# -*- coding: utf-8 -*- """ ================================ Smooth and sparse OT example ================================ This example illustrates the computation of Smooth and Sparse (KL an L2 reg.) OT and sparsity-constrained OT, together with their visualizations. """ # Author: Remi Flamary # # License: MIT License # sphinx_gallery_thumbnail_number = 5 import numpy as np import matplotlib.pylab as pl import ot import ot.plot from ot.datasets import make_1D_gauss as gauss ############################################################################## # Generate data # ------------- #%% parameters n = 100 # nb bins # bin positions x = np.arange(n, dtype=np.float64) # Gaussian distributions a = gauss(n, m=20, s=5) # m= mean, s= std b = gauss(n, m=60, s=10) # loss matrix M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) M /= M.max() ############################################################################## # Plot distributions and loss matrix # ---------------------------------- #%% plot the distributions pl.figure(1, figsize=(6.4, 3)) pl.plot(x, a, 'b', label='Source distribution') pl.plot(x, b, 'r', label='Target distribution') pl.legend() #%% plot distributions and loss matrix pl.figure(2, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, M, 'Cost matrix M') ############################################################################## # Solve Smooth OT # --------------- #%% Smooth OT with KL regularization lambd = 2e-3 Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl') pl.figure(3, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.') pl.show() #%% Smooth OT with squared l2 regularization lambd = 1e-1 Gsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2') pl.figure(4, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.') pl.show() #%% Sparsity-constrained OT lambd = 1e-1 max_nz = 2 # two non-zero entries are permitted per column of the OT plan Gsc = ot.smooth.smooth_ot_dual( a, b, M, lambd, reg_type='sparsity_constrained', max_nz=max_nz) pl.figure(5, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gsc, 'Sparsity constrained OT matrix; k=2.') pl.show()