Illustration of 2D optimal transport between distributions that are weighted sum of Diracs. The OT matrix is plotted with the samples.
# Author: Remi Flamary <remi.flamary@unice.fr> # Kilian Fatras <kilian.fatras@irisa.fr> # # License: MIT License # sphinx_gallery_thumbnail_number = 4 import numpy as np import matplotlib.pylab as pl import ot import ot.plotGenerate data
n = 50 # nb samples mu_s = np.array([0, 0]) cov_s = np.array([[1, 0], [0, 1]]) mu_t = np.array([4, 4]) cov_t = np.array([[1, -0.8], [-0.8, 1]]) xs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s) xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t) a, b = np.ones((n,)) / n, np.ones((n,)) / n # uniform distribution on samples # loss matrix M = ot.dist(xs, xt)Plot data
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") pl.figure(2) pl.imshow(M, interpolation="nearest") pl.title("Cost matrix M")
Text(0.5, 1.0, 'Cost matrix M')Compute EMD
G0 = ot.emd(a, b, M) pl.figure(3) pl.imshow(G0, interpolation="nearest") pl.title("OT matrix G0") pl.figure(4) ot.plot.plot2D_samples_mat(xs, xt, G0, c=[0.5, 0.5, 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("OT matrix with samples")
Text(0.5, 1.0, 'OT matrix with samples')Compute Sinkhorn
# reg term lambd = 1e-1 Gs = ot.sinkhorn(a, b, M, lambd) pl.figure(5) pl.imshow(Gs, interpolation="nearest") pl.title("OT matrix sinkhorn") pl.figure(6) ot.plot.plot2D_samples_mat(xs, xt, Gs, color=[0.5, 0.5, 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("OT matrix Sinkhorn with samples") pl.show()
/home/circleci/project/ot/bregman/_sinkhorn.py:667: UserWarning: Sinkhorn did not converge. You might want to increase the number of iterations `numItermax` or the regularization parameter `reg`. warnings.warn(Empirical Sinkhorn
# reg term lambd = 1e-1 Ges = ot.bregman.empirical_sinkhorn(xs, xt, lambd) pl.figure(7) pl.imshow(Ges, interpolation="nearest") pl.title("OT matrix empirical sinkhorn") pl.figure(8) ot.plot.plot2D_samples_mat(xs, xt, Ges, color=[0.5, 0.5, 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("OT matrix Sinkhorn from samples") pl.show()
Total running time of the script: (0 minutes 2.491 seconds)
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