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kilianFatraskilianFatras
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Merge branch 'master' into stochastic_OT
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‎Makefile

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PYTHON=python3
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branch := $(shell git symbolic-ref --short -q HEAD)
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help :
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@echo "The following make targets are available:"
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notebook :
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ipython notebook --matplotlib=inline --notebook-dir=notebooks/
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bench :
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@git stash >/dev/null 2>&1
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@echo 'Branch master'
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@git checkout master >/dev/null 2>&1
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python3 $(script)
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@echo 'Branch $(branch)'
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@git checkout $(branch) >/dev/null 2>&1
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python3 $(script)
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@git stash apply >/dev/null 2>&1
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autopep8 :
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autopep8 -ir test ot examples --jobs -1
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‎docs/source/auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_001.png

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‎docs/source/auto_examples/images/sphx_glr_plot_barycenter_lp_vs_entropic_002.png

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‎docs/source/auto_examples/images/sphx_glr_plot_otda_linear_mapping_001.png

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‎docs/source/auto_examples/images/sphx_glr_plot_otda_linear_mapping_002.png

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‎docs/source/auto_examples/images/sphx_glr_plot_otda_linear_mapping_004.png

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‎docs/source/auto_examples/images/thumb/sphx_glr_plot_barycenter_lp_vs_entropic_thumb.png

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‎docs/source/auto_examples/images/thumb/sphx_glr_plot_otda_linear_mapping_thumb.png

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‎docs/source/auto_examples/plot_barycenter_lp_vs_entropic.ipynb

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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": false
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},
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"outputs": [],
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"source": [
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"%matplotlib inline"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"\n# 1D Wasserstein barycenter comparison between exact LP and entropic regularization\n\n\nThis example illustrates the computation of regularized Wasserstein Barycenter\nas proposed in [3] and exact LP barycenters using standard LP solver.\n\nIt reproduces approximately Figure 3.1 and 3.2 from the following paper:\nCuturi, M., & Peyr\u00e9, G. (2016). A smoothed dual approach for variational\nWasserstein problems. SIAM Journal on Imaging Sciences, 9(1), 320-343.\n\n[3] Benamou, J. D., Carlier, G., Cuturi, M., Nenna, L., & Peyr\u00e9, G. (2015).\nIterative Bregman projections for regularized transportation problems\nSIAM Journal on Scientific Computing, 37(2), A1111-A1138.\n\n\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": false
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},
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"outputs": [],
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"source": [
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"# Author: Remi Flamary <[email protected]>\n#\n# License: MIT License\n\nimport numpy as np\nimport matplotlib.pylab as pl\nimport ot\n# necessary for 3d plot even if not used\nfrom mpl_toolkits.mplot3d import Axes3D # noqa\nfrom matplotlib.collections import PolyCollection # noqa\n\n#import ot.lp.cvx as cvx"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Gaussian Data\n-------------\n\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": false
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},
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"outputs": [],
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"source": [
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"#%% parameters\n\nproblems = []\n\nn = 100 # nb bins\n\n# bin positions\nx = np.arange(n, dtype=np.float64)\n\n# Gaussian distributions\n# Gaussian distributions\na1 = ot.datasets.make_1D_gauss(n, m=20, s=5) # m= mean, s= std\na2 = ot.datasets.make_1D_gauss(n, m=60, s=8)\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()\n\n\n#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()\n\n#%% barycenter computation\n\nalpha = 0.5 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\not.tic()\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\not.toc()\n\n\not.tic()\nbary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True)\not.toc()\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\npl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()\n\nproblems.append([A, [bary_l2, bary_wass, bary_wass2]])"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Dirac Data\n----------\n\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": false
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},
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"outputs": [],
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"source": [
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"#%% parameters\n\na1 = 1.0 * (x > 10) * (x < 50)\na2 = 1.0 * (x > 60) * (x < 80)\n\na1 /= a1.sum()\na2 /= a2.sum()\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()\n\n\n#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()\n\n\n#%% barycenter computation\n\nalpha = 0.5 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\not.tic()\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\not.toc()\n\n\not.tic()\nbary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True)\not.toc()\n\n\nproblems.append([A, [bary_l2, bary_wass, bary_wass2]])\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\npl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()\n\n#%% parameters\n\na1 = np.zeros(n)\na2 = np.zeros(n)\n\na1[10] = .25\na1[20] = .5\na1[30] = .25\na2[80] = 1\n\n\na1 /= a1.sum()\na2 /= a2.sum()\n\n# creating matrix A containing all distributions\nA = np.vstack((a1, a2)).T\nn_distributions = A.shape[1]\n\n# loss matrix + normalization\nM = ot.utils.dist0(n)\nM /= M.max()\n\n\n#%% plot the distributions\n\npl.figure(1, figsize=(6.4, 3))\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\npl.tight_layout()\n\n\n#%% barycenter computation\n\nalpha = 0.5 # 0<=alpha<=1\nweights = np.array([1 - alpha, alpha])\n\n# l2bary\nbary_l2 = A.dot(weights)\n\n# wasserstein\nreg = 1e-3\not.tic()\nbary_wass = ot.bregman.barycenter(A, M, reg, weights)\not.toc()\n\n\not.tic()\nbary_wass2 = ot.lp.barycenter(A, M, weights, solver='interior-point', verbose=True)\not.toc()\n\n\nproblems.append([A, [bary_l2, bary_wass, bary_wass2]])\n\npl.figure(2)\npl.clf()\npl.subplot(2, 1, 1)\nfor i in range(n_distributions):\n pl.plot(x, A[:, i])\npl.title('Distributions')\n\npl.subplot(2, 1, 2)\npl.plot(x, bary_l2, 'r', label='l2')\npl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\npl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\npl.legend()\npl.title('Barycenters')\npl.tight_layout()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Final figure\n------------\n\n\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"collapsed": false
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},
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"outputs": [],
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"source": [
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"#%% plot\n\nnbm = len(problems)\nnbm2 = (nbm // 2)\n\n\npl.figure(2, (20, 6))\npl.clf()\n\nfor i in range(nbm):\n\n A = problems[i][0]\n bary_l2 = problems[i][1][0]\n bary_wass = problems[i][1][1]\n bary_wass2 = problems[i][1][2]\n\n pl.subplot(2, nbm, 1 + i)\n for j in range(n_distributions):\n pl.plot(x, A[:, j])\n if i == nbm2:\n pl.title('Distributions')\n pl.xticks(())\n pl.yticks(())\n\n pl.subplot(2, nbm, 1 + i + nbm)\n\n pl.plot(x, bary_l2, 'r', label='L2 (Euclidean)')\n pl.plot(x, bary_wass, 'g', label='Reg Wasserstein')\n pl.plot(x, bary_wass2, 'b', label='LP Wasserstein')\n if i == nbm - 1:\n pl.legend()\n if i == nbm2:\n pl.title('Barycenters')\n\n pl.xticks(())\n pl.yticks(())"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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"codemirror_mode": {
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"name": "ipython",
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.6.5"
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"nbformat": 4,
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"nbformat_minor": 0
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