{ "nbformat_minor": 0, "nbformat": 4, "cells": [ { "execution_count": null, "cell_type": "code", "source": [ "%matplotlib inline" ], "outputs": [], "metadata": { "collapsed": false } }, { "source": [ "\n# 1D optimal transport\n\n\nThis example illustrates the computation of EMD and Sinkhorn transport plans \nand their visualization.\n\n\n" ], "cell_type": "markdown", "metadata": {} }, { "execution_count": null, "cell_type": "code", "source": [ "# Author: Remi Flamary \n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nfrom ot.datasets import get_1D_gauss as gauss" ], "outputs": [], "metadata": { "collapsed": false } }, { "source": [ "Generate data\n##############\n\n" ], "cell_type": "markdown", "metadata": {} }, { "execution_count": null, "cell_type": "code", "source": [ "#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()" ], "outputs": [], "metadata": { "collapsed": false } }, { "source": [ "Plot distributions and loss matrix\n###################################\n\n" ], "cell_type": "markdown", "metadata": {} }, { "execution_count": null, "cell_type": "code", "source": [ "#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, 'b', label='Source distribution')\npl.plot(x, b, 'r', label='Target distribution')\npl.legend()\n\n#%% plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, 'Cost matrix M')" ], "outputs": [], "metadata": { "collapsed": false } }, { "source": [ "Solve EMD\n#############################################################################\n\n" ], "cell_type": "markdown", "metadata": {} }, { "execution_count": null, "cell_type": "code", "source": [ "#%% EMD\n\nG0 = ot.emd(a, b, M)\n\npl.figure(3, figsize=(5, 5))\not.plot.plot1D_mat(a, b, G0, 'OT matrix G0')" ], "outputs": [], "metadata": { "collapsed": false } }, { "source": [ "Solve Sinkhorn\n#############################################################################\n\n" ], "cell_type": "markdown", "metadata": {} }, { "execution_count": null, "cell_type": "code", "source": [ "#%% Sinkhorn\n\nlambd = 1e-3\nGs = ot.sinkhorn(a, b, M, lambd, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn')\n\npl.show()" ], "outputs": [], "metadata": { "collapsed": false } } ], "metadata": { "kernelspec": { "display_name": "Python 2", "name": "python2", "language": "python" }, "language_info": { "mimetype": "text/x-python", "nbconvert_exporter": "python", "name": "python", "file_extension": ".py", "version": "2.7.12", "pygments_lexer": "ipython2", "codemirror_mode": { "version": 2, "name": "ipython" } } } }