do plot_optim_OTreg.py

Author: agramfort

examples/plot_optim_OTreg.py

@@ -12,63 +12,76 @@
 import ot
 
 
-
 #%% parameters
 
-n=100 # nb bins
+n = 100  # nb bins
 
 # bin positions
-x=np.arange(n,dtype=np.float64)
+x = np.arange(n, dtype=np.float64)
 
 # Gaussian distributions
-a=ot.datasets.get_1D_gauss(n,m=20,s=5) # m= mean, s= std
-b=ot.datasets.get_1D_gauss(n,m=60,s=10)
+a = ot.datasets.get_1D_gauss(n, m=20, s=5)  # m= mean, s= std
+b = ot.datasets.get_1D_gauss(n, m=60, s=10)
 
 # loss matrix
-M=ot.dist(x.reshape((n,1)),x.reshape((n,1)))
-M/=M.max()
+M = ot.dist(x.reshape((n, 1)), x.reshape((n, 1)))
+M /= M.max()
 
 #%% EMD
 
-G0=ot.emd(a,b,M)
+G0 = ot.emd(a, b, M)
 
 pl.figure(3)
-ot.plot.plot1D_mat(a,b,G0,'OT matrix G0')
+ot.plot.plot1D_mat(a, b, G0, 'OT matrix G0')
 
 #%% Example with Frobenius norm regularization
 
-def f(G): return 0.5*np.sum(G**2)
-def df(G): return G
+def f(G):
+    return 0.5 * np.sum(G**2)
+
+
+def df(G):
+    return G
 
-reg=1e-1
+reg = 1e-1
 
-Gl2=ot.optim.cg(a,b,M,reg,f,df,verbose=True)
+Gl2 = ot.optim.cg(a, b, M, reg, f, df, verbose=True)
 
 pl.figure(3)
-ot.plot.plot1D_mat(a,b,Gl2,'OT matrix Frob. reg')
+ot.plot.plot1D_mat(a, b, Gl2, 'OT matrix Frob. reg')
 
 #%% Example with entropic regularization
 
-def f(G): return np.sum(G*np.log(G))
-def df(G): return np.log(G)+1
 
-reg=1e-3
+def f(G):
+    return np.sum(G * np.log(G))
+
+
+def df(G):
+    return np.log(G) + 1.
 
-Ge=ot.optim.cg(a,b,M,reg,f,df,verbose=True)
+reg = 1e-3
+
+Ge = ot.optim.cg(a, b, M, reg, f, df, verbose=True)
 
 pl.figure(4)
-ot.plot.plot1D_mat(a,b,Ge,'OT matrix Entrop. reg')
+ot.plot.plot1D_mat(a, b, Ge, 'OT matrix Entrop. reg')
 
 #%% Example with Frobenius norm + entropic regularization with gcg
 
-def f(G): return 0.5*np.sum(G**2)
-def df(G): return G
 
-reg1=1e-3
-reg2=1e-1
+def f(G):
+    return 0.5 * np.sum(G**2)
+
+
+def df(G):
+    return G
+
+reg1 = 1e-3
+reg2 = 1e-1
 
-Gel2=ot.optim.gcg(a,b,M,reg1,reg2,f,df,verbose=True)
+Gel2 = ot.optim.gcg(a, b, M, reg1, reg2, f, df, verbose=True)
 
 pl.figure(5)
-ot.plot.plot1D_mat(a,b,Gel2,'OT entropic + matrix Frob. reg')
-pl.show()
+ot.plot.plot1D_mat(a, b, Gel2, 'OT entropic + matrix Frob. reg')
+pl.show()