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plot_compute_emd.py
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plot_compute_emd.py
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# -*- coding: utf-8 -*-
"""
=================
Plot multiple EMD
=================
Shows how to compute multiple EMD and Sinkhorn with two different
ground metrics and plot their values for different distributions.
"""
# Author: Remi Flamary <remi.flamary@unice.fr>
#
# License: MIT License
# sphinx_gallery_thumbnail_number = 3
import numpy as np
import matplotlib.pylab as pl
import ot
from ot.datasets import make_1D_gauss as gauss
##############################################################################
# Generate data
# -------------
#%% 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
# ---------
#%% 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
# ------------------------------------
#%% 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
# -----------------------------------------
#%%
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()