# -*- coding: utf-8 -*- """ ==================================================== Weak Optimal Transport VS exact Optimal Transport ==================================================== .. note:: Example added in release: 0.8.2. Illustration of 2D optimal transport between distributions that are weighted sum of Diracs. The OT matrix is plotted with the samples. """ # Author: Remi Flamary # # License: MIT License # sphinx_gallery_thumbnail_number = 4 import numpy as np import matplotlib.pylab as pl import ot import ot.plot ############################################################################## # Generate data an plot it # ------------------------ # %% parameters and data generation 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 = ot.unif(n), ot.unif(n) # uniform distribution on samples # loss matrix M = ot.dist(xs, xt) M /= M.max() # %% plot samples 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") ############################################################################## # Compute Weak OT and exact OT solutions # -------------------------------------- # %% EMD G0 = ot.emd(a, b, M) # %% Weak OT Gweak = ot.weak_optimal_transport(xs, xt, a, b) ############################################################################## # Plot weak OT and exact OT solutions # -------------------------------------- pl.figure(3, (8, 5)) pl.subplot(1, 2, 1) pl.imshow(G0, interpolation="nearest") pl.title("OT matrix") pl.subplot(1, 2, 2) pl.imshow(Gweak, interpolation="nearest") pl.title("Weak OT matrix") pl.figure(4, (8, 5)) pl.subplot(1, 2, 1) 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.title("OT matrix with samples") pl.subplot(1, 2, 2) ot.plot.plot2D_samples_mat(xs, xt, Gweak, 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.title("Weak OT matrix with samples")