#!/usr/bin/env python # coding: utf-8 # In[1]: get_ipython().run_line_magic('matplotlib', 'inline') # # # Plot multiple EMD # # # Shows how to compute multiple EMD and Sinkhorn with two differnt # ground metrics and plot their values for diffeent distributions. # # # # # In[2]: # Author: Remi Flamary # # License: MIT License import numpy as np import matplotlib.pylab as pl import ot from ot.datasets import make_1D_gauss as gauss # Generate data # ------------- # # # In[3]: #%% parameters n = 100 # nb bins n_target = 50 # nb target distributions # bin positions x = np.arange(n, dtype=np.float64) lst_m = np.linspace(20, 90, n_target) # Gaussian distributions a = gauss(n, m=20, s=5) # m= mean, s= std B = np.zeros((n, n_target)) for i, m in enumerate(lst_m): B[:, i] = gauss(n, m=m, s=5) # loss matrix and normalization M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'euclidean') M /= M.max() M2 = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)), 'sqeuclidean') M2 /= M2.max() # Plot data # --------- # # # In[4]: #%% plot the distributions pl.figure(1) pl.subplot(2, 1, 1) pl.plot(x, a, 'b', label='Source distribution') pl.title('Source distribution') pl.subplot(2, 1, 2) pl.plot(x, B, label='Target distributions') pl.title('Target distributions') pl.tight_layout() # Compute EMD for the different losses # ------------------------------------ # # # In[5]: #%% Compute and plot distributions and loss matrix d_emd = ot.emd2(a, B, M) # direct computation of EMD d_emd2 = ot.emd2(a, B, M2) # direct computation of EMD with loss M2 pl.figure(2) pl.plot(d_emd, label='Euclidean EMD') pl.plot(d_emd2, label='Squared Euclidean EMD') pl.title('EMD distances') pl.legend() # Compute Sinkhorn for the different losses # ----------------------------------------- # # # In[6]: #%% reg = 1e-2 d_sinkhorn = ot.sinkhorn2(a, B, M, reg) d_sinkhorn2 = ot.sinkhorn2(a, B, M2, reg) pl.figure(2) pl.clf() pl.plot(d_emd, label='Euclidean EMD') pl.plot(d_emd2, label='Squared Euclidean EMD') pl.plot(d_sinkhorn, '+', label='Euclidean Sinkhorn') pl.plot(d_sinkhorn2, '+', label='Squared Euclidean Sinkhorn') pl.title('EMD distances') pl.legend() pl.show()