From 6ac8d405f16832e671c432d7b03ce3da38f8fedc Mon Sep 17 00:00:00 2001 From: RĂ©mi Flamary Date: Mon, 20 Apr 2020 16:01:15 +0200 Subject: add all pages in documentation --- docs/source/auto_examples/plot_screenkhorn_1D.py | 68 ++++++++++++++++++++++++ 1 file changed, 68 insertions(+) create mode 100644 docs/source/auto_examples/plot_screenkhorn_1D.py (limited to 'docs/source/auto_examples/plot_screenkhorn_1D.py') diff --git a/docs/source/auto_examples/plot_screenkhorn_1D.py b/docs/source/auto_examples/plot_screenkhorn_1D.py new file mode 100644 index 0000000..840ead8 --- /dev/null +++ b/docs/source/auto_examples/plot_screenkhorn_1D.py @@ -0,0 +1,68 @@ +# -*- coding: utf-8 -*- +""" +=============================== +1D Screened optimal transport +=============================== + +This example illustrates the computation of Screenkhorn: +Screening Sinkhorn Algorithm for Optimal transport. +""" + +# Author: Mokhtar Z. Alaya +# +# 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() -- cgit v1.2.3