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"source": [
"\n# Wasserstein Discriminant Analysis\n\n\n@author: rflamary\n\n"
],
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"import numpy as np\nimport matplotlib.pylab as pl\nimport ot\nfrom ot.datasets import get_1D_gauss as gauss\nfrom ot.dr import wda\n\n\n#%% parameters\n\nn=1000 # nb samples in source and target datasets\nnz=0.2\nxs,ys=ot.datasets.get_data_classif('3gauss',n,nz)\nxt,yt=ot.datasets.get_data_classif('3gauss',n,nz)\n\nnbnoise=8\n\nxs=np.hstack((xs,np.random.randn(n,nbnoise)))\nxt=np.hstack((xt,np.random.randn(n,nbnoise)))\n\n#%% plot samples\n\npl.figure(1)\n\n\npl.scatter(xt[:,0],xt[:,1],c=ys,marker='+',label='Source samples')\npl.legend(loc=0)\npl.title('Discriminant dimensions')\n\n\n#%% plot distributions and loss matrix\np=2\nreg=1\nk=10\nmaxiter=100\n\nP,proj = wda(xs,ys,p,reg,k,maxiter=maxiter)\n\n#%% plot samples\n\nxsp=proj(xs)\nxtp=proj(xt)\n\npl.figure(1,(10,5))\n\npl.subplot(1,2,1)\npl.scatter(xsp[:,0],xsp[:,1],c=ys,marker='+',label='Projected samples')\npl.legend(loc=0)\npl.title('Projected training samples')\n\n\npl.subplot(1,2,2)\npl.scatter(xtp[:,0],xtp[:,1],c=ys,marker='+',label='Projected samples')\npl.legend(loc=0)\npl.title('Projected test samples')"
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