.. only:: html .. note:: :class: sphx-glr-download-link-note Click :ref:`here ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_plot_gromov.py: ========================== Gromov-Wasserstein example ========================== This example is designed to show how to use the Gromov-Wassertsein distance computation in POT. .. code-block:: default # Author: Erwan Vautier # Nicolas Courty # # License: MIT License import scipy as sp import numpy as np import matplotlib.pylab as pl from mpl_toolkits.mplot3d import Axes3D # noqa import ot Sample two Gaussian distributions (2D and 3D) --------------------------------------------- The Gromov-Wasserstein distance allows to compute distances with samples that do not belong to the same metric space. For demonstration purpose, we sample two Gaussian distributions in 2- and 3-dimensional spaces. .. code-block:: default n_samples = 30 # nb samples mu_s = np.array([0, 0]) cov_s = np.array([[1, 0], [0, 1]]) mu_t = np.array([4, 4, 4]) cov_t = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) xs = ot.datasets.make_2D_samples_gauss(n_samples, mu_s, cov_s) P = sp.linalg.sqrtm(cov_t) xt = np.random.randn(n_samples, 3).dot(P) + mu_t Plotting the distributions -------------------------- .. code-block:: default fig = pl.figure() ax1 = fig.add_subplot(121) ax1.plot(xs[:, 0], xs[:, 1], '+b', label='Source samples') ax2 = fig.add_subplot(122, projection='3d') ax2.scatter(xt[:, 0], xt[:, 1], xt[:, 2], color='r') pl.show() .. image:: /auto_examples/images/sphx_glr_plot_gromov_001.png :class: sphx-glr-single-img .. rst-class:: sphx-glr-script-out Out: .. code-block:: none /home/circleci/project/examples/plot_gromov.py:56: UserWarning: Matplotlib is currently using agg, which is a non-GUI backend, so cannot show the figure. pl.show() Compute distance kernels, normalize them and then display --------------------------------------------------------- .. code-block:: default C1 = sp.spatial.distance.cdist(xs, xs) C2 = sp.spatial.distance.cdist(xt, xt) C1 /= C1.max() C2 /= C2.max() pl.figure() pl.subplot(121) pl.imshow(C1) pl.subplot(122) pl.imshow(C2) pl.show() .. image:: /auto_examples/images/sphx_glr_plot_gromov_002.png :class: sphx-glr-single-img .. rst-class:: sphx-glr-script-out Out: .. code-block:: none /home/circleci/project/examples/plot_gromov.py:75: UserWarning: Matplotlib is currently using agg, which is a non-GUI backend, so cannot show the figure. pl.show() Compute Gromov-Wasserstein plans and distance --------------------------------------------- .. code-block:: default p = ot.unif(n_samples) q = ot.unif(n_samples) gw0, log0 = ot.gromov.gromov_wasserstein( C1, C2, p, q, 'square_loss', verbose=True, log=True) gw, log = ot.gromov.entropic_gromov_wasserstein( C1, C2, p, q, 'square_loss', epsilon=5e-4, log=True, verbose=True) print('Gromov-Wasserstein distances: ' + str(log0['gw_dist'])) print('Entropic Gromov-Wasserstein distances: ' + str(log['gw_dist'])) pl.figure(1, (10, 5)) pl.subplot(1, 2, 1) pl.imshow(gw0, cmap='jet') pl.title('Gromov Wasserstein') pl.subplot(1, 2, 2) pl.imshow(gw, cmap='jet') pl.title('Entropic Gromov Wasserstein') pl.show() .. image:: /auto_examples/images/sphx_glr_plot_gromov_003.png :class: sphx-glr-single-img .. rst-class:: sphx-glr-script-out Out: .. code-block:: none It. |Loss |Relative loss|Absolute loss ------------------------------------------------ 0|7.396970e-02|0.000000e+00|0.000000e+00 1|2.264569e-02|2.266392e+00|5.132401e-02 2|2.029951e-02|1.155783e-01|2.346182e-03 3|2.028130e-02|8.976244e-04|1.820499e-05 4|2.028130e-02|0.000000e+00|0.000000e+00 It. |Err ------------------- 0|8.795226e-02| 10|1.619738e-04| 20|4.014531e-06| 30|9.417547e-08| 40|2.209376e-09| 50|5.187854e-11| Gromov-Wasserstein distances: 0.020281303399616916 Entropic Gromov-Wasserstein distances: 0.01619116829300934 /home/circleci/project/examples/plot_gromov.py:106: UserWarning: Matplotlib is currently using agg, which is a non-GUI backend, so cannot show the figure. pl.show() .. rst-class:: sphx-glr-timing **Total running time of the script:** ( 0 minutes 2.241 seconds) .. _sphx_glr_download_auto_examples_plot_gromov.py: .. only :: html .. container:: sphx-glr-footer :class: sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_gromov.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_gromov.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_