# -*- coding: utf-8 -*- """ ==================== 1D optimal transport ==================== @author: rflamary """ import numpy as np import matplotlib.pylab as pl import ot from ot.datasets import get_1D_gauss as gauss #%% parameters n=100 # nb bins n_target=50 # nb target distributions # bin positions x=np.arange(n,dtype=np.float64) lst_m=np.linspace(20,90,n_target) # Gaussian distributions a=gauss(n,m=20,s=5) # m= mean, s= std B=np.zeros((n,n_target)) for i,m in enumerate(lst_m): B[:,i]=gauss(n,m=m,s=5) # loss matrix and normalization M=ot.dist(x.reshape((n,1)),x.reshape((n,1)),'euclidean') M/=M.max() M2=ot.dist(x.reshape((n,1)),x.reshape((n,1)),'sqeuclidean') M2/=M2.max() #%% plot the distributions pl.figure(1) pl.subplot(2,1,1) pl.plot(x,a,'b',label='Source distribution') pl.title('Source distribution') pl.subplot(2,1,2) pl.plot(x,B,label='Target distributions') pl.title('Target distributions') #%% Compute and plot distributions and loss matrix d_emd=ot.emd2(a,B,M) # direct computation of EMD d_emd2=ot.emd2(a,B,M2) # direct computation of EMD with loss M3 pl.figure(2) pl.plot(d_emd,label='Euclidean EMD') pl.plot(d_emd2,label='Squared Euclidean EMD') pl.title('EMD distances') pl.legend() #%% reg=1e-2 d_sinkhorn=ot.sinkhorn2(a,B,M,reg) d_sinkhorn2=ot.sinkhorn2(a,B,M2,reg) pl.figure(2) pl.clf() pl.plot(d_emd,label='Euclidean EMD') pl.plot(d_emd2,label='Squared Euclidean EMD') pl.plot(d_sinkhorn,'+',label='Euclidean Sinkhorn') pl.plot(d_sinkhorn2,'+',label='Squared Euclidean Sinkhorn') pl.title('EMD distances') pl.legend()