# -*- coding: utf-8 -*- """ ==================================================== 2D free support Wasserstein barycenters of distributions ==================================================== Illustration of 2D Wasserstein barycenters if distributions are weighted sum of diracs. """ # Author: Vivien Seguy # # License: MIT License import numpy as np import matplotlib.pylab as pl import ot ############################################################################## # Generate data # ------------- N = 3 d = 2 measures_locations = [] measures_weights = [] for i in range(N): n_i = np.random.randint(low=1, high=20) # nb samples mu_i = np.random.normal(0., 4., (d,)) # Gaussian mean A_i = np.random.rand(d, d) cov_i = np.dot(A_i, A_i.transpose()) # Gaussian covariance matrix x_i = ot.datasets.make_2D_samples_gauss(n_i, mu_i, cov_i) # Dirac locations b_i = np.random.uniform(0., 1., (n_i,)) b_i = b_i / np.sum(b_i) # Dirac weights measures_locations.append(x_i) measures_weights.append(b_i) ############################################################################## # Compute free support barycenter # ------------------------------- k = 10 # number of Diracs of the barycenter X_init = np.random.normal(0., 1., (k, d)) # initial Dirac locations b = np.ones((k,)) / k # weights of the barycenter (it will not be optimized, only the locations are optimized) X = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init, b) ############################################################################## # Plot data # --------- pl.figure(1) for (x_i, b_i) in zip(measures_locations, measures_weights): color = np.random.randint(low=1, high=10 * N) pl.scatter(x_i[:, 0], x_i[:, 1], s=b_i * 1000, label='input measure') pl.scatter(X[:, 0], X[:, 1], s=b * 1000, c='black', marker='^', label='2-Wasserstein barycenter') pl.title('Data measures and their barycenter') pl.legend(loc=0) pl.show()