summaryrefslogtreecommitdiff
path: root/examples/gromov/plot_gromov.py
blob: afb5bdcf8ea6e919acadb4b309a09fa7c9b1e824 (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
# -*- coding: utf-8 -*-
"""
==========================
Gromov-Wasserstein example
==========================
This example is designed to show how to use the Gromov-Wasserstein distance
computation in POT.
"""

# Author: Erwan Vautier <erwan.vautier@gmail.com>
#         Nicolas Courty <ncourty@irisa.fr>
#
# License: MIT License

import scipy as sp
import numpy as np
import matplotlib.pylab as pl
from mpl_toolkits.mplot3d import Axes3D  # noqa
import ot

#############################################################################
#
# Sample two Gaussian distributions (2D and 3D)
# ---------------------------------------------
#
# The Gromov-Wasserstein distance allows to compute distances with samples that
# do not belong to the same metric space. For demonstration purpose, we sample
# two Gaussian distributions in 2- and 3-dimensional spaces.


n_samples = 30  # nb samples

mu_s = np.array([0, 0])
cov_s = np.array([[1, 0], [0, 1]])

mu_t = np.array([4, 4, 4])
cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]])


xs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s)
P = sp.linalg.sqrtm(cov_t)
xt = np.random.randn(n_samples, 3).dot(P) + mu_t

#############################################################################
#
# Plotting the distributions
# --------------------------


fig = pl.figure()
ax1 = fig.add_subplot(121)
ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples')
ax2 = fig.add_subplot(122, projection='3d')
ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r')
pl.show()

#############################################################################
#
# Compute distance kernels, normalize them and then display
# ---------------------------------------------------------


C1 = sp.spatial.distance.cdist(xs, xs)
C2 = sp.spatial.distance.cdist(xt, xt)

C1 /= C1.max()
C2 /= C2.max()

pl.figure()
pl.subplot(121)
pl.imshow(C1)
pl.subplot(122)
pl.imshow(C2)
pl.show()

#############################################################################
#
# Compute Gromov-Wasserstein plans and distance
# ---------------------------------------------

p = ot.unif(n_samples)
q = ot.unif(n_samples)

gw0, log0 = ot.gromov.gromov_wasserstein(
    C1, C2, p, q, 'square_loss', verbose=True, log=True)

gw, log = ot.gromov.entropic_gromov_wasserstein(
    C1, C2, p, q, 'square_loss', epsilon=5e-4, log=True, verbose=True)


print('Gromov-Wasserstein distances: ' + str(log0['gw_dist']))
print('Entropic Gromov-Wasserstein distances: ' + str(log['gw_dist']))


pl.figure(1, (10, 5))

pl.subplot(1, 2, 1)
pl.imshow(gw0, cmap='jet')
pl.title('Gromov Wasserstein')

pl.subplot(1, 2, 2)
pl.imshow(gw, cmap='jet')
pl.title('Entropic Gromov Wasserstein')

pl.show()

#############################################################################
#
# Compute GW with a scalable stochastic method with any loss function
# ----------------------------------------------------------------------


def loss(x, y):
    return np.abs(x - y)


pgw, plog = ot.gromov.pointwise_gromov_wasserstein(C1, C2, p, q, loss, max_iter=100,
                                                   log=True)

sgw, slog = ot.gromov.sampled_gromov_wasserstein(C1, C2, p, q, loss, epsilon=0.1, max_iter=100,
                                                 log=True)

print('Pointwise Gromov-Wasserstein distance estimated: ' + str(plog['gw_dist_estimated']))
print('Variance estimated: ' + str(plog['gw_dist_std']))
print('Sampled Gromov-Wasserstein distance: ' + str(slog['gw_dist_estimated']))
print('Variance estimated: ' + str(slog['gw_dist_std']))


pl.figure(1, (10, 5))

pl.subplot(1, 2, 1)
pl.imshow(pgw.toarray(), cmap='jet')
pl.title('Pointwise Gromov Wasserstein')

pl.subplot(1, 2, 2)
pl.imshow(sgw, cmap='jet')
pl.title('Sampled Gromov Wasserstein')

pl.show()