{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "%matplotlib inline" ] }, { "cell_type": "markdown", "metadata": {}, "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": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "# Author: Remi Flamary \n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Generate data\n-------------\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "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()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Plot distributions and loss matrix\n----------------------------------\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "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')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Solve EMD\n---------\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "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')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Solve Sinkhorn\n--------------\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "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()" ] } ], "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 }