From f12153c0c1be6f6377ace0050201409ec1b7e829 Mon Sep 17 00:00:00 2001 From: RĂ©mi Flamary Date: Wed, 29 Aug 2018 14:10:04 +0200 Subject: update documentation examples --- .../auto_examples/plot_free_support_barycenter.py | 69 ++++++++++++++++++++++ 1 file changed, 69 insertions(+) create mode 100644 docs/source/auto_examples/plot_free_support_barycenter.py (limited to 'docs/source/auto_examples/plot_free_support_barycenter.py') diff --git a/docs/source/auto_examples/plot_free_support_barycenter.py b/docs/source/auto_examples/plot_free_support_barycenter.py new file mode 100644 index 0000000..b6efc59 --- /dev/null +++ b/docs/source/auto_examples/plot_free_support_barycenter.py @@ -0,0 +1,69 @@ +# -*- coding: utf-8 -*- +""" +==================================================== +2D free support Wasserstein barycenters of distributions +==================================================== + +Illustration of 2D Wasserstein barycenters if discributions that are weighted +sum of diracs. + +""" + +# Author: Vivien Seguy +# +# License: MIT License + +import numpy as np +import matplotlib.pylab as pl +import ot + + +############################################################################## +# Generate data +# ------------- +#%% parameters and data generation +N = 3 +d = 2 +measures_locations = [] +measures_weights = [] + +for i in range(N): + + n_i = np.random.randint(low=1, high=20) # nb samples + + mu_i = np.random.normal(0., 4., (d,)) # Gaussian mean + + A_i = np.random.rand(d, d) + cov_i = np.dot(A_i, A_i.transpose()) # Gaussian covariance matrix + + x_i = ot.datasets.make_2D_samples_gauss(n_i, mu_i, cov_i) # Dirac locations + b_i = np.random.uniform(0., 1., (n_i,)) + b_i = b_i / np.sum(b_i) # Dirac weights + + measures_locations.append(x_i) + measures_weights.append(b_i) + + +############################################################################## +# Compute free support barycenter +# ------------- + +k = 10 # number of Diracs of the barycenter +X_init = np.random.normal(0., 1., (k, d)) # initial Dirac locations +b = np.ones((k,)) / k # weights of the barycenter (it will not be optimized, only the locations are optimized) + +X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init, b) + + +############################################################################## +# Plot data +# --------- + +pl.figure(1) +for (x_i, b_i) in zip(measures_locations, measures_weights): + color = np.random.randint(low=1, high=10 * N) + pl.scatter(x_i[:, 0], x_i[:, 1], s=b * 1000, label='input measure') +pl.scatter(X[:, 0], X[:, 1], s=b * 1000, c='black', marker='^', label='2-Wasserstein barycenter') +pl.title('Data measures and their barycenter') +pl.legend(loc=0) +pl.show() -- cgit v1.2.3