/* 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 . */ #ifndef PERSISTENCE_WEIGHTED_GAUSSIAN_H_ #define PERSISTENCE_WEIGHTED_GAUSSIAN_H_ // gudhi include #include #include // standard include #include #include #include #include #include #include #include #include #include #include using PD = std::vector >; using Weight = std::function) >; namespace Gudhi { namespace Persistence_representations { /** * \class Persistence_weighted_gaussian gudhi/Persistence_weighted_gaussian.h * \brief A class implementing the Persistence Weighted Gaussian Kernel and a specific case of it called the Persistence Scale Space Kernel. * * \ingroup Persistence_representations * * \details * The Persistence Weighted Gaussian Kernel is built with Gaussian Kernel Mean Embedding, meaning that each persistence diagram is first * sent to the Hilbert space of a Gaussian kernel with bandwidth parameter \f$\sigma >0\f$ using a weighted mean embedding \f$\Phi\f$: * * \f$ \Phi\,:\,D\,\rightarrow\,\sum_{p\in D}\,w(p)\,{\rm exp}\left(-\frac{\|p-\cdot\|_2^2}{2\sigma^2}\right) \f$, * * Usually, the weight function is chosen to be an arctan function of the distance of the point to the diagonal: * \f$w(p) = {\rm arctan}(C\,|y-x|^\alpha)\f$, for some parameters \f$C,\alpha >0\f$. * Then, their scalar product in this space is computed: * * \f$ k(D_1,D_2)=\langle\Phi(D_1),\Phi(D_2)\rangle * \,=\,\sum_{p\in D_1}\,\sum_{q\in D_2}\,w(p)\,w(q)\,{\rm exp}\left(-\frac{\|p-q\|_2^2}{2\sigma^2}\right).\f$ * * Note that one may apply a second Gaussian kernel to their distance in this space and still get a kernel. * * It follows that the computation time is \f$O(n^2)\f$ where \f$n\f$ is the number of points * in the diagrams. This time can be improved by computing approximations of the kernel * with \f$m\f$ Fourier features \cite Rahimi07randomfeatures. In that case, the computation time becomes \f$O(mn)\f$. * * The Persistence Scale Space Kernel is a Persistence Weighted Gaussian Kernel between modified diagrams: * the symmetric of each point with respect to the diagonal is first added in each diagram, and then the weight function * is set to be +1 if the point is above the diagonal and -1 otherwise. * * For more details, please consult Persistence Weighted Kernel for Topological Data Analysis\cite Kusano_Fukumizu_Hiraoka_PWGK * and A Stable Multi-Scale Kernel for Topological Machine Learning\cite Reininghaus_Huber_ALL_PSSK . * It implements the following concepts: Topological_data_with_distances, Topological_data_with_scalar_product. * **/ class Persistence_weighted_gaussian{ protected: PD diagram; Weight weight; double sigma; int approx; public: /** \brief Persistence Weighted Gaussian Kernel constructor. * \ingroup Persistence_weighted_gaussian * * @param[in] _diagram persistence diagram. * @param[in] _sigma bandwidth parameter of the Gaussian Kernel used for the Kernel Mean Embedding of the diagrams. * @param[in] _approx number of random Fourier features in case of approximate computation, set to -1 for exact computation. * @param[in] _weight weight function for the points in the diagrams. * */ Persistence_weighted_gaussian(PD _diagram, double _sigma = 1.0, int _approx = 1000, Weight _weight = arctan_weight(1,1)){diagram = _diagram; sigma = _sigma; approx = _approx; weight = _weight;} PD get_diagram() const {return this->diagram;} double get_sigma() const {return this->sigma;} int get_approx() const {return this->approx;} Weight get_weight() const {return this->weight;} // ********************************** // Utils. // ********************************** /** \brief Specific weight of Persistence Scale Space Kernel. * \ingroup Persistence_weighted_gaussian * * @param[in] p point in 2D. * */ static double pss_weight(std::pair p) {if(p.second > p.first) return 1; else return -1;} static double linear_weight(std::pair p) {return std::abs(p.second - p.first);} static double const_weight(std::pair p) {return 1;} static std::function) > arctan_weight(double C, double power) {return [=](std::pair p){return C * atan(std::pow(std::abs(p.second - p.first), power));};} std::vector > Fourier_feat(PD diag, std::vector > z, Weight weight = arctan_weight(1,1)){ int md = diag.size(); std::vector > b; int mz = z.size(); for(int i = 0; i < mz; i++){ double d1 = 0; double d2 = 0; double zx = z[i].first; double zy = z[i].second; for(int j = 0; j < md; j++){ double x = diag[j].first; double y = diag[j].second; d1 += weight(diag[j])*cos(x*zx + y*zy); d2 += weight(diag[j])*sin(x*zx + y*zy); } b.emplace_back(d1,d2); } return b; } std::vector > random_Fourier(double sigma, int m = 1000){ std::normal_distribution distrib(0,1); std::vector > z; std::random_device rd; for(int i = 0; i < m; i++){ std::mt19937 e1(rd()); std::mt19937 e2(rd()); double zx = distrib(e1); double zy = distrib(e2); z.emplace_back(zx/sigma,zy/sigma); } return z; } // ********************************** // Scalar product + distance. // ********************************** /** \brief Evaluation of the kernel on a pair of diagrams. * \ingroup Persistence_weighted_gaussian * * @param[in] second other instance of class Persistence_weighted_gaussian. Warning: sigma, approx and weight parameters need to be the same for both instances!!! * */ double compute_scalar_product(Persistence_weighted_gaussian second){ PD diagram1 = this->diagram; PD diagram2 = second.diagram; if(this->approx == -1){ int num_pts1 = diagram1.size(); int num_pts2 = diagram2.size(); double k = 0; for(int i = 0; i < num_pts1; i++) for(int j = 0; j < num_pts2; j++) k += this->weight(diagram1[i])*this->weight(diagram2[j])*exp(-((diagram1[i].first - diagram2[j].first) * (diagram1[i].first - diagram2[j].first) + (diagram1[i].second - diagram2[j].second) * (diagram1[i].second - diagram2[j].second)) /(2*this->sigma*this->sigma)); return k; } else{ std::vector > z = random_Fourier(this->sigma, this->approx); std::vector > b1 = Fourier_feat(diagram1,z,this->weight); std::vector > b2 = Fourier_feat(diagram2,z,this->weight); double d = 0; for(int i = 0; i < this->approx; i++) d += b1[i].first*b2[i].first + b1[i].second*b2[i].second; return d/this->approx; } } /** \brief Evaluation of the distance between images of diagrams in the Hilbert space of the kernel. * \ingroup Persistence_weighted_gaussian * * @param[in] second other instance of class Persistence_weighted_gaussian. Warning: sigma, approx and weight parameters need to be the same for both instances!!! * */ double distance(Persistence_weighted_gaussian second) { if(this->sigma != second.get_sigma() || this->approx != second.get_approx()){ std::cout << "Error: different representations!" << std::endl; return 0; } else return std::pow(this->compute_scalar_product(*this) + second.compute_scalar_product(second)-2*this->compute_scalar_product(second), 0.5); } }; } // namespace Persistence_weighted_gaussian } // namespace Gudhi #endif // PERSISTENCE_WEIGHTED_GAUSSIAN_H_