# -*- coding: utf-8 -*- """ =============================== 1D Screened optimal transport =============================== This example illustrates the computation of Screenkhorn [26]. [26] Alaya M. Z., BĂ©rar M., Gasso G., Rakotomamonjy A. (2019). Screening Sinkhorn Algorithm for Regularized Optimal Transport, Advances in Neural Information Processing Systems 33 (NeurIPS). """ # Author: Mokhtar Z. Alaya # # License: MIT License import numpy as np import matplotlib.pylab as pl import ot.plot from ot.datasets import make_1D_gauss as gauss from ot.bregman import screenkhorn ############################################################################## # 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 Screenkhorn # ----------------------- # Screenkhorn lambd = 2e-03 # entropy parameter ns_budget = 30 # budget number of points to be keeped in the source distribution nt_budget = 30 # budget number of points to be keeped in the target distribution G_screen = screenkhorn(a, b, M, lambd, ns_budget, nt_budget, uniform=False, restricted=True, verbose=True) pl.figure(4, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, G_screen, 'OT matrix Screenkhorn') pl.show()