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{
"nbformat_minor": 0,
"nbformat": 4,
"cells": [
{
"execution_count": null,
"cell_type": "code",
"source": [
"%matplotlib inline"
],
"outputs": [],
"metadata": {
"collapsed": false
}
},
{
"source": [
"\n# 2D Optimal transport between empirical distributions\n\n\nIllustration of 2D optimal transport between discributions that are weighted\nsum of diracs. The OT matrix is plotted with the samples.\n\n\n"
],
"cell_type": "markdown",
"metadata": {}
},
{
"execution_count": null,
"cell_type": "code",
"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"
],
"outputs": [],
"metadata": {
"collapsed": false
}
},
{
"source": [
"Generate data\n-------------\n\n"
],
"cell_type": "markdown",
"metadata": {}
},
{
"execution_count": null,
"cell_type": "code",
"source": [
"#%% parameters and data generation\n\nn = 50 # nb samples\n\nmu_s = np.array([0, 0])\ncov_s = np.array([[1, 0], [0, 1]])\n\nmu_t = np.array([4, 4])\ncov_t = np.array([[1, -.8], [-.8, 1]])\n\nxs = ot.datasets.get_2D_samples_gauss(n, mu_s, cov_s)\nxt = ot.datasets.get_2D_samples_gauss(n, mu_t, cov_t)\n\na, b = np.ones((n,)) / n, np.ones((n,)) / n # uniform distribution on samples\n\n# loss matrix\nM = ot.dist(xs, xt)\nM /= M.max()"
],
"outputs": [],
"metadata": {
"collapsed": false
}
},
{
"source": [
"Plot data\n---------\n\n"
],
"cell_type": "markdown",
"metadata": {}
},
{
"execution_count": null,
"cell_type": "code",
"source": [
"#%% plot samples\n\npl.figure(1)\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('Source and target distributions')\n\npl.figure(2)\npl.imshow(M, interpolation='nearest')\npl.title('Cost matrix M')"
],
"outputs": [],
"metadata": {
"collapsed": false
}
},
{
"source": [
"Compute EMD\n-----------\n\n"
],
"cell_type": "markdown",
"metadata": {}
},
{
"execution_count": null,
"cell_type": "code",
"source": [
"#%% EMD\n\nG0 = ot.emd(a, b, M)\n\npl.figure(3)\npl.imshow(G0, interpolation='nearest')\npl.title('OT matrix G0')\n\npl.figure(4)\not.plot.plot2D_samples_mat(xs, xt, G0, c=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix with samples')"
],
"outputs": [],
"metadata": {
"collapsed": false
}
},
{
"source": [
"Compute Sinkhorn\n----------------\n\n"
],
"cell_type": "markdown",
"metadata": {}
},
{
"execution_count": null,
"cell_type": "code",
"source": [
"#%% sinkhorn\n\n# reg term\nlambd = 1e-3\n\nGs = ot.sinkhorn(a, b, M, lambd)\n\npl.figure(5)\npl.imshow(Gs, interpolation='nearest')\npl.title('OT matrix sinkhorn')\n\npl.figure(6)\not.plot.plot2D_samples_mat(xs, xt, Gs, color=[.5, .5, 1])\npl.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')\npl.plot(xt[:, 0], xt[:, 1], 'xr', label='Target samples')\npl.legend(loc=0)\npl.title('OT matrix Sinkhorn with samples')\n\npl.show()"
],
"outputs": [],
"metadata": {
"collapsed": false
}
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 2",
"name": "python2",
"language": "python"
},
"language_info": {
"mimetype": "text/x-python",
"nbconvert_exporter": "python",
"name": "python",
"file_extension": ".py",
"version": "2.7.12",
"pygments_lexer": "ipython2",
"codemirror_mode": {
"version": 2,
"name": "ipython"
}
}
}
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|
