.. _sphx_glr_auto_examples_plot_OT_1D_smooth.py: =========================== 1D smooth optimal transport =========================== This example illustrates the computation of EMD, Sinkhorn and smooth OT plans and their visualization. .. code-block:: python # Author: Remi Flamary # # License: MIT License import numpy as np import matplotlib.pylab as pl import ot import ot.plot from ot.datasets import make_1D_gauss as gauss Generate data ------------- .. code-block:: python #%% 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 ---------------------------------- .. code-block:: python #%% 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') .. rst-class:: sphx-glr-horizontal * .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_001.png :scale: 47 * .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_002.png :scale: 47 Solve EMD --------- .. code-block:: python #%% EMD G0 = ot.emd(a, b, M) pl.figure(3, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0') .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_005.png :align: center Solve Sinkhorn -------------- .. code-block:: python #%% Sinkhorn lambd = 2e-3 Gs = ot.sinkhorn(a, b, M, lambd, verbose=True) pl.figure(4, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn') pl.show() .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_007.png :align: center .. rst-class:: sphx-glr-script-out Out:: It. |Err ------------------- 0|7.958844e-02| 10|5.921715e-03| 20|1.238266e-04| 30|2.469780e-06| 40|4.919966e-08| 50|9.800197e-10| Solve Smooth OT -------------- .. code-block:: python #%% Smooth OT with KL regularization lambd = 2e-3 Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl') pl.figure(5, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.') pl.show() #%% Smooth OT with KL regularization lambd = 1e-1 Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2') pl.figure(6, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.') pl.show() .. rst-class:: sphx-glr-horizontal * .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_009.png :scale: 47 * .. image:: /auto_examples/images/sphx_glr_plot_OT_1D_smooth_010.png :scale: 47 **Total running time of the script:** ( 0 minutes 1.053 seconds) .. only :: html .. container:: sphx-glr-footer .. container:: sphx-glr-download :download:`Download Python source code: plot_OT_1D_smooth.py ` .. container:: sphx-glr-download :download:`Download Jupyter notebook: plot_OT_1D_smooth.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_