# -*- coding: utf-8 -*-
r"""
======================================================================
Continuous OT plan estimation with Pytorch
======================================================================


"""

# Author: Remi Flamary <remi.flamary@polytechnique.edu>
#
# License: MIT License

# sphinx_gallery_thumbnail_number = 3

import numpy as np
import matplotlib.pyplot as pl
import torch
from torch import nn
import ot
import ot.plot

# %%
# Data generation
# ---------------

torch.manual_seed(42)
np.random.seed(42)

n_source_samples = 10000
n_target_samples = 10000
theta = 2 * np.pi / 20
noise_level = 0.1

Xs = np.random.randn(n_source_samples, 2) * 0.5
Xt = np.random.randn(n_target_samples, 2) * 2

# one of the target mode changes its variance (no linear mapping)
Xt = Xt + 4


# %%
# Plot data
# ---------
nvisu = 300
pl.figure(1, (5, 5))
pl.clf()
pl.scatter(Xs[:nvisu, 0], Xs[:nvisu, 1], marker='+', label='Source samples', alpha=0.5)
pl.scatter(Xt[:nvisu, 0], Xt[:nvisu, 1], marker='o', label='Target samples', alpha=0.5)
pl.legend(loc=0)
ax_bounds = pl.axis()
pl.title('Source and target distributions')

# %%
# Convert data to torch tensors
# -----------------------------

xs = torch.tensor(Xs)
xt = torch.tensor(Xt)

# %%
# Estimating deep dual variables for entropic OT
# ----------------------------------------------

torch.manual_seed(42)

# define the MLP model


class Potential(torch.nn.Module):
    def __init__(self):
        super(Potential, self).__init__()
        self.fc1 = nn.Linear(2, 200)
        self.fc2 = nn.Linear(200, 1)
        self.relu = torch.nn.ReLU()  # instead of Heaviside step fn

    def forward(self, x):
        output = self.fc1(x)
        output = self.relu(output)  # instead of Heaviside step fn
        output = self.fc2(output)
        return output.ravel()


u = Potential().double()
v = Potential().double()

reg = 1

optimizer = torch.optim.Adam(list(u.parameters()) + list(v.parameters()), lr=.005)

# number of iteration
n_iter = 1000
n_batch = 500


losses = []

for i in range(n_iter):

    # generate noise samples

    iperms = torch.randint(0, n_source_samples, (n_batch,))
    ipermt = torch.randint(0, n_target_samples, (n_batch,))

    xsi = xs[iperms]
    xti = xt[ipermt]

    # minus because we maximize te dual loss
    loss = -ot.stochastic.loss_dual_entropic(u(xsi), v(xti), xsi, xti, reg=reg)
    losses.append(float(loss.detach()))

    if i % 10 == 0:
        print("Iter: {:3d}, loss={}".format(i, losses[-1]))

    loss.backward()
    optimizer.step()
    optimizer.zero_grad()


pl.figure(2)
pl.plot(losses)
pl.grid()
pl.title('Dual objective (negative)')
pl.xlabel("Iterations")


# %%
# Plot the density on arget for a given source sample
# ---------------------------------------------------


nv = 100
xl = np.linspace(ax_bounds[0], ax_bounds[1], nv)
yl = np.linspace(ax_bounds[2], ax_bounds[3], nv)

XX, YY = np.meshgrid(xl, yl)

xg = np.concatenate((XX.ravel()[:, None], YY.ravel()[:, None]), axis=1)

wxg = np.exp(-((xg[:, 0] - 4)**2 + (xg[:, 1] - 4)**2) / (2 * 2))
wxg = wxg / np.sum(wxg)

xg = torch.tensor(xg)
wxg = torch.tensor(wxg)


pl.figure(4, (12, 4))
pl.clf()
pl.subplot(1, 3, 1)

iv = 2
Gg = ot.stochastic.plan_dual_entropic(u(xs[iv:iv + 1, :]), v(xg), xs[iv:iv + 1, :], xg, reg=reg, wt=wxg)
Gg = Gg.reshape((nv, nv)).detach().numpy()

pl.scatter(Xs[:nvisu, 0], Xs[:nvisu, 1], marker='+', zorder=2, alpha=0.05)
pl.scatter(Xt[:nvisu, 0], Xt[:nvisu, 1], marker='o', zorder=2, alpha=0.05)
pl.scatter(Xs[iv:iv + 1, 0], Xs[iv:iv + 1, 1], s=100, marker='+', label='Source sample', zorder=2, alpha=1, color='C0')
pl.pcolormesh(XX, YY, Gg, cmap='Greens', label='Density of transported sourec sample')
pl.legend(loc=0)
ax_bounds = pl.axis()
pl.title('Density of transported source sample')

pl.subplot(1, 3, 2)

iv = 3
Gg = ot.stochastic.plan_dual_entropic(u(xs[iv:iv + 1, :]), v(xg), xs[iv:iv + 1, :], xg, reg=reg, wt=wxg)
Gg = Gg.reshape((nv, nv)).detach().numpy()

pl.scatter(Xs[:nvisu, 0], Xs[:nvisu, 1], marker='+', zorder=2, alpha=0.05)
pl.scatter(Xt[:nvisu, 0], Xt[:nvisu, 1], marker='o', zorder=2, alpha=0.05)
pl.scatter(Xs[iv:iv + 1, 0], Xs[iv:iv + 1, 1], s=100, marker='+', label='Source sample', zorder=2, alpha=1, color='C0')
pl.pcolormesh(XX, YY, Gg, cmap='Greens', label='Density of transported sourec sample')
pl.legend(loc=0)
ax_bounds = pl.axis()
pl.title('Density of transported source sample')

pl.subplot(1, 3, 3)

iv = 6
Gg = ot.stochastic.plan_dual_entropic(u(xs[iv:iv + 1, :]), v(xg), xs[iv:iv + 1, :], xg, reg=reg, wt=wxg)
Gg = Gg.reshape((nv, nv)).detach().numpy()

pl.scatter(Xs[:nvisu, 0], Xs[:nvisu, 1], marker='+', zorder=2, alpha=0.05)
pl.scatter(Xt[:nvisu, 0], Xt[:nvisu, 1], marker='o', zorder=2, alpha=0.05)
pl.scatter(Xs[iv:iv + 1, 0], Xs[iv:iv + 1, 1], s=100, marker='+', label='Source sample', zorder=2, alpha=1, color='C0')
pl.pcolormesh(XX, YY, Gg, cmap='Greens', label='Density of transported sourec sample')
pl.legend(loc=0)
ax_bounds = pl.axis()
pl.title('Density of transported source sample')