.. _sphx_glr_auto_examples_plot_UOT_1D.py: =============================== 1D Unbalanced optimal transport =============================== This example illustrates the computation of Unbalanced Optimal transport using a Kullback-Leibler relaxation. .. code-block:: python # Author: Hicham Janati # # 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) # make distributions unbalanced b *= 5. # 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_UOT_1D_001.png :scale: 47 * .. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_002.png :scale: 47 Solve Unbalanced Sinkhorn -------------- .. code-block:: python # Sinkhorn epsilon = 0.1 # entropy parameter alpha = 1. # Unbalanced KL relaxation parameter Gs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True) pl.figure(4, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gs, 'UOT matrix Sinkhorn') pl.show() .. image:: /auto_examples/images/sphx_glr_plot_UOT_1D_006.png :align: center .. rst-class:: sphx-glr-script-out Out:: It. |Err ------------------- 0|1.838786e+00| 10|1.242379e-01| 20|2.581314e-03| 30|5.674552e-05| 40|1.252959e-06| 50|2.768136e-08| 60|6.116090e-10| **Total running time of the script:** ( 0 minutes 0.259 seconds) .. only :: html .. container:: sphx-glr-footer .. container:: sphx-glr-download :download:`Download Python source code: plot_UOT_1D.py ` .. container:: sphx-glr-download :download:`Download Jupyter notebook: plot_UOT_1D.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_