# -*- coding: utf-8 -*- """ ============================== 1D Wasserstein barycenter demo ============================== This example illustrates the computation of regularized Wassersyein Barycenter as proposed in [3]. [3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015). Iterative Bregman projections for regularized transportation problems SIAM Journal on Scientific Computing, 37(2), A1111-A1138. """ # Author: Remi Flamary # # License: MIT License # sphinx_gallery_thumbnail_number = 4 import numpy as np import matplotlib.pylab as pl import ot # necessary for 3d plot even if not used from mpl_toolkits.mplot3d import Axes3D # noqa from matplotlib.collections import PolyCollection ############################################################################## # Generate data # ------------- #%% parameters n = 100 # nb bins # bin positions x = np.arange(n, dtype=np.float64) # Gaussian distributions a1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std a2 = ot.datasets.make_1D_gauss(n, m=60, s=8) # creating matrix A containing all distributions A = np.vstack((a1, a2)).T n_distributions = A.shape[1] # loss matrix + normalization M = ot.utils.dist0(n) M /= M.max() ############################################################################## # Plot data # --------- #%% plot the distributions pl.figure(1, figsize=(6.4, 3)) for i in range(n_distributions): pl.plot(x, A[:, i]) pl.title('Distributions') pl.tight_layout() ############################################################################## # Barycenter computation # ---------------------- #%% barycenter computation alpha = 0.2 # 0<=alpha<=1 weights = np.array([1 - alpha, alpha]) # l2bary bary_l2 = A.dot(weights) # wasserstein reg = 1e-3 bary_wass = ot.bregman.barycenter(A, M, reg, weights) pl.figure(2) pl.clf() pl.subplot(2, 1, 1) for i in range(n_distributions): pl.plot(x, A[:, i]) pl.title('Distributions') pl.subplot(2, 1, 2) pl.plot(x, bary_l2, 'r', label='l2') pl.plot(x, bary_wass, 'g', label='Wasserstein') pl.legend() pl.title('Barycenters') pl.tight_layout() ############################################################################## # Barycentric interpolation # ------------------------- #%% barycenter interpolation n_alpha = 11 alpha_list = np.linspace(0, 1, n_alpha) B_l2 = np.zeros((n, n_alpha)) B_wass = np.copy(B_l2) for i in range(0, n_alpha): alpha = alpha_list[i] weights = np.array([1 - alpha, alpha]) B_l2[:, i] = A.dot(weights) B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights) #%% plot interpolation pl.figure(3) cmap = pl.cm.get_cmap('viridis') verts = [] zs = alpha_list for i, z in enumerate(zs): ys = B_l2[:, i] verts.append(list(zip(x, ys))) ax = pl.gcf().gca(projection='3d') poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) poly.set_alpha(0.7) ax.add_collection3d(poly, zs=zs, zdir='y') ax.set_xlabel('x') ax.set_xlim3d(0, n) ax.set_ylabel('$\\alpha$') ax.set_ylim3d(0, 1) ax.set_zlabel('') ax.set_zlim3d(0, B_l2.max() * 1.01) pl.title('Barycenter interpolation with l2') pl.tight_layout() pl.figure(4) cmap = pl.cm.get_cmap('viridis') verts = [] zs = alpha_list for i, z in enumerate(zs): ys = B_wass[:, i] verts.append(list(zip(x, ys))) ax = pl.gcf().gca(projection='3d') poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list]) poly.set_alpha(0.7) ax.add_collection3d(poly, zs=zs, zdir='y') ax.set_xlabel('x') ax.set_xlim3d(0, n) ax.set_ylabel('$\\alpha$') ax.set_ylim3d(0, 1) ax.set_zlabel('') ax.set_zlim3d(0, B_l2.max() * 1.01) pl.title('Barycenter interpolation with Wasserstein') pl.tight_layout() pl.show()