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Optimal transport with factored couplings — POT Python Optimal Transport 0.9.5 documentation

Optimal transport with factored couplings

Illustration of the factored coupling OT between 2D empirical distributions

# Author: Remi Flamary <remi.flamary@polytechnique.edu>
#
# License: MIT License

# sphinx_gallery_thumbnail_number = 2

import numpy as np
import matplotlib.pylab as pl
import ot
import ot.plot
Generate data an plot it
pl.figure(1)
pl.plot(xs[:, 0], xs[:, 1], "+b", label="Source samples")
pl.plot(xt[:, 0], xt[:, 1], "xr", label="Target samples")
pl.legend(loc=0)
pl.title("Source and target distributions")
Text(0.5, 1.0, 'Source and target distributions')
Compute Factored OT and exact OT solutions Plot factored OT and exact OT solutions
pl.figure(2, (14, 4))

pl.subplot(1, 3, 1)
ot.plot.plot2D_samples_mat(xs, xt, G0, c=[0.2, 0.2, 0.2], alpha=0.1)
pl.plot(xs[:, 0], xs[:, 1], "+b", label="Source samples")
pl.plot(xt[:, 0], xt[:, 1], "xr", label="Target samples")
pl.title("Exact OT with samples")

pl.subplot(1, 3, 2)
ot.plot.plot2D_samples_mat(xs, xb, Ga, c=[0.6, 0.6, 0.9], alpha=0.5)
ot.plot.plot2D_samples_mat(xb, xt, Gb, c=[0.9, 0.6, 0.6], alpha=0.5)
pl.plot(xs[:, 0], xs[:, 1], "+b", label="Source samples")
pl.plot(xt[:, 0], xt[:, 1], "xr", label="Target samples")
pl.plot(xb[:, 0], xb[:, 1], "og", label="Template samples")
pl.title("Factored OT with template samples")

pl.subplot(1, 3, 3)
ot.plot.plot2D_samples_mat(xs, xt, Ga.dot(Gb), c=[0.2, 0.2, 0.2], alpha=0.1)
pl.plot(xs[:, 0], xs[:, 1], "+b", label="Source samples")
pl.plot(xt[:, 0], xt[:, 1], "xr", label="Target samples")
pl.title("Factored OT low rank OT plan")
Text(0.5, 1.0, 'Factored OT low rank OT plan')

Total running time of the script: (0 minutes 1.894 seconds)

Gallery generated by Sphinx-Gallery


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