAo6kuAAQDdcQoCAIoQYAAoQoABoAgBBoAiBBgAihBgAChCgAGgCAEGgCIEGACKEGAAKEKAAaAIAQaAIgQYAIoQYAAoQoABoAgBBoAiBBgAihBgAChCgAGgCAEGgCIEGACKEGAAKPK/bk07WnJikdoAAAAASUVORK5CYII=\n",
- "text/plain": [
- "<Figure size 360x360 with 3 Axes>"
- ]
- },
- "metadata": {},
- "output_type": "display_data"
- }
- ],
- "source": [
- "pl.figure(4, figsize=(5, 5))\n",
- "ot.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn')\n",
- "pl.show()"
- ]
- }
- ],
- "metadata": {
- "kernelspec": {
- "display_name": "Python 3",
- "language": "python",
- "name": "python3"
- },
- "language_info": {
- "codemirror_mode": {
- "name": "ipython",
- "version": 3
- },
- "file_extension": ".py",
- "mimetype": "text/x-python",
- "name": "python",
- "nbconvert_exporter": "python",
- "pygments_lexer": "ipython3",
- "version": "3.6.7"
- }
- },
- "nbformat": 4,
- "nbformat_minor": 0
-}