# -*- coding: utf-8 -*- """ ========================================== Optimal transport with factored couplings ========================================== Illustration of the factored coupling OT between 2D empirical distributions """ # Author: Remi Flamary # # License: MIT License # sphinx_gallery_thumbnail_number = 2 import numpy as np import matplotlib.pylab as pl import ot import ot.plot # %% # Generate data an plot it # ------------------------ # parameters and data generation np.random.seed(42) n = 100 # nb samples xs = np.random.rand(n, 2) - .5 xs = xs + np.sign(xs) xt = np.random.rand(n, 2) - .5 a, b = ot.unif(n), ot.unif(n) # uniform distribution on samples #%% plot samples pl.figure(1) pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') pl.legend(loc=0) pl.title('Source and target distributions') # %% # Compute Factore OT and exact OT solutions # -------------------------------------- #%% EMD M = ot.dist(xs, xt) G0 = ot.emd(a, b, M) #%% factored OT OT Ga, Gb, xb = ot.factored_optimal_transport(xs, xt, a, b, r=4) # %% # Plot factored OT and exact OT solutions # -------------------------------------- pl.figure(2, (14, 4)) pl.subplot(1, 3, 1) ot.plot.plot2D_samples_mat(xs, xt, G0, c=[.2, .2, .2], alpha=0.1) pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') pl.title('Exact OT with samples') pl.subplot(1, 3, 2) ot.plot.plot2D_samples_mat(xs, xb, Ga, c=[.6, .6, .9], alpha=0.5) ot.plot.plot2D_samples_mat(xb, xt, Gb, c=[.9, .6, .6], alpha=0.5) pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') pl.plot(xb[:, 0], xb[:, 1], 'og', label='Template samples') pl.title('Factored OT with template samples') pl.subplot(1, 3, 3) ot.plot.plot2D_samples_mat(xs, xt, Ga.dot(Gb), c=[.2, .2, .2], alpha=0.1) pl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') pl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples') pl.title('Factored OT low rank OT plan')