#!/usr/bin/env python2 # -*- coding: utf-8 -*- import numpy as np import pylab as pl import ot from ot.datasets import get_1D_gauss as gauss reload(ot.lp) #%% parameters n=5000 # nb bins m=6000 # nb bins mean1 = 1000 mean2 = 1100 tol = 1e-6 # bin positions x=np.arange(n,dtype=np.float64) y=np.arange(m,dtype=np.float64) # Gaussian distributions a=gauss(n,m=mean1,s=5) # m= mean, s= std b=gauss(m,m=mean2,s=10) # loss matrix M=ot.dist(x.reshape((-1,1)), y.reshape((-1,1))) ** (1./2) print M[0,:] #M/=M.max() #%% print('Computing {} EMD '.format(1)) # emd loss 1 proc ot.tic() G = ot.emd(a,b,M) ot.toc('1 proc : {} s') cost1 = (G * M).sum() # emd loss 1 proc ot.tic() cost_emd2 = ot.emd2(a,b,M) ot.toc('1 proc : {} s') ot.tic() G = ot.emd(b, a, np.ascontiguousarray(M.T)) ot.toc('1 proc : {} s') cost2 = (G * M.T).sum() assert np.abs(cost1-cost_emd2)/np.abs(cost1) < tol assert np.abs(cost1-cost2)/np.abs(cost1) < tol assert np.abs(cost1-np.abs(mean1-mean2))/np.abs(cost1) < tol