histbary14C: 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, ...)

Value

a "histogram" object of barycenter.

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).

References

cuturi_fast_2014T4transport

Examples

Run this code

# \donttest{
#----------------------------------------------------------------------
#                      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)
# }