/* 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 SLICED_WASSERSTEIN_H_ #define SLICED_WASSERSTEIN_H_ // gudhi include #include #include #include namespace Gudhi { namespace Persistence_representations { /** * \class Sliced_Wasserstein gudhi/Sliced_Wasserstein.h * \brief A class implementing the Sliced Wasserstein kernel. * * \ingroup Persistence_representations * * \details * In this class, we compute infinite-dimensional representations of persistence diagrams by using the * Sliced Wasserstein kernel (see \ref sec_persistence_kernels for more details on kernels). We recall that infinite-dimensional * representations are defined implicitly, so only scalar products and distances are available for the representations defined in this class. * 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 > projections, projections_diagonal; // ********************************** // Utils. // ********************************** 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 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(std::move(l)); projections_diagonal.push_back(std::move(l_diag)); } diagram.clear(); } } // Compute the angle formed by two points of a PD double compute_angle(const Persistence_diagram & diag, int i, int j) const { if(diag[i].second == diag[j].second) return pi/2; else return atan((diag[j].first-diag[i].first)/(diag[i].second-diag[j].second)); } // 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 - pi/2; else angle1 = theta1 - atan((diag1[p].second-diag2[q].second)/(diag1[p].first-diag2[q].first)); double angle2 = angle1 + theta2 - theta1; double integral = compute_int_cos(angle1,angle2); return norm*integral; } // Evaluation of the Sliced Wasserstein Distance between a pair of diagrams. 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 = 0; double max_abscissa = 0; for (int i = 0; i < n2; i++){ max_ordinate = std::max(max_ordinate, std::abs(diagram2[i].second)); max_abscissa = std::max(max_abscissa, std::abs(diagram2[i].first)); 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, std::abs(diagram1[i].second)); max_abscissa = std::max(max_abscissa, std::abs(diagram1[i].first)); 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. double thresh_y = max_ordinate * 0.00001; double thresh_x = max_abscissa * 0.00001; srand(time(NULL)); for (int i = 0; i < num_pts_dgm; i++){ diagram1[i].first += thresh_x*(1.0-2.0*rand()/RAND_MAX); diagram1[i].second += thresh_y*(1.0-2.0*rand()/RAND_MAX); diagram2[i].first += thresh_x*(1.0-2.0*rand()/RAND_MAX); diagram2[i].second += thresh_y*(1.0-2.0*rand()/RAND_MAX); } // Compute all angles in both PDs. std::vector > > 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(i,j)); angles2.emplace_back(theta2, std::pair(i,j)); } } // Sort angles. std::sort(angles1.begin(), angles1.end(), [](const std::pair >& p1, const std::pair >& p2){return (p1.first < p2.first);}); std::sort(angles2.begin(), angles2.end(), [](const std::pair >& p1, const std::pair >& p2){return (p1.first < p2.first);}); // Initialize orders of the points of both PDs (given by ordinates when theta = -pi/2). std::vector 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 order1(num_pts_dgm); std::vector order2(num_pts_dgm); for(int i = 0; i < num_pts_dgm; i++){ order1[orderp1[i]] = i; order2[orderp2[i]] = i; } // Record all inversions of points in the orders as theta varies along the positive half-disk. std::vector > > anglePerm1(num_pts_dgm); std::vector > > 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 > 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; std::vector v1, v2; for (int i = 0; i < this->approx; i++){ v1.clear(); v2.clear(); std::merge(this->projections[i].begin(), this->projections[i].end(), second.projections_diagonal[i].begin(), second.projections_diagonal[i].end(), std::back_inserter(v1)); std::merge(second.projections[i].begin(), second.projections[i].end(), this->projections_diagonal[i].begin(), this->projections_diagonal[i].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; } public: /** \brief Sliced Wasserstein kernel constructor. * \implements Topological_data_with_distances, Real_valued_topological_data, Topological_data_with_scalar_product * \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. If positive, then projections of the diagram * points on all directions are stored in memory to reduce computation time. * */ Sliced_Wasserstein(const Persistence_diagram & _diagram, double _sigma = 1.0, int _approx = 10):diagram(_diagram), approx(_approx), sigma(_sigma) {build_rep();} /** \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_