From f12153c0c1be6f6377ace0050201409ec1b7e829 Mon Sep 17 00:00:00 2001 From: Rémi Flamary Date: Wed, 29 Aug 2018 14:10:04 +0200 Subject: update documentation examples --- docs/source/auto_examples/plot_stochastic.ipynb | 331 ++++++++++++++++++++++++ 1 file changed, 331 insertions(+) create mode 100644 docs/source/auto_examples/plot_stochastic.ipynb (limited to 'docs/source/auto_examples/plot_stochastic.ipynb') diff --git a/docs/source/auto_examples/plot_stochastic.ipynb b/docs/source/auto_examples/plot_stochastic.ipynb new file mode 100644 index 0000000..c6f0013 --- /dev/null +++ b/docs/source/auto_examples/plot_stochastic.ipynb @@ -0,0 +1,331 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "%matplotlib inline" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "\n# Stochastic examples\n\n\nThis example is designed to show how to use the stochatic optimization\nalgorithms for descrete and semicontinous measures from the POT library.\n\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "# Author: Kilian Fatras \n#\n# License: MIT License\n\nimport matplotlib.pylab as pl\nimport numpy as np\nimport ot\nimport ot.plot" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "COMPUTE TRANSPORTATION MATRIX FOR SEMI-DUAL PROBLEM\n############################################################################\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "print(\"------------SEMI-DUAL PROBLEM------------\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "DISCRETE CASE\nSample two discrete measures for the discrete case\n---------------------------------------------\n\nDefine 2 discrete measures a and b, the points where are defined the source\nand the target measures and finally the cost matrix c.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source = 7\nn_target = 4\nreg = 1\nnumItermax = 1000\n\na = ot.utils.unif(n_source)\nb = ot.utils.unif(n_target)\n\nrng = np.random.RandomState(0)\nX_source = rng.randn(n_source, 2)\nY_target = rng.randn(n_target, 2)\nM = 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\nDefine the method \"SAG\", call ot.solve_semi_dual_entropic and plot the\nresults.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "method = \"SAG\"\nsag_pi = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method,\n numItermax)\nprint(sag_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "SEMICONTINOUS CASE\nSample one general measure a, one discrete measures b for the semicontinous\ncase\n---------------------------------------------\n\nDefine one general measure a, one discrete measures b, the points where\nare defined the source and the target measures and finally the cost matrix c.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source = 7\nn_target = 4\nreg = 1\nnumItermax = 1000\nlog = True\n\na = ot.utils.unif(n_source)\nb = ot.utils.unif(n_target)\n\nrng = np.random.RandomState(0)\nX_source = rng.randn(n_source, 2)\nY_target = rng.randn(n_target, 2)\nM = ot.dist(X_source, Y_target)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Call the \"ASGD\" method to find the transportation matrix in the semicontinous\ncase\n---------------------------------------------\n\nDefine the method \"ASGD\", call ot.solve_semi_dual_entropic and plot the\nresults.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "method = \"ASGD\"\nasgd_pi, log_asgd = ot.stochastic.solve_semi_dual_entropic(a, b, M, reg, method,\n numItermax, log=log)\nprint(log_asgd['alpha'], log_asgd['beta'])\nprint(asgd_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compare the results with the Sinkhorn algorithm\n---------------------------------------------\n\nCall the Sinkhorn algorithm from POT\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "sinkhorn_pi = ot.sinkhorn(a, b, M, reg)\nprint(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": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sag_pi, 'semi-dual : OT matrix SAG')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot ASGD results\n-----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, asgd_pi, 'semi-dual : OT matrix ASGD')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot Sinkhorn results\n---------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "COMPUTE TRANSPORTATION MATRIX FOR DUAL PROBLEM\n############################################################################\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "print(\"------------DUAL PROBLEM------------\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "SEMICONTINOUS CASE\nSample one general measure a, one discrete measures b for the semicontinous\ncase\n---------------------------------------------\n\nDefine one general measure a, one discrete measures b, the points where\nare defined the source and the target measures and finally the cost matrix c.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "n_source = 7\nn_target = 4\nreg = 1\nnumItermax = 100000\nlr = 0.1\nbatch_size = 3\nlog = True\n\na = ot.utils.unif(n_source)\nb = ot.utils.unif(n_target)\n\nrng = np.random.RandomState(0)\nX_source = rng.randn(n_source, 2)\nY_target = rng.randn(n_target, 2)\nM = ot.dist(X_source, Y_target)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Call the \"SGD\" dual method to find the transportation matrix in the\nsemicontinous case\n---------------------------------------------\n\nCall ot.solve_dual_entropic and plot the results.\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "sgd_dual_pi, log_sgd = ot.stochastic.solve_dual_entropic(a, b, M, reg,\n batch_size, numItermax,\n lr, log=log)\nprint(log_sgd['alpha'], log_sgd['beta'])\nprint(sgd_dual_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Compare the results with the Sinkhorn algorithm\n---------------------------------------------\n\nCall the Sinkhorn algorithm from POT\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "sinkhorn_pi = ot.sinkhorn(a, b, M, reg)\nprint(sinkhorn_pi)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot SGD results\n-----------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sgd_dual_pi, 'dual : OT matrix SGD')\npl.show()" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "Plot Sinkhorn results\n---------------------\n\n" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": false + }, + "outputs": [], + "source": [ + "pl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, sinkhorn_pi, 'OT matrix Sinkhorn')\npl.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": "3.6.5" + } + }, + "nbformat": 4, + "nbformat_minor": 0 +} \ No newline at end of file -- cgit v1.2.3