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# -*- coding: utf-8 -*-
"""
===============================
1D Unbalanced optimal transport
===============================
This example illustrates the computation of Unbalanced Optimal transport
using a Kullback-Leibler relaxation.
"""
# Author: Hicham Janati <hicham.janati@inria.fr>
#
# License: MIT License
# sphinx_gallery_thumbnail_number = 4
import numpy as np
import matplotlib.pylab as pl
import ot
import ot.plot
from ot.datasets import make_1D_gauss as gauss
##############################################################################
# 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)
# make distributions unbalanced
b *= 5.0
# 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 Unbalanced Sinkhorn
# -------------------------
# Sinkhorn
epsilon = 0.1 # entropy parameter
alpha = 1.0 # Unbalanced KL relaxation parameter
Gs = ot.unbalanced.sinkhorn_unbalanced(a, b, M, epsilon, alpha, verbose=True)
pl.figure(3, figsize=(5, 5))
ot.plot.plot1D_mat(a, b, Gs, "UOT matrix Sinkhorn")
pl.show()
# %%
# plot the transported mass
# -------------------------
pl.figure(4, figsize=(6.4, 3))
pl.plot(x, a, "b", label="Source distribution")
pl.plot(x, b, "r", label="Target distribution")
pl.fill(x, Gs.sum(1), "b", alpha=0.5, label="Transported source")
pl.fill(x, Gs.sum(0), "r", alpha=0.5, label="Transported target")
pl.legend(loc="upper right")
pl.title("Distributions and transported mass for UOT")
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