diff options
Diffstat (limited to 'src')
14 files changed, 687 insertions, 48 deletions
diff --git a/src/CMakeLists.txt b/src/CMakeLists.txt index c60346d5..37178492 100644 --- a/src/CMakeLists.txt +++ b/src/CMakeLists.txt @@ -34,6 +34,7 @@ add_gudhi_module(Subsampling) add_gudhi_module(Tangential_complex) add_gudhi_module(Witness_complex) add_gudhi_module(Nerve_GIC) +add_gudhi_module(Kernels) message("++ GUDHI_MODULES list is:\"${GUDHI_MODULES}\"") diff --git a/src/Doxyfile b/src/Doxyfile index 020667e9..da753c04 100644 --- a/src/Doxyfile +++ b/src/Doxyfile @@ -855,7 +855,8 @@ IMAGE_PATH = doc/Skeleton_blocker/ \ doc/Tangential_complex/ \ doc/Bottleneck_distance/ \ doc/Nerve_GIC/ \ - doc/Persistence_representations/ + doc/Persistence_representations/ \ + doc/Kernels/ # The INPUT_FILTER tag can be used to specify a program that doxygen should # invoke to filter for each input file. Doxygen will invoke the filter program diff --git a/src/Persistence_representations/doc/Persistence_representations_doc.h b/src/Persistence_representations/doc/Persistence_representations_doc.h index 4d850a02..73800d0d 100644 --- a/src/Persistence_representations/doc/Persistence_representations_doc.h +++ b/src/Persistence_representations/doc/Persistence_representations_doc.h @@ -250,6 +250,37 @@ namespace Persistence_representations { absolute value of differences between coordinates. A scalar product is a sum of products of values at the corresponding positions of two vectors. + \section sec_persistence_kernels Kernels on persistence diagrams + <b>Reference manual:</b> \ref Gudhi::Persistence_representations::Sliced_Wasserstein <br> + <b>Reference manual:</b> \ref Gudhi::Persistence_representations::Persistence_weighted_gaussian <br> + + Kernels for persistence diagrams can be regarded as infinite-dimensional vectorizations. More specifically, + they are similarity functions whose evaluations on pairs of persistence diagrams equals the scalar products + between images of these pairs under a map \f$\Phi\f$ taking values in a specific (possibly non Euclidean) Hilbert space \f$k(D_i, D_j) = \langle \Phi(D_i),\Phi(D_j)\rangle\f$. + Reciprocally, classical results of learning theory ensure that such a \f$\Phi\f$ exists for a given similarity function \f$k\f$ if and only if \f$k\f$ is <i>positive semi-definite</i>. + Kernels are designed for algorithms that can be <i>kernelized</i>, i.e., algorithms that only require to know scalar products between instances in order to run. + Examples of such algorithms include Support Vector Machines, Principal Component Analysis and Ridge Regression. + + There have been several attempts at defining kernels, i.e., positive semi-definite functions, between persistence diagrams within the last few years. We provide implementation + for the <i>Sliced Wasserstein Kernel</i>---see \cite pmlr-v70-carriere17a, which takes the form of a Gaussian kernel with a specific distance between persistence diagrams + called the <i>Sliced Wasserstein Distance</i>: \f$k(D_1,D_2)={\rm exp}\left(-\frac{SW(D_1,D_2)}{2\sigma^2}\right)\f$. Other kernels such as the Persistence Weighted Gaussian Kernel or + the Persistence Scale Space Kernel are implemented in Persistence_heat_maps. + + When launching: + + \code $> ./Sliced_Wasserstein + \endcode + + the program output is: + + \code $> Approx SW distance: 5.33648 + $> Exact SW distance: 5.33798 + $> Approx SW kernel: 0.0693743 + $> Exact SW kernel: 0.0693224 + $> Distance induced by approx SW kernel: 1.36428 + $> Distance induced by exact SW kernel: 1.3643 + \endcode + */ /** @} */ // end defgroup Persistence_representations diff --git a/src/Persistence_representations/example/CMakeLists.txt b/src/Persistence_representations/example/CMakeLists.txt index 33558df3..a7c6ef39 100644 --- a/src/Persistence_representations/example/CMakeLists.txt +++ b/src/Persistence_representations/example/CMakeLists.txt @@ -26,3 +26,7 @@ add_test(NAME Persistence_representations_example_heat_maps COMMAND $<TARGET_FILE:Persistence_representations_example_heat_maps>) install(TARGETS Persistence_representations_example_heat_maps DESTINATION bin) +add_executable ( Sliced_Wasserstein sliced_wasserstein.cpp ) +add_test(NAME Sliced_Wasserstein + COMMAND $<TARGET_FILE:Sliced_Wasserstein>) +install(TARGETS Sliced_Wasserstein DESTINATION bin) diff --git a/src/Persistence_representations/example/persistence_heat_maps.cpp b/src/Persistence_representations/example/persistence_heat_maps.cpp index 323b57e9..f1791e97 100644 --- a/src/Persistence_representations/example/persistence_heat_maps.cpp +++ b/src/Persistence_representations/example/persistence_heat_maps.cpp @@ -21,6 +21,7 @@ */ #include <gudhi/Persistence_heat_maps.h> +#include <gudhi/common_persistence_representations.h> #include <iostream> #include <vector> @@ -76,5 +77,16 @@ int main(int argc, char** argv) { // to compute scalar product of hm1 and hm2: std::cout << "Scalar product is : " << hm1.compute_scalar_product(hm2) << std::endl; + Gudhi::Persistence_representations::Kernel k = Gudhi::Persistence_representations::Gaussian_kernel(1.0); + + Persistence_heat_maps hm1k(persistence1, k); + Persistence_heat_maps hm2k(persistence2, k); + + Persistence_heat_maps hm1i(persistence1, 20, 20, 0, 11, 0, 11, k); + Persistence_heat_maps hm2i(persistence2, 20, 20, 0, 11, 0, 11, k); + + std::cout << "Scalar product computed with exact kernel is : " << hm1i.compute_scalar_product(hm2i) << std::endl; + std::cout << "Kernel value between PDs seen as functions is : " << hm1k.compute_scalar_product(hm2k) << std::endl; + return 0; } diff --git a/src/Persistence_representations/example/sliced_wasserstein.cpp b/src/Persistence_representations/example/sliced_wasserstein.cpp new file mode 100644 index 00000000..2104e2b2 --- /dev/null +++ b/src/Persistence_representations/example/sliced_wasserstein.cpp @@ -0,0 +1,61 @@ +/* This file is part of the Gudhi Library. The Gudhi library + * (Geometric Understanding in Higher Dimensions) is a generic C++ + * library for computational topology. + * + * Author(s): Mathieu Carriere + * + * Copyright (C) 2018 INRIA (France) + * + * This program is free software: you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation, either version 3 of the License, or + * (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program. If not, see <http://www.gnu.org/licenses/>. + */ + +#include <gudhi/Sliced_Wasserstein.h> + +#include <iostream> +#include <vector> +#include <utility> + +using Persistence_diagram = Gudhi::Persistence_representations::Persistence_diagram; +using SW = Gudhi::Persistence_representations::Sliced_Wasserstein; + +int main(int argc, char** argv) { + + Persistence_diagram persistence1, persistence2; + + persistence1.push_back(std::make_pair(1, 2)); + persistence1.push_back(std::make_pair(6, 8)); + persistence1.push_back(std::make_pair(0, 4)); + persistence1.push_back(std::make_pair(3, 8)); + + persistence2.push_back(std::make_pair(2, 9)); + persistence2.push_back(std::make_pair(1, 6)); + persistence2.push_back(std::make_pair(3, 5)); + persistence2.push_back(std::make_pair(6, 10)); + + + SW sw1(persistence1, 1, 100); + SW sw2(persistence2, 1, 100); + + SW swex1(persistence1, 1, -1); + SW swex2(persistence2, 1, -1); + + std::cout << "Approx SW distance: " << sw1.compute_sliced_wasserstein_distance(sw2) << std::endl; + std::cout << "Exact SW distance: " << swex1.compute_sliced_wasserstein_distance(swex2) << std::endl; + std::cout << "Approx SW kernel: " << sw1.compute_scalar_product(sw2) << std::endl; + std::cout << "Exact SW kernel: " << swex1.compute_scalar_product(swex2) << std::endl; + std::cout << "Distance induced by approx SW kernel: " << sw1.distance(sw2) << std::endl; + std::cout << "Distance induced by exact SW kernel: " << swex1.distance(swex2) << std::endl; + + return 0; +} diff --git a/src/Persistence_representations/include/gudhi/Persistence_heat_maps.h b/src/Persistence_representations/include/gudhi/Persistence_heat_maps.h index 35e51e63..63c6e239 100644 --- a/src/Persistence_representations/include/gudhi/Persistence_heat_maps.h +++ b/src/Persistence_representations/include/gudhi/Persistence_heat_maps.h @@ -245,6 +245,20 @@ class Persistence_heat_maps { unsigned dimension = std::numeric_limits<unsigned>::max()); /** + * Construction that takes as inputs (1) the diagram, (2) grid parameters (min, max and number of samples for x and y axes), and (3) a universal kernel on the plane used + * to turn the diagram into a function. + **/ + Persistence_heat_maps(const Persistence_diagram & interval, size_t number_of_x_pixels, size_t number_of_y_pixels, + double min_x = 0, double max_x = 1, double min_y = 0, double max_y = 1, const Kernel & kernel = Gaussian_kernel(1.0)); + + /** + * Construction that takes as inputs (1) the diagram and (2) a universal kernel on the plane used + * to turn the diagram into a function. Note that this construction is infinite dimensional so + * only compute_scalar_product() method is valid after calling this constructor. + **/ + Persistence_heat_maps(const Persistence_diagram & interval, const Kernel & kernel = Gaussian_kernel(1.0)); + + /** * Compute a mean value of a collection of heat maps and store it in the current object. Note that all the persistence *maps send in a vector to this procedure need to have the same parameters. * If this is not the case, the program will throw an exception. @@ -512,15 +526,27 @@ class Persistence_heat_maps { size_t number_of_functions_for_projections_to_reals; void construct(const std::vector<std::pair<double, double> >& intervals_, std::vector<std::vector<double> > filter = create_Gaussian_filter(5, 1), - bool erase_below_diagonal = false, size_t number_of_pixels = 1000, double min_ = std::numeric_limits<double>::max(), double max_ = std::numeric_limits<double>::max()); + void construct_image_from_exact_universal_kernel(const Persistence_diagram & interval, + size_t number_of_x_pixels = 10, size_t number_of_y_pixels = 10, + double min_x = 0, double max_x = 1, double min_y = 0, double max_y = 1, const Kernel & kernel = Gaussian_kernel(1.0)); + void construct_kernel_from_exact_universal_kernel(const Persistence_diagram & interval, const Kernel & kernel = Gaussian_kernel(1.0)); + void set_up_parameters_for_basic_classes() { this->number_of_functions_for_vectorization = 1; this->number_of_functions_for_projections_to_reals = 1; } + // Boolean indicating if we are computing persistence image (true) or persistence weighted gaussian kernel (false) + bool discrete = true; + + // PWGK + Kernel k; + Persistence_diagram d; + std::vector<double> weights; + // data Scalling_of_kernels f; bool erase_below_diagonal; @@ -529,6 +555,59 @@ class Persistence_heat_maps { std::vector<std::vector<double> > heat_map; }; +template <typename Scalling_of_kernels> +void Persistence_heat_maps<Scalling_of_kernels>::construct_image_from_exact_universal_kernel(const Persistence_diagram & diagram, + size_t number_of_x_pixels, size_t number_of_y_pixels, + double min_x, double max_x, + double min_y, double max_y, const Kernel & kernel) { + + this->discrete = true; Scalling_of_kernels f; this->f = f; this->min_ = min_x; this->max_ = max_x; + for(size_t i = 0; i < number_of_y_pixels; i++) this->heat_map.emplace_back(); + double step_x = (max_x - min_x)/(number_of_x_pixels - 1); double step_y = (max_y - min_y)/(number_of_y_pixels - 1); + + int num_pts = diagram.size(); + + for(size_t i = 0; i < number_of_y_pixels; i++){ + double y = min_y + i*step_y; + for(size_t j = 0; j < number_of_x_pixels; j++){ + double x = min_x + j*step_x; + + std::pair<double, double> grid_point(x,y); double pixel_value = 0; + for(int k = 0; k < num_pts; k++){ + double px = diagram[k].first; double py = diagram[k].second; std::pair<double, double> diagram_point(px,py); + pixel_value += this->f(diagram_point) * kernel(diagram_point, grid_point); + } + this->heat_map[i].push_back(pixel_value); + + } + } + +} + + +template <typename Scalling_of_kernels> +Persistence_heat_maps<Scalling_of_kernels>::Persistence_heat_maps(const Persistence_diagram & diagram, + size_t number_of_x_pixels, size_t number_of_y_pixels, + double min_x, double max_x, + double min_y, double max_y, const Kernel & kernel) { + this->construct_image_from_exact_universal_kernel(diagram, number_of_x_pixels, number_of_y_pixels, min_x, max_x, min_y, max_y, kernel); + this->set_up_parameters_for_basic_classes(); +} + +template <typename Scalling_of_kernels> +void Persistence_heat_maps<Scalling_of_kernels>::construct_kernel_from_exact_universal_kernel(const Persistence_diagram & diagram, const Kernel & kernel){ + this->discrete = false; Scalling_of_kernels f; this->f = f; this->k = kernel; this->d = diagram; + int num_pts = this->d.size(); + for (int i = 0; i < num_pts; i++) this->weights.push_back(this->f(this->d[i])); +} + + +template <typename Scalling_of_kernels> +Persistence_heat_maps<Scalling_of_kernels>::Persistence_heat_maps(const Persistence_diagram& diagram, const Kernel & kernel) { + this->construct_kernel_from_exact_universal_kernel(diagram, kernel); + this->set_up_parameters_for_basic_classes(); +} + // if min_ == max_, then the program is requested to set up the values itself based on persistence intervals template <typename Scalling_of_kernels> void Persistence_heat_maps<Scalling_of_kernels>::construct(const std::vector<std::pair<double, double> >& intervals_, @@ -826,13 +905,16 @@ void Persistence_heat_maps<Scalling_of_kernels>::load_from_file(const char* file // Concretizations of virtual methods: template <typename Scalling_of_kernels> std::vector<double> Persistence_heat_maps<Scalling_of_kernels>::vectorize(int number_of_function) const { + + std::vector<double> result; + if(!discrete){std::cout << "No vectorize method in case of infinite dimensional vectorization" << std::endl; return result;} + // convert this->heat_map into one large vector: size_t size_of_result = 0; for (size_t i = 0; i != this->heat_map.size(); ++i) { size_of_result += this->heat_map[i].size(); } - std::vector<double> result; result.reserve(size_of_result); for (size_t i = 0; i != this->heat_map.size(); ++i) { @@ -846,34 +928,39 @@ std::vector<double> Persistence_heat_maps<Scalling_of_kernels>::vectorize(int nu template <typename Scalling_of_kernels> double Persistence_heat_maps<Scalling_of_kernels>::distance(const Persistence_heat_maps& second, double power) const { - // first we need to check if (*this) and second are defined on the same domain and have the same dimensions: - if (!this->check_if_the_same(second)) { - std::cerr << "The persistence images are of non compatible sizes. We cannot therefore compute distance between " - "them. The program will now terminate"; - throw "The persistence images are of non compatible sizes. The program will now terminate"; - } + if(this->discrete){ + // first we need to check if (*this) and second are defined on the same domain and have the same dimensions: + if (!this->check_if_the_same(second)) { + std::cerr << "The persistence images are of non compatible sizes. We cannot therefore compute distance between " + "them. The program will now terminate"; + throw "The persistence images are of non compatible sizes. The program will now terminate"; + } - // if we are here, we know that the two persistence images are defined on the same domain, so we can start computing - // their distances: + // if we are here, we know that the two persistence images are defined on the same domain, so we can start computing their distances: - double distance = 0; - if (power < std::numeric_limits<double>::max()) { - for (size_t i = 0; i != this->heat_map.size(); ++i) { - for (size_t j = 0; j != this->heat_map[i].size(); ++j) { - distance += pow(fabs(this->heat_map[i][j] - second.heat_map[i][j]), power); + double distance = 0; + if (power < std::numeric_limits<double>::max()) { + for (size_t i = 0; i != this->heat_map.size(); ++i) { + for (size_t j = 0; j != this->heat_map[i].size(); ++j) { + distance += pow(fabs(this->heat_map[i][j] - second.heat_map[i][j]), power); + } } - } - } else { - // in this case, we compute max norm distance - for (size_t i = 0; i != this->heat_map.size(); ++i) { - for (size_t j = 0; j != this->heat_map[i].size(); ++j) { - if (distance < fabs(this->heat_map[i][j] - second.heat_map[i][j])) { - distance = fabs(this->heat_map[i][j] - second.heat_map[i][j]); + } else { + // in this case, we compute max norm distance + for (size_t i = 0; i != this->heat_map.size(); ++i) { + for (size_t j = 0; j != this->heat_map[i].size(); ++j) { + if (distance < fabs(this->heat_map[i][j] - second.heat_map[i][j])) { + distance = fabs(this->heat_map[i][j] - second.heat_map[i][j]); + } } } } + return distance; + } else { + + return std::sqrt(this->compute_scalar_product(*this) + second.compute_scalar_product(second) -2 * this->compute_scalar_product(second)); + } - return distance; } template <typename Scalling_of_kernels> @@ -895,22 +982,37 @@ void Persistence_heat_maps<Scalling_of_kernels>::compute_average( template <typename Scalling_of_kernels> double Persistence_heat_maps<Scalling_of_kernels>::compute_scalar_product(const Persistence_heat_maps& second) const { - // first we need to check if (*this) and second are defined on the same domain and have the same dimensions: - if (!this->check_if_the_same(second)) { - std::cerr << "The persistence images are of non compatible sizes. We cannot therefore compute distance between " - "them. The program will now terminate"; - throw "The persistence images are of non compatible sizes. The program will now terminate"; - } - // if we are here, we know that the two persistence images are defined on the same domain, so we can start computing - // their scalar product: - double scalar_prod = 0; - for (size_t i = 0; i != this->heat_map.size(); ++i) { - for (size_t j = 0; j != this->heat_map[i].size(); ++j) { - scalar_prod += this->heat_map[i][j] * second.heat_map[i][j]; + if(discrete){ + // first we need to check if (*this) and second are defined on the same domain and have the same dimensions: + if (!this->check_if_the_same(second)) { + std::cerr << "The persistence images are of non compatible sizes. We cannot therefore compute distance between " + "them. The program will now terminate"; + throw "The persistence images are of non compatible sizes. The program will now terminate"; } + + // if we are here, we know that the two persistence images are defined on the same domain, so we can start computing + // their scalar product: + double scalar_prod = 0; + for (size_t i = 0; i != this->heat_map.size(); ++i) { + for (size_t j = 0; j != this->heat_map[i].size(); ++j) { + scalar_prod += this->heat_map[i][j] * second.heat_map[i][j]; + } + } + return scalar_prod; } - return scalar_prod; + + else{ + GUDHI_CHECK(this->approx != second.approx || this->f != second.f, std::invalid_argument("Error: different values for representations")); + + int num_pts1 = this->d.size(); int num_pts2 = second.d.size(); double kernel_val = 0; + for(int i = 0; i < num_pts1; i++) + for(int j = 0; j < num_pts2; j++) + kernel_val += this->weights[i] * second.weights[j] * this->k(this->d[i], second.d[j]); + return kernel_val; + } + + } } // namespace Persistence_representations diff --git a/src/Persistence_representations/include/gudhi/Persistence_landscape_on_grid.h b/src/Persistence_representations/include/gudhi/Persistence_landscape_on_grid.h index fd8a181c..db0e362a 100644 --- a/src/Persistence_representations/include/gudhi/Persistence_landscape_on_grid.h +++ b/src/Persistence_representations/include/gudhi/Persistence_landscape_on_grid.h @@ -986,7 +986,7 @@ void Persistence_landscape_on_grid::set_up_values_of_landscapes(const std::vecto for (size_t int_no = 0; int_no != p.size(); ++int_no) { size_t grid_interval_begin = (p[int_no].first - grid_min_) / dx; size_t grid_interval_end = (p[int_no].second - grid_min_) / dx; - size_t grid_interval_midpoint = (size_t)(0.5 * (grid_interval_begin + grid_interval_end)); + size_t grid_interval_midpoint = (size_t)(0.5 * (p[int_no].first + p[int_no].second) - grid_min + 1); if (dbg) { std::cerr << "Considering an interval : " << p[int_no].first << "," << p[int_no].second << std::endl; @@ -996,7 +996,7 @@ void Persistence_landscape_on_grid::set_up_values_of_landscapes(const std::vecto std::cerr << "grid_interval_midpoint : " << grid_interval_midpoint << std::endl; } - double landscape_value = dx; + double landscape_value = grid_min + dx * (grid_interval_begin + 1) - p[int_no].first; for (size_t i = grid_interval_begin + 1; i < grid_interval_midpoint; ++i) { if (dbg) { std::cerr << "Adding landscape value (going up) for a point : " << i << " equal : " << landscape_value @@ -1030,6 +1030,8 @@ void Persistence_landscape_on_grid::set_up_values_of_landscapes(const std::vecto } landscape_value += dx; } + + landscape_value = p[int_no].second - grid_min - dx * grid_interval_midpoint; for (size_t i = grid_interval_midpoint; i <= grid_interval_end; ++i) { if (landscape_value > 0) { if (number_of_levels != std::numeric_limits<unsigned>::max()) { diff --git a/src/Persistence_representations/include/gudhi/Sliced_Wasserstein.h b/src/Persistence_representations/include/gudhi/Sliced_Wasserstein.h new file mode 100644 index 00000000..8c92ab54 --- /dev/null +++ b/src/Persistence_representations/include/gudhi/Sliced_Wasserstein.h @@ -0,0 +1,340 @@ +/* This file is part of the Gudhi Library. The Gudhi library + * (Geometric Understanding in Higher Dimensions) is a generic C++ + * library for computational topology. + * + * Author(s): Mathieu Carriere + * + * Copyright (C) 2018 INRIA (France) + * + * This program is free software: you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation, either version 3 of the License, or + * (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program. If not, see <http://www.gnu.org/licenses/>. + */ + +#ifndef SLICED_WASSERSTEIN_H_ +#define SLICED_WASSERSTEIN_H_ + +// gudhi include +#include <gudhi/read_persistence_from_file.h> +#include <gudhi/common_persistence_representations.h> +#include <gudhi/Debug_utils.h> + +// standard include +#include <cmath> +#include <iostream> +#include <vector> +#include <limits> +#include <fstream> +#include <sstream> +#include <algorithm> +#include <string> +#include <utility> +#include <functional> + +namespace Gudhi { +namespace Persistence_representations { + +/** + * \class Sliced_Wasserstein gudhi/Sliced_Wasserstein.h + * \brief A class implementing the Sliced Wasserstein kernel. + * + * \ingroup Persistence_representations + * + * \details + * The Sliced Wasserstein kernel is defined as a Gaussian-like kernel between persistence diagrams, where the distance used for + * comparison is the Sliced Wasserstein distance \f$SW\f$ between persistence diagrams, defined as the integral of the 1-norm + * between the sorted projections of the diagrams onto all lines passing through the origin: + * + * \f$ SW(D_1,D_2)=\int_{\theta\in\mathbb{S}}\,\|\pi_\theta(D_1\cup\pi_\Delta(D_2))-\pi_\theta(D_2\cup\pi_\Delta(D_1))\|_1{\rm d}\theta\f$, + * + * where \f$\pi_\theta\f$ is the projection onto the line defined with angle \f$\theta\f$ in the unit circle \f$\mathbb{S}\f$, + * and \f$\pi_\Delta\f$ is the projection onto the diagonal. + * The integral can be either computed exactly in \f$O(n^2{\rm log}(n))\f$ time, where \f$n\f$ is the number of points + * in the diagrams, or approximated by sampling \f$N\f$ lines in the circle in \f$O(Nn{\rm log}(n))\f$ time. The Sliced Wasserstein Kernel is then computed as: + * + * \f$ k(D_1,D_2) = {\rm exp}\left(-\frac{SW(D_1,D_2)}{2\sigma^2}\right).\f$ + * + * For more details, please see \cite pmlr-v70-carriere17a . + * +**/ + +class Sliced_Wasserstein { + + protected: + Persistence_diagram diagram; + int approx; + double sigma; + std::vector<std::vector<double> > projections, projections_diagonal; + + public: + + void build_rep(){ + + if(approx > 0){ + + double step = pi/this->approx; + int n = diagram.size(); + + for (int i = 0; i < this->approx; i++){ + std::vector<double> l,l_diag; + for (int j = 0; j < n; j++){ + + double px = diagram[j].first; double py = diagram[j].second; + double proj_diag = (px+py)/2; + + l.push_back ( px * cos(-pi/2+i*step) + py * sin(-pi/2+i*step) ); + l_diag.push_back ( proj_diag * cos(-pi/2+i*step) + proj_diag * sin(-pi/2+i*step) ); + } + + std::sort(l.begin(), l.end()); std::sort(l_diag.begin(), l_diag.end()); + projections.push_back(l); projections_diagonal.push_back(l_diag); + + } + + } + + } + + /** \brief Sliced Wasserstein kernel constructor. + * \ingroup Sliced_Wasserstein + * + * @param[in] _diagram persistence diagram. + * @param[in] _sigma bandwidth parameter. + * @param[in] _approx number of directions used to approximate the integral in the Sliced Wasserstein distance, set to -1 for exact computation. + * + */ + Sliced_Wasserstein(const Persistence_diagram & _diagram, double _sigma = 1.0, int _approx = 100){diagram = _diagram; approx = _approx; sigma = _sigma; build_rep();} + + // ********************************** + // Utils. + // ********************************** + + // Compute the angle formed by two points of a PD + double compute_angle(const Persistence_diagram & diag, int i, int j) const { + std::pair<double,double> vect; double x1,y1, x2,y2; + x1 = diag[i].first; y1 = diag[i].second; + x2 = diag[j].first; y2 = diag[j].second; + if (y1 - y2 > 0){ + vect.first = y1 - y2; + vect.second = x2 - x1;} + else{ + if(y1 - y2 < 0){ + vect.first = y2 - y1; + vect.second = x1 - x2; + } + else{ + vect.first = 0; + vect.second = abs(x1 - x2);} + } + double norm = std::sqrt(vect.first*vect.first + vect.second*vect.second); + return asin(vect.second/norm); + } + + // Compute the integral of |cos()| between alpha and beta, valid only if alpha is in [-pi,pi] and beta-alpha is in [0,pi] + double compute_int_cos(double alpha, double beta) const { + double res = 0; + if (alpha >= 0 && alpha <= pi){ + if (cos(alpha) >= 0){ + if(pi/2 <= beta){res = 2-sin(alpha)-sin(beta);} + else{res = sin(beta)-sin(alpha);} + } + else{ + if(1.5*pi <= beta){res = 2+sin(alpha)+sin(beta);} + else{res = sin(alpha)-sin(beta);} + } + } + if (alpha >= -pi && alpha <= 0){ + if (cos(alpha) <= 0){ + if(-pi/2 <= beta){res = 2+sin(alpha)+sin(beta);} + else{res = sin(alpha)-sin(beta);} + } + else{ + if(pi/2 <= beta){res = 2-sin(alpha)-sin(beta);} + else{res = sin(beta)-sin(alpha);} + } + } + return res; + } + + double compute_int(double theta1, double theta2, int p, int q, const Persistence_diagram & diag1, const Persistence_diagram & diag2) const { + double norm = std::sqrt( (diag1[p].first-diag2[q].first)*(diag1[p].first-diag2[q].first) + (diag1[p].second-diag2[q].second)*(diag1[p].second-diag2[q].second) ); + double angle1; + if (diag1[p].first > diag2[q].first) + angle1 = theta1 - asin( (diag1[p].second-diag2[q].second)/norm ); + else + angle1 = theta1 - asin( (diag2[q].second-diag1[p].second)/norm ); + double angle2 = angle1 + theta2 - theta1; + double integral = compute_int_cos(angle1,angle2); + return norm*integral; + } + + + + + // ********************************** + // Scalar product + distance. + // ********************************** + + /** \brief Evaluation of the Sliced Wasserstein Distance between a pair of diagrams. + * \ingroup Sliced_Wasserstein + * + * @pre approx attribute needs to be the same for both instances. + * @param[in] second other instance of class Sliced_Wasserstein. + * + * + */ + double compute_sliced_wasserstein_distance(const Sliced_Wasserstein & second) const { + + GUDHI_CHECK(this->approx != second.approx, std::invalid_argument("Error: different approx values for representations")); + + Persistence_diagram diagram1 = this->diagram; Persistence_diagram diagram2 = second.diagram; double sw = 0; + + if(this->approx == -1){ + + // Add projections onto diagonal. + int n1, n2; n1 = diagram1.size(); n2 = diagram2.size(); double max_ordinate = std::numeric_limits<double>::lowest(); + for (int i = 0; i < n2; i++){ + max_ordinate = std::max(max_ordinate, diagram2[i].second); + diagram1.emplace_back( (diagram2[i].first+diagram2[i].second)/2, (diagram2[i].first+diagram2[i].second)/2 ); + } + for (int i = 0; i < n1; i++){ + max_ordinate = std::max(max_ordinate, diagram1[i].second); + diagram2.emplace_back( (diagram1[i].first+diagram1[i].second)/2, (diagram1[i].first+diagram1[i].second)/2 ); + } + int num_pts_dgm = diagram1.size(); + + // Slightly perturb the points so that the PDs are in generic positions. + int mag = 0; while(max_ordinate > 10){mag++; max_ordinate/=10;} + double thresh = pow(10,-5+mag); + srand(time(NULL)); + for (int i = 0; i < num_pts_dgm; i++){ + diagram1[i].first += thresh*(1.0-2.0*rand()/RAND_MAX); diagram1[i].second += thresh*(1.0-2.0*rand()/RAND_MAX); + diagram2[i].first += thresh*(1.0-2.0*rand()/RAND_MAX); diagram2[i].second += thresh*(1.0-2.0*rand()/RAND_MAX); + } + + // Compute all angles in both PDs. + std::vector<std::pair<double, std::pair<int,int> > > angles1, angles2; + for (int i = 0; i < num_pts_dgm; i++){ + for (int j = i+1; j < num_pts_dgm; j++){ + double theta1 = compute_angle(diagram1,i,j); double theta2 = compute_angle(diagram2,i,j); + angles1.emplace_back(theta1, std::pair<int,int>(i,j)); + angles2.emplace_back(theta2, std::pair<int,int>(i,j)); + } + } + + // Sort angles. + std::sort(angles1.begin(), angles1.end(), [=](const std::pair<double, std::pair<int,int> >& p1, const std::pair<double, std::pair<int,int> >& p2){return (p1.first < p2.first);}); + std::sort(angles2.begin(), angles2.end(), [=](const std::pair<double, std::pair<int,int> >& p1, const std::pair<double, std::pair<int,int> >& p2){return (p1.first < p2.first);}); + + // Initialize orders of the points of both PDs (given by ordinates when theta = -pi/2). + std::vector<int> orderp1, orderp2; + for (int i = 0; i < num_pts_dgm; i++){ orderp1.push_back(i); orderp2.push_back(i); } + std::sort( orderp1.begin(), orderp1.end(), [=](int i, int j){ if(diagram1[i].second != diagram1[j].second) return (diagram1[i].second < diagram1[j].second); else return (diagram1[i].first > diagram1[j].first); } ); + std::sort( orderp2.begin(), orderp2.end(), [=](int i, int j){ if(diagram2[i].second != diagram2[j].second) return (diagram2[i].second < diagram2[j].second); else return (diagram2[i].first > diagram2[j].first); } ); + + // Find the inverses of the orders. + std::vector<int> order1(num_pts_dgm); std::vector<int> order2(num_pts_dgm); + for(int i = 0; i < num_pts_dgm; i++) for (int j = 0; j < num_pts_dgm; j++) if(orderp1[j] == i){ order1[i] = j; break; } + for(int i = 0; i < num_pts_dgm; i++) for (int j = 0; j < num_pts_dgm; j++) if(orderp2[j] == i){ order2[i] = j; break; } + + // Record all inversions of points in the orders as theta varies along the positive half-disk. + std::vector<std::vector<std::pair<int,double> > > anglePerm1(num_pts_dgm); + std::vector<std::vector<std::pair<int,double> > > anglePerm2(num_pts_dgm); + + int m1 = angles1.size(); + for (int i = 0; i < m1; i++){ + double theta = angles1[i].first; int p = angles1[i].second.first; int q = angles1[i].second.second; + anglePerm1[order1[p]].emplace_back(p,theta); + anglePerm1[order1[q]].emplace_back(q,theta); + int a = order1[p]; int b = order1[q]; order1[p] = b; order1[q] = a; + } + + int m2 = angles2.size(); + for (int i = 0; i < m2; i++){ + double theta = angles2[i].first; int p = angles2[i].second.first; int q = angles2[i].second.second; + anglePerm2[order2[p]].emplace_back(p,theta); + anglePerm2[order2[q]].emplace_back(q,theta); + int a = order2[p]; int b = order2[q]; order2[p] = b; order2[q] = a; + } + + for (int i = 0; i < num_pts_dgm; i++){ + anglePerm1[order1[i]].emplace_back(i,pi/2); + anglePerm2[order2[i]].emplace_back(i,pi/2); + } + + // Compute the SW distance with the list of inversions. + for (int i = 0; i < num_pts_dgm; i++){ + std::vector<std::pair<int,double> > u,v; u = anglePerm1[i]; v = anglePerm2[i]; + double theta1, theta2; theta1 = -pi/2; + unsigned int ku, kv; ku = 0; kv = 0; theta2 = std::min(u[ku].second,v[kv].second); + while(theta1 != pi/2){ + if(diagram1[u[ku].first].first != diagram2[v[kv].first].first || diagram1[u[ku].first].second != diagram2[v[kv].first].second) + if(theta1 != theta2) + sw += compute_int(theta1, theta2, u[ku].first, v[kv].first, diagram1, diagram2); + theta1 = theta2; + if ( (theta2 == u[ku].second) && ku < u.size()-1 ) ku++; + if ( (theta2 == v[kv].second) && kv < v.size()-1 ) kv++; + theta2 = std::min(u[ku].second, v[kv].second); + } + } + } + + + else{ + + double step = pi/this->approx; + for (int i = 0; i < this->approx; i++){ + + std::vector<double> v1; std::vector<double> l1 = this->projections[i]; std::vector<double> l1bis = second.projections_diagonal[i]; std::merge(l1.begin(), l1.end(), l1bis.begin(), l1bis.end(), std::back_inserter(v1)); + std::vector<double> v2; std::vector<double> l2 = second.projections[i]; std::vector<double> l2bis = this->projections_diagonal[i]; std::merge(l2.begin(), l2.end(), l2bis.begin(), l2bis.end(), std::back_inserter(v2)); + int n = v1.size(); double f = 0; + for (int j = 0; j < n; j++) f += std::abs(v1[j] - v2[j]); + sw += f*step; + + } + } + + return sw/pi; + } + + /** \brief Evaluation of the kernel on a pair of diagrams. + * \ingroup Sliced_Wasserstein + * + * @pre approx and sigma attributes need to be the same for both instances. + * @param[in] second other instance of class Sliced_Wasserstein. + * + */ + double compute_scalar_product(const Sliced_Wasserstein & second) const { + GUDHI_CHECK(this->sigma != second.sigma, std::invalid_argument("Error: different sigma values for representations")); + return std::exp(-compute_sliced_wasserstein_distance(second)/(2*this->sigma*this->sigma)); + } + + /** \brief Evaluation of the distance between images of diagrams in the Hilbert space of the kernel. + * \ingroup Sliced_Wasserstein + * + * @pre approx and sigma attributes need to be the same for both instances. + * @param[in] second other instance of class Sliced_Wasserstein. + * + */ + double distance(const Sliced_Wasserstein & second) const { + GUDHI_CHECK(this->sigma != second.sigma, std::invalid_argument("Error: different sigma values for representations")); + return std::pow(this->compute_scalar_product(*this) + second.compute_scalar_product(second)-2*this->compute_scalar_product(second), 0.5); + } + + + + +}; // class Sliced_Wasserstein +} // namespace Persistence_representations +} // namespace Gudhi + +#endif // SLICED_WASSERSTEIN_H_ diff --git a/src/Persistence_representations/include/gudhi/common_persistence_representations.h b/src/Persistence_representations/include/gudhi/common_persistence_representations.h index 3d03f1f6..66ed3bf8 100644 --- a/src/Persistence_representations/include/gudhi/common_persistence_representations.h +++ b/src/Persistence_representations/include/gudhi/common_persistence_representations.h @@ -26,17 +26,43 @@ #include <utility> #include <string> #include <cmath> +#include <boost/math/constants/constants.hpp> + + namespace Gudhi { namespace Persistence_representations { // this file contain an implementation of some common procedures used in Persistence_representations. +static constexpr double pi = boost::math::constants::pi<double>(); + + +/** + * In this module, we use the name Persistence_diagram for the representation of a diagram in a vector of pairs of two double. + */ +using Persistence_diagram = std::vector<std::pair<double, double> >; + +/** + * In this module, we use the name Weight for the representation of a function taking a pair of two double and returning a double. + */ +using Weight = std::function<double (std::pair<double, double>) >; +using Kernel = std::function<double (std::pair<double, double>, std::pair<double, double> )>; + +Kernel Gaussian_kernel(double sigma){ + return [=](std::pair<double, double> p, std::pair<double, double> q){return (1.0 / (std::sqrt(2*pi)*sigma)) * std::exp( -((p.first-q.first)*(p.first-q.first) + (p.second-q.second)*(p.second-q.second)) / (2*sigma*sigma) );}; +} + +Kernel polynomial_kernel(double c, double d){ + return [=](std::pair<double, double> p, std::pair<double, double> q){return std::pow( p.first*q.first + p.second*q.second + c, d);}; +} + + // double epsi = std::numeric_limits<double>::epsilon(); double epsi = 0.000005; /** * A procedure used to compare doubles. Typically given two doubles A and B, comparing A == B is not good idea. In this - *case, we use the procedure almostEqual with the epsi defined at + * case, we use the procedure almostEqual with the epsi defined at * the top of the file. Setting up the epsi gives the user a tolerance on what should be consider equal. **/ inline bool almost_equal(double a, double b) { @@ -53,8 +79,7 @@ double birth_plus_deaths(std::pair<double, double> a) { return a.first + a.secon // landscapes /** - * Given two points in R^2, the procedure compute the parameters A and B of the line y = Ax + B that crosses those two - *points. + * Given two points in R^2, the procedure compute the parameters A and B of the line y = Ax + B that crosses those two points. **/ std::pair<double, double> compute_parameters_of_a_line(std::pair<double, double> p1, std::pair<double, double> p2) { double a = (p2.second - p1.second) / (p2.first - p1.first); @@ -64,8 +89,7 @@ std::pair<double, double> compute_parameters_of_a_line(std::pair<double, double> // landscapes /** - * This procedure given two points which lies on the opposite sides of x axis, compute x for which the line connecting - *those two points crosses x axis. + * This procedure given two points which lies on the opposite sides of x axis, compute x for which the line connecting those two points crosses x axis. **/ double find_zero_of_a_line_segment_between_those_two_points(std::pair<double, double> p1, std::pair<double, double> p2) { @@ -89,8 +113,7 @@ double find_zero_of_a_line_segment_between_those_two_points(std::pair<double, do // landscapes /** * This method provides a comparison of points that is used in construction of persistence landscapes. The ordering is - *lexicographical for the first coordinate, and reverse-lexicographical for the - * second coordinate. + * lexicographical for the first coordinate, and reverse-lexicographical for the second coordinate. **/ bool compare_points_sorting(std::pair<double, double> f, std::pair<double, double> s) { if (f.first < s.first) { diff --git a/src/Persistence_representations/test/CMakeLists.txt b/src/Persistence_representations/test/CMakeLists.txt index 5e2b6910..fb650485 100644 --- a/src/Persistence_representations/test/CMakeLists.txt +++ b/src/Persistence_representations/test/CMakeLists.txt @@ -34,6 +34,11 @@ target_link_libraries(Read_persistence_from_file_test_unit ${Boost_UNIT_TEST_FRA gudhi_add_coverage_test(Read_persistence_from_file_test_unit) +add_executable ( kernels_unit kernels.cpp ) +target_link_libraries(kernels_unit ${Boost_UNIT_TEST_FRAMEWORK_LIBRARY}) + +gudhi_add_coverage_test(kernels_unit) + if (NOT CGAL_WITH_EIGEN3_VERSION VERSION_LESS 4.8.1) add_executable (Persistence_intervals_with_distances_test_unit persistence_intervals_with_distances_test.cpp ) target_link_libraries(Persistence_intervals_with_distances_test_unit ${Boost_UNIT_TEST_FRAMEWORK_LIBRARY}) diff --git a/src/Persistence_representations/test/kernels.cpp b/src/Persistence_representations/test/kernels.cpp new file mode 100644 index 00000000..c95e8086 --- /dev/null +++ b/src/Persistence_representations/test/kernels.cpp @@ -0,0 +1,55 @@ +/* This file is part of the Gudhi Library. The Gudhi library + * (Geometric Understanding in Higher Dimensions) is a generic C++ + * library for computational topology. + * + * Author(s): Mathieu Carrière + * + * Copyright (C) 2018 INRIA + * + * This program is free software: you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation, either version 3 of the License, or + * (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program. If not, see <http://www.gnu.org/licenses/>. + */ + +#define BOOST_TEST_DYN_LINK +#define BOOST_TEST_MODULE "kernel" + +#include <boost/test/unit_test.hpp> +#include <cmath> // float comparison +#include <limits> +#include <string> +#include <vector> +#include <algorithm> // std::max +#include <gudhi/Persistence_heat_maps.h> +#include <gudhi/common_persistence_representations.h> +#include <gudhi/Sliced_Wasserstein.h> +#include <gudhi/distance_functions.h> +#include <gudhi/reader_utils.h> + +using constant_scaling_function = Gudhi::Persistence_representations::constant_scaling_function; +using SW = Gudhi::Persistence_representations::Sliced_Wasserstein; +using PWG = Gudhi::Persistence_representations::Persistence_heat_maps<constant_scaling_function>; +using Persistence_diagram = std::vector<std::pair<double,double> >; + +BOOST_AUTO_TEST_CASE(check_PWG) { + Persistence_diagram v1, v2; v1.emplace_back(0,1); v2.emplace_back(0,2); + PWG pwg1(v1, Gudhi::Persistence_representations::Gaussian_kernel(1.0)); + PWG pwg2(v2, Gudhi::Persistence_representations::Gaussian_kernel(1.0)); + BOOST_CHECK(std::abs(pwg1.compute_scalar_product(pwg2) - std::exp(-0.5)/(std::sqrt(2*Gudhi::Persistence_representations::pi))) <= 1e-3); +} + +BOOST_AUTO_TEST_CASE(check_SW) { + Persistence_diagram v1, v2; v1.emplace_back(0,1); v2.emplace_back(0,2); + SW sw1(v1, 1.0, 100); SW swex1(v1, 1.0, -1); + SW sw2(v2, 1.0, 100); SW swex2(v2, 1.0, -1); + BOOST_CHECK(std::abs(sw1.compute_scalar_product(sw2) - swex1.compute_scalar_product(swex2)) <= 1e-1); +} diff --git a/src/cmake/modules/GUDHI_modules.cmake b/src/cmake/modules/GUDHI_modules.cmake index f95d0c34..205ee8a1 100644 --- a/src/cmake/modules/GUDHI_modules.cmake +++ b/src/cmake/modules/GUDHI_modules.cmake @@ -16,8 +16,8 @@ function(add_gudhi_module file_path) endfunction(add_gudhi_module) -option(WITH_GUDHI_BENCHMARK "Activate/desactivate benchmark compilation" OFF) -option(WITH_GUDHI_EXAMPLE "Activate/desactivate examples compilation and installation" OFF) +option(WITH_GUDHI_BENCHMARK "Activate/desactivate benchmark compilation" ON) +option(WITH_GUDHI_EXAMPLE "Activate/desactivate examples compilation and installation" ON) option(WITH_GUDHI_PYTHON "Activate/desactivate python module compilation and installation" ON) option(WITH_GUDHI_TEST "Activate/desactivate examples compilation and installation" ON) option(WITH_GUDHI_UTILITIES "Activate/desactivate utilities compilation and installation" ON) diff --git a/src/cython/gudhi.pyx.in b/src/cython/gudhi.pyx.in index 56a72b04..20add9b6 100644 --- a/src/cython/gudhi.pyx.in +++ b/src/cython/gudhi.pyx.in @@ -36,6 +36,8 @@ include '@CMAKE_CURRENT_SOURCE_DIR@/cython/persistence_graphical_tools.py' include '@CMAKE_CURRENT_SOURCE_DIR@/cython/reader_utils.pyx' include '@CMAKE_CURRENT_SOURCE_DIR@/cython/witness_complex.pyx' include '@CMAKE_CURRENT_SOURCE_DIR@/cython/strong_witness_complex.pyx' +include '@CMAKE_CURRENT_SOURCE_DIR@/cython/kernels.pyx' +include '@CMAKE_CURRENT_SOURCE_DIR@/cython/vectors.pyx' @GUDHI_CYTHON_ALPHA_COMPLEX@ @GUDHI_CYTHON_EUCLIDEAN_WITNESS_COMPLEX@ @GUDHI_CYTHON_SUBSAMPLING@ |