histbary14C: Barycenter of Histograms by Cuturi & Doucet (2014)

In T4transport: Tools for Computational Optimal Transport

Barycenter of Histograms by Cuturi & Doucet (2014)

Description

Given multiple histograms represented as "histogram" S3 objects, compute Wasserstein barycenter. We need one requirement that all histograms in an input list hists must have same breaks. See the example on how to construct a histogram on predefined breaks/bins.

Usage

histbary14C(hists, p = 2, weights = NULL, lambda = NULL, ...)

Arguments

hists	a length-N list of histograms ("histogram" object) of same breaks.
p	an exponent for the order of the distance (default: 2).
weights	a weight of each image; if NULL (default), uniform weight is set. Otherwise, it should be a length-N vector of nonnegative weights.
lambda	a regularization parameter; if NULL (default), a paper's suggestion would be taken, or it should be a nonnegative real number.
...	extra parameters including abstol stopping criterion for iterations (default: 1e-8). init.vec an initial weight vector (default: uniform weight). maxiter maximum number of iterations (default: 496). nthread number of threads for OpenMP run (default: 1). print.progress a logical to show current iteration (default: TRUE).

Value

a "histogram" object of barycenter.

References

\insertRef

cuturi_fast_2014T4transport

See Also

bary14C

Examples

#----------------------------------------------------------------------
#                      Binned from Two Gaussians
#
# EXAMPLE : Very Small Example for CRAN; just showing how to use it!
#----------------------------------------------------------------------
# GENERATE FROM TWO GAUSSIANS WITH DIFFERENT MEANS
set.seed(100)
x  = stats::rnorm(1000, mean=-4, sd=0.5)
y  = stats::rnorm(1000, mean=+4, sd=0.5)
bk = seq(from=-10, to=10, length.out=20)

# HISTOGRAMS WITH COMMON BREAKS
histxy = list()
histxy[[1]] = hist(x, breaks=bk, plot=FALSE)
histxy[[2]] = hist(y, breaks=bk, plot=FALSE)

# COMPUTE
hh = histbary14C(histxy, maxiter=5)

# VISUALIZE
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,2))
barplot(histxy[[1]]$density, col=rgb(0,0,1,1/4), 
        ylim=c(0, 0.75), main="Two Histograms")
barplot(histxy[[2]]$density, col=rgb(1,0,0,1/4), 
        ylim=c(0, 0.75), add=TRUE)
barplot(hh$density, main="Barycenter",
        ylim=c(0, 0.75))
par(opar)

T4transport documentation built on April 12, 2023, 12:37 p.m.