1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
|
{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"%matplotlib inline"
]
},
{
"cell_type": "markdown",
"metadata": {},
"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": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"# Author: Remi Flamary <remi.flamary@unice.fr>\n# Kilian Fatras <kilian.fatras@irisa.fr>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\nimport ot.plot"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Generate data\n-------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"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.make_2D_samples_gauss(n, mu_s, cov_s)\nxt = ot.datasets.make_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()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Plot data\n---------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"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')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Compute 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)\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')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Compute Sinkhorn\n----------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"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()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Emprirical Sinkhorn\n----------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% sinkhorn\n\n# reg term\nlambd = 1e-3\n\nGes = ot.bregman.empirical_sinkhorn(xs, xt, lambd)\n\npl.figure(7)\npl.imshow(Ges, interpolation='nearest')\npl.title('OT matrix empirical sinkhorn')\n\npl.figure(8)\not.plot.plot2D_samples_mat(xs, xt, Ges, 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 from samples')\n\npl.show()"
]
}
],
"metadata": {
"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",
"pygments_lexer": "ipython3",
"version": "3.6.8"
}
},
"nbformat": 4,
"nbformat_minor": 0
}
|
