summaryrefslogtreecommitdiff
path: root/docs/source/auto_examples/plot_barycenter_1D.rst
blob: af88e80aeb9c72cad4b3c5e5790df78cb03db75b (plain)
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
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
.. _sphx_glr_auto_examples_plot_barycenter_1D.py:


==============================
1D Wasserstein barycenter demo
==============================





.. rst-class:: sphx-glr-horizontal


    *

      .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_001.png
            :scale: 47

    *

      .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_002.png
            :scale: 47

    *

      .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_003.png
            :scale: 47

    *

      .. image:: /auto_examples/images/sphx_glr_plot_barycenter_1D_004.png
            :scale: 47





.. code-block:: python


    # Author: Remi Flamary <remi.flamary@unice.fr>
    #
    # License: MIT License

    import numpy as np
    import matplotlib.pylab as pl
    import ot
    # necessary for 3d plot even if not used
    from mpl_toolkits.mplot3d import Axes3D  # noqa
    from matplotlib.collections import PolyCollection


    #%% parameters

    n = 100  # nb bins

    # bin positions
    x = np.arange(n, dtype=np.float64)

    # Gaussian distributions
    a1 = ot.datasets.get_1D_gauss(n, m=20, s=5)  # m= mean, s= std
    a2 = ot.datasets.get_1D_gauss(n, m=60, s=8)

    # creating matrix A containing all distributions
    A = np.vstack((a1, a2)).T
    n_distributions = A.shape[1]

    # loss matrix + normalization
    M = ot.utils.dist0(n)
    M /= M.max()

    #%% plot the distributions

    pl.figure(1, figsize=(6.4, 3))
    for i in range(n_distributions):
        pl.plot(x, A[:, i])
    pl.title('Distributions')
    pl.tight_layout()

    #%% barycenter computation

    alpha = 0.2  # 0<=alpha<=1
    weights = np.array([1 - alpha, alpha])

    # l2bary
    bary_l2 = A.dot(weights)

    # wasserstein
    reg = 1e-3
    bary_wass = ot.bregman.barycenter(A, M, reg, weights)

    pl.figure(2)
    pl.clf()
    pl.subplot(2, 1, 1)
    for i in range(n_distributions):
        pl.plot(x, A[:, i])
    pl.title('Distributions')

    pl.subplot(2, 1, 2)
    pl.plot(x, bary_l2, 'r', label='l2')
    pl.plot(x, bary_wass, 'g', label='Wasserstein')
    pl.legend()
    pl.title('Barycenters')
    pl.tight_layout()

    #%% barycenter interpolation

    n_alpha = 11
    alpha_list = np.linspace(0, 1, n_alpha)


    B_l2 = np.zeros((n, n_alpha))

    B_wass = np.copy(B_l2)

    for i in range(0, n_alpha):
        alpha = alpha_list[i]
        weights = np.array([1 - alpha, alpha])
        B_l2[:, i] = A.dot(weights)
        B_wass[:, i] = ot.bregman.barycenter(A, M, reg, weights)

    #%% plot interpolation

    pl.figure(3)

    cmap = pl.cm.get_cmap('viridis')
    verts = []
    zs = alpha_list
    for i, z in enumerate(zs):
        ys = B_l2[:, i]
        verts.append(list(zip(x, ys)))

    ax = pl.gcf().gca(projection='3d')

    poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list])
    poly.set_alpha(0.7)
    ax.add_collection3d(poly, zs=zs, zdir='y')
    ax.set_xlabel('x')
    ax.set_xlim3d(0, n)
    ax.set_ylabel('$\\alpha$')
    ax.set_ylim3d(0, 1)
    ax.set_zlabel('')
    ax.set_zlim3d(0, B_l2.max() * 1.01)
    pl.title('Barycenter interpolation with l2')
    pl.tight_layout()

    pl.figure(4)
    cmap = pl.cm.get_cmap('viridis')
    verts = []
    zs = alpha_list
    for i, z in enumerate(zs):
        ys = B_wass[:, i]
        verts.append(list(zip(x, ys)))

    ax = pl.gcf().gca(projection='3d')

    poly = PolyCollection(verts, facecolors=[cmap(a) for a in alpha_list])
    poly.set_alpha(0.7)
    ax.add_collection3d(poly, zs=zs, zdir='y')
    ax.set_xlabel('x')
    ax.set_xlim3d(0, n)
    ax.set_ylabel('$\\alpha$')
    ax.set_ylim3d(0, 1)
    ax.set_zlabel('')
    ax.set_zlim3d(0, B_l2.max() * 1.01)
    pl.title('Barycenter interpolation with Wasserstein')
    pl.tight_layout()

    pl.show()

**Total running time of the script:** ( 0 minutes  0.546 seconds)



.. container:: sphx-glr-footer


  .. container:: sphx-glr-download

     :download:`Download Python source code: plot_barycenter_1D.py <plot_barycenter_1D.py>`



  .. container:: sphx-glr-download

     :download:`Download Jupyter notebook: plot_barycenter_1D.ipynb <plot_barycenter_1D.ipynb>`

.. rst-class:: sphx-glr-signature

    `Generated by Sphinx-Gallery <http://sphinx-gallery.readthedocs.io>`_