{ "cells": [ { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "%matplotlib inline" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "\n# 1D Unbalanced optimal transport\n\n\nThis example illustrates the computation of Unbalanced Optimal transport\nusing a Kullback-Leibler relaxation.\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "# Author: Hicham Janati \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# make distributions unbalanced\nb *= 5.\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 Unbalanced Sinkhorn\n--------------\n\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "# Sinkhorn\n\nepsilon = 0.1 # entropy parameter\nalpha = 1. # Unbalanced KL relaxation parameter\nGs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'UOT 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": "3.6.8" } }, "nbformat": 4, "nbformat_minor": 0 }