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{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"%matplotlib inline"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n# 2D free support Wasserstein barycenters of distributions\n\n\nIllustration of 2D Wasserstein barycenters if discributions that are weighted\nsum of diracs.\n\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"# Author: Vivien Seguy <vivien.seguy@iip.ist.i.kyoto-u.ac.jp>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Generate data\n -------------\n%% parameters and data generation\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"N = 3\nd = 2\nmeasures_locations = []\nmeasures_weights = []\n\nfor i in range(N):\n\n n_i = np.random.randint(low=1, high=20) # nb samples\n\n mu_i = np.random.normal(0., 4., (d,)) # Gaussian mean\n\n A_i = np.random.rand(d, d)\n cov_i = np.dot(A_i, A_i.transpose()) # Gaussian covariance matrix\n\n x_i = ot.datasets.make_2D_samples_gauss(n_i, mu_i, cov_i) # Dirac locations\n b_i = np.random.uniform(0., 1., (n_i,))\n b_i = b_i / np.sum(b_i) # Dirac weights\n\n measures_locations.append(x_i)\n measures_weights.append(b_i)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Compute free support barycenter\n-------------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"k = 10 # number of Diracs of the barycenter\nX_init = np.random.normal(0., 1., (k, d)) # initial Dirac locations\nb = np.ones((k,)) / k # weights of the barycenter (it will not be optimized, only the locations are optimized)\n\nX = ot.lp.free_support_barycenter(measures_locations, measures_weights, X_init, b)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Plot data\n---------\n\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"pl.figure(1)\nfor (x_i, b_i) in zip(measures_locations, measures_weights):\n color = np.random.randint(low=1, high=10 * N)\n pl.scatter(x_i[:, 0], x_i[:, 1], s=b * 1000, label='input measure')\npl.scatter(X[:, 0], X[:, 1], s=b * 1000, c='black', marker='^', label='2-Wasserstein barycenter')\npl.title('Data measures and their barycenter')\npl.legend(loc=0)\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
}
|
