# -*- coding: utf-8 -*- """ =============================== 1D Unbalanced optimal transport =============================== This example illustrates the computation of Unbalanced Optimal transport using a Kullback-Leibler relaxation. """ # Author: Hicham Janati # # License: MIT License # sphinx_gallery_thumbnail_number = 4 import numpy as np import matplotlib.pylab as pl import ot import ot.plot from ot.datasets import make_1D_gauss as gauss ############################################################################## # Generate data # ------------- # %% parameters n = 100 # nb bins # bin positions x = np.arange(n, dtype=np.float64) # Gaussian distributions a = gauss(n, m=20, s=5) # m= mean, s= std b = gauss(n, m=60, s=10) # make distributions unbalanced b *= 5.0 # loss matrix M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1))) M /= M.max() ############################################################################## # Plot distributions and loss matrix # ---------------------------------- # %% plot the distributions pl.figure(1, figsize=(6.4, 3)) pl.plot(x, a, "b", label="Source distribution") pl.plot(x, b, "r", label="Target distribution") pl.legend() # plot distributions and loss matrix pl.figure(2, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, M, "Cost matrix M") ############################################################################## # Solve Unbalanced Sinkhorn # ------------------------- # Sinkhorn epsilon = 0.1 # entropy parameter alpha = 1.0 # Unbalanced KL relaxation parameter Gs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True) pl.figure(3, figsize=(5, 5)) ot.plot.plot1D_mat(a, b, Gs, "UOT matrix Sinkhorn") pl.show() # %% # plot the transported mass # ------------------------- pl.figure(4, figsize=(6.4, 3)) pl.plot(x, a, "b", label="Source distribution") pl.plot(x, b, "r", label="Target distribution") pl.fill(x, Gs.sum(1), "b", alpha=0.5, label="Transported source") pl.fill(x, Gs.sum(0), "r", alpha=0.5, label="Transported target") pl.legend(loc="upper right") pl.title("Distributions and transported mass for UOT")