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# -*- coding: utf-8 -*-
"""
==============================
1D Wasserstein barycenter demo
==============================
This example illustrate the computation of regularized Wassersyein Barycenter
as proposed in [3].
[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyré, G. (2015).
Iterative Bregman projections for regularized transportation problems
SIAM Journal on Scientific Computing, 37(2), A1111-A1138.
"""
# 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()
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