#!/usr/bin/env python # coding: utf-8 # In[ ]: from ot.bregman import screenkhorn from ot.datasets import make_1D_gauss as gauss import ot.plot import ot import matplotlib.pylab as pl import numpy as np get_ipython().run_line_magic('matplotlib', 'inline') # # # 1D Screened optimal transport # # # This example illustrates the computation of Screenkhorn: Screening Sinkhorn Algorithm for Optimal transport. # # # In[13]: # Author: Mokhtar Z. Alaya # # License: MIT License # Generate data # ------------- # # # In[14]: #%% 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 # ---------------------------------- # # # In[15]: #%% 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 Screened Sinkhorn # -------------- # # # In[21]: # Screenkhorn lambd = 1e-2 # 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 Gsc = 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, Gs, 'OT matrix Screenkhorn') pl.show() # In[ ]: