{
  "nbformat_minor": 0, 
  "nbformat": 4, 
  "cells": [
    {
      "execution_count": null, 
      "cell_type": "code", 
      "source": [
        "%matplotlib inline"
      ], 
      "outputs": [], 
      "metadata": {
        "collapsed": false
      }
    }, 
    {
      "source": [
        "\n# Regularized OT with generic solver\n\n\n\n\n"
      ], 
      "cell_type": "markdown", 
      "metadata": {}
    }, 
    {
      "execution_count": null, 
      "cell_type": "code", 
      "source": [
        "import numpy as np\nimport matplotlib.pylab as pl\nimport ot"
      ], 
      "outputs": [], 
      "metadata": {
        "collapsed": false
      }
    }, 
    {
      "source": [
        "Generate data \n#############################################################################\n\n"
      ], 
      "cell_type": "markdown", 
      "metadata": {}
    }, 
    {
      "execution_count": null, 
      "cell_type": "code", 
      "source": [
        "#%% parameters\n\nn = 100  # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = ot.datasets.get_1D_gauss(n, m=20, s=5)  # m= mean, s= std\nb = ot.datasets.get_1D_gauss(n, m=60, s=10)\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()"
      ], 
      "outputs": [], 
      "metadata": {
        "collapsed": false
      }
    }, 
    {
      "source": [
        "Solve EMD \n#############################################################################\n\n"
      ], 
      "cell_type": "markdown", 
      "metadata": {}
    }, 
    {
      "execution_count": null, 
      "cell_type": "code", 
      "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')"
      ], 
      "outputs": [], 
      "metadata": {
        "collapsed": false
      }
    }, 
    {
      "source": [
        "Solve EMD with Frobenius norm regularization\n#############################################################################\n\n"
      ], 
      "cell_type": "markdown", 
      "metadata": {}
    }, 
    {
      "execution_count": null, 
      "cell_type": "code", 
      "source": [
        "#%% Example with Frobenius norm regularization\n\n\ndef f(G):\n    return 0.5 * np.sum(G**2)\n\n\ndef df(G):\n    return G\n\n\nreg = 1e-1\n\nGl2 = ot.optim.cg(a, b, M, reg, f, df, verbose=True)\n\npl.figure(3)\not.plot.plot1D_mat(a, b, Gl2, 'OT matrix Frob. reg')"
      ], 
      "outputs": [], 
      "metadata": {
        "collapsed": false
      }
    }, 
    {
      "source": [
        "Solve EMD with entropic regularization\n#############################################################################\n\n"
      ], 
      "cell_type": "markdown", 
      "metadata": {}
    }, 
    {
      "execution_count": null, 
      "cell_type": "code", 
      "source": [
        "#%% Example with entropic regularization\n\n\ndef f(G):\n    return np.sum(G * np.log(G))\n\n\ndef df(G):\n    return np.log(G) + 1.\n\n\nreg = 1e-3\n\nGe = ot.optim.cg(a, b, M, reg, f, df, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Ge, 'OT matrix Entrop. reg')"
      ], 
      "outputs": [], 
      "metadata": {
        "collapsed": false
      }
    }, 
    {
      "source": [
        "Solve EMD with Frobenius norm + entropic regularization\n#############################################################################\n\n"
      ], 
      "cell_type": "markdown", 
      "metadata": {}
    }, 
    {
      "execution_count": null, 
      "cell_type": "code", 
      "source": [
        "#%% Example with Frobenius norm + entropic regularization with gcg\n\ndef f(G):\n    return 0.5 * np.sum(G**2)\n\n\ndef df(G):\n    return G\n\n\nreg1 = 1e-3\nreg2 = 1e-1\n\nGel2 = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True)\n\npl.figure(5, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gel2, 'OT entropic + matrix Frob. reg')\npl.show()"
      ], 
      "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": {
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