# -*- coding: utf-8 -*- """ Demo for 1D optimal transport @author: rflamary """ import numpy as np import matplotlib.pylab as pl import ot from ot.datasets import get_1D_gauss as gauss #%% parameters n=100 # nb bins # bin positions x=np.arange(n,dtype=np.float64) # Gaussian distributions a=gauss(n,m=n*.2,s=5) # m= mean, s= std b=gauss(n,m=n*.6,s=10) # loss matrix M=ot.dist(x.reshape((n,1)),x.reshape((n,1))) M/=M.max() #%% plot the distributions pl.figure(1) 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) ot.plot.plot1D_mat(a,b,M,'Cost matrix M') #%% EMD G0=ot.emd(a,b,M) pl.figure(3) ot.plot.plot1D_mat(a,b,G0,'OT matrix G0') #%% Sinkhorn lambd=1e-3 Gs=ot.sinkhorn(a,b,M,lambd,verbose=True) pl.figure(4) ot.plot.plot1D_mat(a,b,Gs,'OT matrix Sinkhorn') #%% Sinkhorn lambd=1e-4 Gss,log=ot.bregman.sinkhorn_stabilized(a,b,M,lambd,verbose=True,log=True) Gss2,log2=ot.bregman.sinkhorn_stabilized(a,b,M,lambd,verbose=True,log=True,warmstart=log['warmstart']) pl.figure(5) ot.plot.plot1D_mat(a,b,Gss,'OT matrix Sinkhorn stabilized') #%% Sinkhorn lambd=1e-11 Gss=ot.bregman.sinkhorn_epsilon_scaling(a,b,M,lambd,verbose=True) pl.figure(5) ot.plot.plot1D_mat(a,b,Gss,'OT matrix Sinkhorn stabilized')