CircleCI update of dev docs (2955).

Author: Circle CI

master/_downloads/0228827bdcc2a6735b1faf26c864145d/plot_OT_1D_smooth.zip

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+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "\n# Different gradient computations for regularized optimal transport\n\nThis example illustrates the differences in terms of computation time between the gradient options for the Sinkhorn solver.\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "collapsed": false
+      },
+      "outputs": [],
+      "source": [
+        "# Author: Sonia Mazelet <sonia.mazelet@polytechnique.edu>\n#\n# License: MIT License\n\n# sphinx_gallery_thumbnail_number = 1\n\nimport matplotlib.pylab as pl\nimport ot\nfrom ot.backend import torch"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Time comparison of the Sinkhorn solver for different gradient options\n\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "collapsed": false
+      },
+      "outputs": [],
+      "source": [
+        "n_trials = 10\ntimes_autodiff = torch.zeros(n_trials)\ntimes_envelope = torch.zeros(n_trials)\ntimes_last_step = torch.zeros(n_trials)\n\nn_samples_s = 300\nn_samples_t = 300\nn_features = 5\nreg = 0.03\n\n# Time required for the Sinkhorn solver and gradient computations, for different gradient options over multiple Gaussian distributions\nfor i in range(n_trials):\n    x = torch.rand((n_samples_s, n_features))\n    y = torch.rand((n_samples_t, n_features))\n    a = ot.utils.unif(n_samples_s)\n    b = ot.utils.unif(n_samples_t)\n    M = ot.dist(x, y)\n\n    a = torch.tensor(a, requires_grad=True)\n    b = torch.tensor(b, requires_grad=True)\n    M = M.clone().detach().requires_grad_(True)\n\n    # autodiff provides the gradient for all the outputs (plan, value, value_linear)\n    ot.tic()\n    res_autodiff = ot.solve(M, a, b, reg=reg, grad=\"autodiff\")\n    res_autodiff.value.backward()\n    times_autodiff[i] = ot.toq()\n\n    a = a.clone().detach().requires_grad_(True)\n    b = b.clone().detach().requires_grad_(True)\n    M = M.clone().detach().requires_grad_(True)\n\n    # envelope provides the gradient for value\n    ot.tic()\n    res_envelope = ot.solve(M, a, b, reg=reg, grad=\"envelope\")\n    res_envelope.value.backward()\n    times_envelope[i] = ot.toq()\n\n    a = a.clone().detach().requires_grad_(True)\n    b = b.clone().detach().requires_grad_(True)\n    M = M.clone().detach().requires_grad_(True)\n\n    # last_step provides the gradient for all the outputs, but only for the last iteration of the Sinkhorn algorithm\n    ot.tic()\n    res_last_step = ot.solve(M, a, b, reg=reg, grad=\"last_step\")\n    res_last_step.value.backward()\n    times_last_step[i] = ot.toq()\n\npl.figure(1, figsize=(5, 3))\npl.ticklabel_format(axis=\"y\", style=\"sci\", scilimits=(0, 0))\npl.boxplot(\n    ([times_autodiff, times_envelope, times_last_step]),\n    tick_labels=[\"autodiff\", \"envelope\", \"last_step\"],\n    showfliers=False,\n)\npl.ylabel(\"Time (s)\")\npl.show()"
+      ]
+    }
+  ],
+  "metadata": {
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+      "display_name": "Python 3",
+      "language": "python",
+      "name": "python3"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
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+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.10.15"
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+  "nbformat_minor": 0
+}