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
|
# -*- coding: utf-8 -*-
"""
===================================================
OT for domain adaptation on empirical distributions
===================================================
This example introduces a domain adaptation in a 2D setting. It explicits
the problem of domain adaptation and introduces some optimal transport
approaches to solve it.
Quantities such as optimal couplings, greater coupling coefficients and
transported samples are represented in order to give a visual understanding
of what the transport methods are doing.
"""
# Authors: Remi Flamary <remi.flamary@unice.fr>
# Stanislas Chambon <stan.chambon@gmail.com>
#
# License: MIT License
import matplotlib.pylab as pl
import ot
import ot.plot
##############################################################################
# generate data
# -------------
n_samples_source = 150
n_samples_target = 150
Xs, ys = ot.datasets.make_data_classif('3gauss', n_samples_source)
Xt, yt = ot.datasets.make_data_classif('3gauss2', n_samples_target)
# Cost matrix
M = ot.dist(Xs, Xt, metric='sqeuclidean')
##############################################################################
# Instantiate the different transport algorithms and fit them
# -----------------------------------------------------------
# EMD Transport
ot_emd = ot.da.EMDTransport()
ot_emd.fit(Xs=Xs, Xt=Xt)
# Sinkhorn Transport
ot_sinkhorn = ot.da.SinkhornTransport(reg_e=1e-1)
ot_sinkhorn.fit(Xs=Xs, Xt=Xt)
# Sinkhorn Transport with Group lasso regularization
ot_lpl1 = ot.da.SinkhornLpl1Transport(reg_e=1e-1, reg_cl=1e0)
ot_lpl1.fit(Xs=Xs, ys=ys, Xt=Xt)
# transport source samples onto target samples
transp_Xs_emd = ot_emd.transform(Xs=Xs)
transp_Xs_sinkhorn = ot_sinkhorn.transform(Xs=Xs)
transp_Xs_lpl1 = ot_lpl1.transform(Xs=Xs)
##############################################################################
# Fig 1 : plots source and target samples + matrix of pairwise distance
# ---------------------------------------------------------------------
pl.figure(1, figsize=(10, 10))
pl.subplot(2, 2, 1)
pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')
pl.xticks([])
pl.yticks([])
pl.legend(loc=0)
pl.title('Source samples')
pl.subplot(2, 2, 2)
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')
pl.xticks([])
pl.yticks([])
pl.legend(loc=0)
pl.title('Target samples')
pl.subplot(2, 2, 3)
pl.imshow(M, interpolation='nearest')
pl.xticks([])
pl.yticks([])
pl.title('Matrix of pairwise distances')
pl.tight_layout()
##############################################################################
# Fig 2 : plots optimal couplings for the different methods
# ---------------------------------------------------------
pl.figure(2, figsize=(10, 6))
pl.subplot(2, 3, 1)
pl.imshow(ot_emd.coupling_, interpolation='nearest')
pl.xticks([])
pl.yticks([])
pl.title('Optimal coupling\nEMDTransport')
pl.subplot(2, 3, 2)
pl.imshow(ot_sinkhorn.coupling_, interpolation='nearest')
pl.xticks([])
pl.yticks([])
pl.title('Optimal coupling\nSinkhornTransport')
pl.subplot(2, 3, 3)
pl.imshow(ot_lpl1.coupling_, interpolation='nearest')
pl.xticks([])
pl.yticks([])
pl.title('Optimal coupling\nSinkhornLpl1Transport')
pl.subplot(2, 3, 4)
ot.plot.plot2D_samples_mat(Xs, Xt, ot_emd.coupling_, c=[.5, .5, 1])
pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')
pl.xticks([])
pl.yticks([])
pl.title('Main coupling coefficients\nEMDTransport')
pl.subplot(2, 3, 5)
ot.plot.plot2D_samples_mat(Xs, Xt, ot_sinkhorn.coupling_, c=[.5, .5, 1])
pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')
pl.xticks([])
pl.yticks([])
pl.title('Main coupling coefficients\nSinkhornTransport')
pl.subplot(2, 3, 6)
ot.plot.plot2D_samples_mat(Xs, Xt, ot_lpl1.coupling_, c=[.5, .5, 1])
pl.scatter(Xs[:, 0], Xs[:, 1], c=ys, marker='+', label='Source samples')
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o', label='Target samples')
pl.xticks([])
pl.yticks([])
pl.title('Main coupling coefficients\nSinkhornLpl1Transport')
pl.tight_layout()
##############################################################################
# Fig 3 : plot transported samples
# --------------------------------
# display transported samples
pl.figure(4, figsize=(10, 4))
pl.subplot(1, 3, 1)
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',
label='Target samples', alpha=0.5)
pl.scatter(transp_Xs_emd[:, 0], transp_Xs_emd[:, 1], c=ys,
marker='+', label='Transp samples', s=30)
pl.title('Transported samples\nEmdTransport')
pl.legend(loc=0)
pl.xticks([])
pl.yticks([])
pl.subplot(1, 3, 2)
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',
label='Target samples', alpha=0.5)
pl.scatter(transp_Xs_sinkhorn[:, 0], transp_Xs_sinkhorn[:, 1], c=ys,
marker='+', label='Transp samples', s=30)
pl.title('Transported samples\nSinkhornTransport')
pl.xticks([])
pl.yticks([])
pl.subplot(1, 3, 3)
pl.scatter(Xt[:, 0], Xt[:, 1], c=yt, marker='o',
label='Target samples', alpha=0.5)
pl.scatter(transp_Xs_lpl1[:, 0], transp_Xs_lpl1[:, 1], c=ys,
marker='+', label='Transp samples', s=30)
pl.title('Transported samples\nSinkhornLpl1Transport')
pl.xticks([])
pl.yticks([])
pl.tight_layout()
pl.show()
|
