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{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"%matplotlib inline"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n# Plot multiple EMD\n\n\nShows how to compute multiple EMD and Sinkhorn with two differnt\nground metrics and plot their values for diffeent distributions.\n\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\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\nn_target = 50 # nb target distributions\n\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\nlst_m = np.linspace(20, 90, n_target)\n\n# Gaussian distributions\na = gauss(n, m=20, s=5) # m= mean, s= std\n\nB = np.zeros((n, n_target))\n\nfor i, m in enumerate(lst_m):\n B[:, i] = gauss(n, m=m, s=5)\n\n# loss matrix and normalization\nM = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean')\nM /= M.max()\nM2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean')\nM2 /= M2.max()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Plot data\n---------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% plot the distributions\n\npl.figure(1)\npl.subplot(2, 1, 1)\npl.plot(x, a, 'b', label='Source distribution')\npl.title('Source distribution')\npl.subplot(2, 1, 2)\npl.plot(x, B, label='Target distributions')\npl.title('Target distributions')\npl.tight_layout()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Compute EMD for the different losses\n------------------------------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%% Compute and plot distributions and loss matrix\n\nd_emd = ot.emd2(a, B, M) # direct computation of EMD\nd_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M2\n\n\npl.figure(2)\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.title('EMD distances')\npl.legend()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Compute Sinkhorn for the different losses\n-----------------------------------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"#%%\nreg = 1e-2\nd_sinkhorn = ot.sinkhorn2(a, B, M, reg)\nd_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg)\n\npl.figure(2)\npl.clf()\npl.plot(d_emd, label='Euclidean EMD')\npl.plot(d_emd2, label='Squared Euclidean EMD')\npl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn')\npl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn')\npl.title('EMD distances')\npl.legend()\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": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 0
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|
