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# -*- coding: utf-8 -*-
"""
========================================
Screened optimal transport (Screenkhorn)
========================================
This example illustrates the computation of Screenkhorn [26].
[26] Alaya M. Z., Bérar M., Gasso G., Rakotomamonjy A. (2019).
Screening Sinkhorn Algorithm for Regularized Optimal Transport,
Advances in Neural Information Processing Systems 33 (NeurIPS).
"""
# Author: Mokhtar Z. Alaya <mokhtarzahdi.alaya@gmail.com>
#
# License: MIT License
import numpy as np
import matplotlib.pylab as pl
import ot.plot
from ot.datasets import make_1D_gauss as gauss
from ot.bregman import screenkhorn
##############################################################################
# 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)
# 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 Screenkhorn
# -----------------------
# Screenkhorn
lambd = 2e-03 # entropy parameter
ns_budget = 30 # budget number of points to be kept in the source distribution
nt_budget = 30 # budget number of points to be kept in the target distribution
G_screen = screenkhorn(
a, b, M, lambd, ns_budget, nt_budget, uniform=False, restricted=True, verbose=True
)
pl.figure(4, figsize=(5, 5))
ot.plot.plot1D_mat(a, b, G_screen, "OT matrix Screenkhorn")
pl.show()
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