{ "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\n@author: rflamary\n\n" ], "cell_type": "markdown", "metadata": {} }, { "execution_count": null, "cell_type": "code", "source": [ "import numpy as np\nimport matplotlib.pylab as pl\nimport ot\nfrom ot.datasets import get_1D_gauss as gauss\n\n\n#%% parameters\n\nn=100 # nb bins\nn_target=50 # nb target distributions\n\n\n# bin positions\nx=np.arange(n,dtype=np.float64)\n\nlst_m=np.linspace(20,90,n_target)\n\n# Gaussian distributions\na=gauss(n,m=20,s=5) # m= mean, s= std\n\nB=np.zeros((n,n_target))\n\nfor i,m in enumerate(lst_m):\n B[:,i]=gauss(n,m=m,s=5)\n\n# loss matrix and normalization\nM=ot.dist(x.reshape((n,1)),x.reshape((n,1)),'euclidean')\nM/=M.max()\nM2=ot.dist(x.reshape((n,1)),x.reshape((n,1)),'sqeuclidean')\nM2/=M2.max()\n#%% plot the distributions\n\npl.figure(1)\npl.subplot(2,1,1)\npl.plot(x,a,'b',label='Source distribution')\npl.title('Source distribution')\npl.subplot(2,1,2)\npl.plot(x,B,label='Target distributions')\npl.title('Target distributions')\n\n#%% Compute and plot distributions and loss matrix\n\nd_emd=ot.emd2(a,B,M) # direct computation of EMD\nd_emd2=ot.emd2(a,B,M2) # direct computation of EMD with loss M3\n\n\npl.figure(2)\npl.plot(d_emd,label='Euclidean EMD')\npl.plot(d_emd2,label='Squared Euclidean EMD')\npl.title('EMD distances')\npl.legend()\n\n#%%\nreg=1e-2\nd_sinkhorn=ot.sinkhorn(a,B,M,reg)\nd_sinkhorn2=ot.sinkhorn(a,B,M2,reg)\n\npl.figure(2)\npl.clf()\npl.plot(d_emd,label='Euclidean EMD')\npl.plot(d_emd2,label='Squared Euclidean EMD')\npl.plot(d_sinkhorn,'+',label='Euclidean Sinkhorn')\npl.plot(d_sinkhorn2,'+',label='Squared Euclidean Sinkhorn')\npl.title('EMD distances')\npl.legend()" ], "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" } } } }