# -*- coding: utf-8 -*- """ =============================================== Sliced Wasserstein Distance on 2D distributions =============================================== .. note:: Example added in release: 0.8.0. This example illustrates the computation of the sliced Wasserstein Distance as proposed in [31]. [31] Bonneel, Nicolas, et al. "Sliced and radon wasserstein barycenters of measures." Journal of Mathematical Imaging and Vision 51.1 (2015): 22-45 """ # Author: Adrien Corenflos # # License: MIT License # sphinx_gallery_thumbnail_number = 2 import matplotlib.pylab as pl import numpy as np import ot ############################################################################## # Generate data # ------------- # %% parameters and data generation n = 200 # 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 ############################################################################## # Plot data # --------- # %% 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") ############################################################################### # Sliced Wasserstein distance for different seeds and number of projections # ------------------------------------------------------------------------- n_seed = 20 n_projections_arr = np.logspace(0, 3, 10, dtype=int) res = np.empty((n_seed, 10)) # %% Compute statistics for seed in range(n_seed): for i, n_projections in enumerate(n_projections_arr): res[seed, i] = ot.sliced_wasserstein_distance( xs, xt, a, b, n_projections, seed=seed ) res_mean = np.mean(res, axis=0) res_std = np.std(res, axis=0) ############################################################################### # Plot Sliced Wasserstein Distance # -------------------------------- pl.figure(2) pl.plot(n_projections_arr, res_mean, label="SWD") pl.fill_between( n_projections_arr, res_mean - 2 * res_std, res_mean + 2 * res_std, alpha=0.5 ) pl.legend() pl.xscale("log") pl.xlabel("Number of projections") pl.ylabel("Distance") pl.title("Sliced Wasserstein Distance with 95% confidence interval") pl.show()