From 5e7c6ab04be3dc2035ca2a7f9deab3bb3bfb8faa Mon Sep 17 00:00:00 2001 From: RĂ©mi Flamary Date: Tue, 25 Jun 2019 14:43:39 +0200 Subject: doc add examples unbalanced --- docs/source/auto_examples/plot_UOT_1D.rst | 173 ++++++++++++++++++++++++++++++ 1 file changed, 173 insertions(+) create mode 100644 docs/source/auto_examples/plot_UOT_1D.rst (limited to 'docs/source/auto_examples/plot_UOT_1D.rst') diff --git a/docs/source/auto_examples/plot_UOT_1D.rst b/docs/source/auto_examples/plot_UOT_1D.rst new file mode 100644 index 0000000..8e618b4 --- /dev/null +++ b/docs/source/auto_examples/plot_UOT_1D.rst @@ -0,0 +1,173 @@ + + +.. _sphx_glr_auto_examples_plot_UOT_1D.py: + + +=============================== +1D Unbalanced optimal transport +=============================== + +This example illustrates the computation of Unbalanced Optimal transport +using a Kullback-Leibler relaxation. + + + +.. code-block:: python + + + # Author: Hicham Janati + # + # License: MIT License + + import numpy as np + import matplotlib.pylab as pl + import ot + import ot.plot + from ot.datasets import make_1D_gauss as gauss + + + + + + + +Generate data +------------- + + + +.. code-block:: python + + + + #%% 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) + + # make distributions unbalanced + b *= 5. + + # loss matrix + M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) + M /= M.max() + + + + + + + + +Plot distributions and loss matrix +---------------------------------- + + + +.. code-block:: python + + + #%% 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') + + + + + +.. rst-class:: sphx-glr-horizontal + + + * + + .. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_001.png + :scale: 47 + + * + + .. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_002.png + :scale: 47 + + + + +Solve Unbalanced Sinkhorn +-------------- + + + +.. code-block:: python + + + + # Sinkhorn + + epsilon = 0.1 # entropy parameter + alpha = 1. # Unbalanced KL relaxation parameter + Gs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True) + + pl.figure(4, figsize=(5, 5)) + ot.plot.plot1D_mat(a, b, Gs, 'UOT matrix Sinkhorn') + + pl.show() + + + +.. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_006.png + :align: center + + +.. rst-class:: sphx-glr-script-out + + Out:: + + It. |Err + ------------------- + 0|1.838786e+00| + 10|1.242379e-01| + 20|2.581314e-03| + 30|5.674552e-05| + 40|1.252959e-06| + 50|2.768136e-08| + 60|6.116090e-10| + + +**Total running time of the script:** ( 0 minutes 0.259 seconds) + + + +.. only :: html + + .. container:: sphx-glr-footer + + + .. container:: sphx-glr-download + + :download:`Download Python source code: plot_UOT_1D.py ` + + + + .. container:: sphx-glr-download + + :download:`Download Jupyter notebook: plot_UOT_1D.ipynb ` + + +.. only:: html + + .. rst-class:: sphx-glr-signature + + `Gallery generated by Sphinx-Gallery `_ -- cgit v1.2.3