diff options
Diffstat (limited to 'src')
-rw-r--r-- | src/python/CMakeLists.txt | 4 | ||||
-rw-r--r-- | src/python/gudhi/wasserstein/wasserstein.py | 67 | ||||
-rwxr-xr-x | src/python/test/test_wasserstein_distance.py | 38 |
3 files changed, 94 insertions, 15 deletions
diff --git a/src/python/CMakeLists.txt b/src/python/CMakeLists.txt index 4771cef9..d712e189 100644 --- a/src/python/CMakeLists.txt +++ b/src/python/CMakeLists.txt @@ -467,7 +467,9 @@ if(PYTHONINTERP_FOUND) # Wasserstein if(OT_FOUND AND PYBIND11_FOUND) - add_gudhi_py_test(test_wasserstein_distance) + if(TORCH_FOUND AND EAGERPY_FOUND) + add_gudhi_py_test(test_wasserstein_distance) + endif() add_gudhi_py_test(test_wasserstein_barycenter) endif() diff --git a/src/python/gudhi/wasserstein/wasserstein.py b/src/python/gudhi/wasserstein/wasserstein.py index efc851a0..89ecab1c 100644 --- a/src/python/gudhi/wasserstein/wasserstein.py +++ b/src/python/gudhi/wasserstein/wasserstein.py @@ -64,17 +64,31 @@ def _build_dist_matrix(X, Y, order, internal_p): return Cf -def _perstot(X, order, internal_p): +def _perstot_autodiff(X, order, internal_p): + ''' + Version of _perstot that works on eagerpy tensors. + ''' + return _dist_to_diag(X, internal_p).norms.lp(order) + +def _perstot(X, order, internal_p, enable_autodiff): ''' :param X: (n x 2) numpy.array (points of a given diagram). :param order: exponent for Wasserstein. Default value is 2. :param internal_p: Ground metric on the (upper-half) plane (i.e. norm L^p in R^2); Default value is 2 (Euclidean norm). + :param enable_autodiff: If X is torch.tensor, tensorflow.Tensor or jax.numpy.ndarray, make the computation + transparent to automatic differentiation. + :type enable_autodiff: bool :returns: float, the total persistence of the diagram (that is, its distance to the empty diagram). ''' - return np.linalg.norm(_dist_to_diag(X, internal_p), ord=order) + if enable_autodiff: + import eagerpy as ep + + return _perstot_autodiff(ep.astensor(X), order, internal_p).raw + else: + return np.linalg.norm(_dist_to_diag(X, internal_p), ord=order) -def wasserstein_distance(X, Y, matching=False, order=2., internal_p=2.): +def wasserstein_distance(X, Y, matching=False, order=2., internal_p=2., enable_autodiff=False): ''' :param X: (n x 2) numpy.array encoding the (finite points of the) first diagram. Must not contain essential points (i.e. with infinite coordinate). @@ -85,6 +99,13 @@ def wasserstein_distance(X, Y, matching=False, order=2., internal_p=2.): :param order: exponent for Wasserstein; Default value is 2. :param internal_p: Ground metric on the (upper-half) plane (i.e. norm L^p in R^2); Default value is 2 (Euclidean norm). + :param enable_autodiff: If X and Y are torch.tensor, tensorflow.Tensor or jax.numpy.ndarray, make the computation + transparent to automatic differentiation. This requires the package EagerPy and is currently incompatible + with `matching=True`. + + .. note:: This considers the function defined on the coordinates of the off-diagonal points of X and Y + and lets the various frameworks compute its gradient. It never pulls new points from the diagonal. + :type enable_autodiff: bool :returns: the Wasserstein distance of order q (1 <= q < infinity) between persistence diagrams with respect to the internal_p-norm as ground metric. If matching is set to True, also returns the optimal matching between X and Y. @@ -93,23 +114,31 @@ def wasserstein_distance(X, Y, matching=False, order=2., internal_p=2.): m = len(Y) # handle empty diagrams - if X.size == 0: - if Y.size == 0: + if n == 0: + if m == 0: if not matching: + # What if enable_autodiff? return 0. else: return 0., np.array([]) else: if not matching: - return _perstot(Y, order, internal_p) + return _perstot(Y, order, internal_p, enable_autodiff) else: - return _perstot(Y, order, internal_p), np.array([[-1, j] for j in range(m)]) - elif Y.size == 0: + return _perstot(Y, order, internal_p, enable_autodiff), np.array([[-1, j] for j in range(m)]) + elif m == 0: if not matching: - return _perstot(X, order, internal_p) + return _perstot(X, order, internal_p, enable_autodiff) else: - return _perstot(X, order, internal_p), np.array([[i, -1] for i in range(n)]) + return _perstot(X, order, internal_p, enable_autodiff), np.array([[i, -1] for i in range(n)]) + if enable_autodiff: + import eagerpy as ep + + X_orig = ep.astensor(X) + Y_orig = ep.astensor(Y) + X = X_orig.numpy() + Y = Y_orig.numpy() M = _build_dist_matrix(X, Y, order=order, internal_p=internal_p) a = np.ones(n+1) # weight vector of the input diagram. Uniform here. a[-1] = m @@ -117,6 +146,7 @@ def wasserstein_distance(X, Y, matching=False, order=2., internal_p=2.): b[-1] = n if matching: + assert not enable_autodiff, "matching and enable_autodiff are currently incompatible" P = ot.emd(a=a,b=b,M=M, numItermax=2000000) ot_cost = np.sum(np.multiply(P,M)) P[-1, -1] = 0 # Remove matching corresponding to the diagonal @@ -126,6 +156,23 @@ def wasserstein_distance(X, Y, matching=False, order=2., internal_p=2.): match[:,1][match[:,1] >= m] = -1 return ot_cost ** (1./order) , match + if enable_autodiff: + P = ot.emd(a=a, b=b, M=M, numItermax=2000000) + pairs_X_Y = np.argwhere(P[:-1, :-1]) + pairs_X_diag = np.nonzero(P[:-1, -1]) + pairs_Y_diag = np.nonzero(P[-1, :-1]) + dists = [] + # empty arrays are not handled properly by the helpers, so we avoid calling them + if len(pairs_X_Y): + dists.append((Y_orig[pairs_X_Y[:, 1]] - X_orig[pairs_X_Y[:, 0]]).norms.lp(internal_p, axis=-1).norms.lp(order)) + if len(pairs_X_diag): + dists.append(_perstot_autodiff(X_orig[pairs_X_diag], order, internal_p)) + if len(pairs_Y_diag): + dists.append(_perstot_autodiff(Y_orig[pairs_Y_diag], order, internal_p)) + dists = [dist.reshape(1) for dist in dists] + return ep.concatenate(dists).norms.lp(order).raw + # We can also concatenate the 3 vectors to compute just one norm. + # Comptuation of the otcost using the ot.emd2 library. # Note: it is the Wasserstein distance to the power q. # The default numItermax=100000 is not sufficient for some examples with 5000 points, what is a good value? diff --git a/src/python/test/test_wasserstein_distance.py b/src/python/test/test_wasserstein_distance.py index 1a4acc1d..90d26809 100755 --- a/src/python/test/test_wasserstein_distance.py +++ b/src/python/test/test_wasserstein_distance.py @@ -80,14 +80,44 @@ def _basic_wasserstein(wasserstein_distance, delta, test_infinity=True, test_mat -def hera_wrap(delta): +def hera_wrap(**extra): def fun(*kargs,**kwargs): - return hera(*kargs,**kwargs,delta=delta) + return hera(*kargs,**kwargs,**extra) + return fun + +def pot_wrap(**extra): + def fun(*kargs,**kwargs): + return pot(*kargs,**kwargs,**extra) return fun def test_wasserstein_distance_pot(): _basic_wasserstein(pot, 1e-15, test_infinity=False, test_matching=True) + _basic_wasserstein(pot_wrap(enable_autodiff=True), 1e-15, test_infinity=False, test_matching=False) def test_wasserstein_distance_hera(): - _basic_wasserstein(hera_wrap(1e-12), 1e-12, test_matching=False) - _basic_wasserstein(hera_wrap(.1), .1, test_matching=False) + _basic_wasserstein(hera_wrap(delta=1e-12), 1e-12, test_matching=False) + _basic_wasserstein(hera_wrap(delta=.1), .1, test_matching=False) + +def test_wasserstein_distance_grad(): + import torch + + diag1 = torch.tensor([[2.7, 3.7], [9.6, 14.0], [34.2, 34.974]], requires_grad=True) + diag2 = torch.tensor([[2.8, 4.45], [9.5, 14.1]], requires_grad=True) + diag3 = torch.tensor([[2.8, 4.45], [9.5, 14.1]], requires_grad=True) + assert diag1.grad is None and diag2.grad is None and diag3.grad is None + dist12 = pot(diag1, diag2, internal_p=2, order=2, enable_autodiff=True) + dist30 = pot(diag3, torch.tensor([]), internal_p=2, order=2, enable_autodiff=True) + dist12.backward() + dist30.backward() + assert not torch.isnan(diag1.grad).any() and not torch.isnan(diag2.grad).any() and not torch.isnan(diag3.grad).any() + diag4 = torch.tensor([[0., 10.]], requires_grad=True) + diag5 = torch.tensor([[1., 11.], [3., 4.]], requires_grad=True) + dist45 = pot(diag4, diag5, internal_p=1, order=1, enable_autodiff=True) + assert dist45 == 3. + dist45.backward() + assert np.array_equal(diag4.grad, [[-1., -1.]]) + assert np.array_equal(diag5.grad, [[1., 1.], [-1., 1.]]) + diag6 = torch.tensor([[5., 10.]], requires_grad=True) + pot(diag6, diag6, internal_p=2, order=2, enable_autodiff=True).backward() + # https://github.com/jonasrauber/eagerpy/issues/6 + # assert np.array_equal(diag6.grad, [[0., 0.]]) |