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{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"%matplotlib inline"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n# 1D smooth optimal transport\n\n\nThis example illustrates the computation of EMD, Sinkhorn and smooth OT plans\nand their visualization.\n\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"# Author: Remi Flamary <remi.flamary@unice.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot\nfrom ot.datasets import make_1D_gauss as gauss"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Generate data\n-------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% parameters\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\nb = gauss(n, m=60, s=10)\n\n# loss matrix\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))\nM /= M.max()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Plot distributions and loss matrix\n----------------------------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\npl.plot(x, a, 'b', label='Source distribution')\npl.plot(x, b, 'r', label='Target distribution')\npl.legend()\n\n#%% plot distributions and loss matrix\n\npl.figure(2, figsize=(5, 5))\not.plot.plot1D_mat(a, b, M, 'Cost matrix M')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Solve EMD\n---------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% EMD\n\nG0 = ot.emd(a, b, M)\n\npl.figure(3, figsize=(5, 5))\not.plot.plot1D_mat(a, b, G0, 'OT matrix G0')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Solve Sinkhorn\n--------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% Sinkhorn\n\nlambd = 2e-3\nGs = ot.sinkhorn(a, b, M, lambd, verbose=True)\n\npl.figure(4, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gs, 'OT matrix Sinkhorn')\n\npl.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Solve Smooth OT\n--------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% Smooth OT with KL regularization\n\nlambd = 2e-3\nGsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='kl')\n\npl.figure(5, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT KL reg.')\n\npl.show()\n\n\n#%% Smooth OT with KL regularization\n\nlambd = 1e-1\nGsm = ot.smooth.smooth_ot_dual(a, b, M, lambd, reg_type='l2')\n\npl.figure(6, figsize=(5, 5))\not.plot.plot1D_mat(a, b, Gsm, 'OT matrix Smooth OT l2 reg.')\n\npl.show()"
]
}
],
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"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
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},
"nbformat": 4,
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