# -*- coding: utf-8 -*- """ ============================== Comparison of Fused Gromov-Wasserstein solvers ============================== This example illustrates the computation of FGW for attributed graphs using 3 different solvers to estimate the distance based on Conditional Gradient [24] or Sinkhorn projections [12, 51]. We generate two graphs following Stochastic Block Models further endowed with node features and compute their FGW matchings. [12] Gabriel Peyré, Marco Cuturi, and Justin Solomon (2016), "Gromov-Wasserstein averaging of kernel and distance matrices". International Conference on Machine Learning (ICML). [24] Vayer Titouan, Chapel Laetitia, Flamary Rémi, Tavenard Romain and Courty Nicolas "Optimal Transport for structured data with application on graphs" International Conference on Machine Learning (ICML). 2019. [51] Xu, H., Luo, D., Zha, H., & Duke, L. C. (2019). "Gromov-wasserstein learning for graph matching and node embedding". In International Conference on Machine Learning (ICML), 2019. """ # Author: Cédric Vincent-Cuaz # # License: MIT License # sphinx_gallery_thumbnail_number = 1 import numpy as np import matplotlib.pylab as pl from ot.gromov import fused_gromov_wasserstein, entropic_fused_gromov_wasserstein import networkx from networkx.generators.community import stochastic_block_model as sbm ############################################################################# # # Generate two graphs following Stochastic Block models of 2 and 3 clusters. # --------------------------------------------- np.random.seed(0) N2 = 20 # 2 communities N3 = 30 # 3 communities p2 = [[1., 0.1], [0.1, 0.9]] p3 = [[1., 0.1, 0.], [0.1, 0.95, 0.1], [0., 0.1, 0.9]] G2 = sbm(seed=0, sizes=[N2 // 2, N2 // 2], p=p2) G3 = sbm(seed=0, sizes=[N3 // 3, N3 // 3, N3 // 3], p=p3) part_G2 = [G2.nodes[i]['block'] for i in range(N2)] part_G3 = [G3.nodes[i]['block'] for i in range(N3)] C2 = networkx.to_numpy_array(G2) C3 = networkx.to_numpy_array(G3) # We add node features with given mean - by clusters # and inversely proportional to clusters' intra-connectivity F2 = np.zeros((N2, 1)) for i, c in enumerate(part_G2): F2[i, 0] = np.random.normal(loc=c, scale=0.01) F3 = np.zeros((N3, 1)) for i, c in enumerate(part_G3): F3[i, 0] = np.random.normal(loc=2. - c, scale=0.01) # Compute pairwise euclidean distance between node features M = (F2 ** 2).dot(np.ones((1, N3))) + np.ones((N2, 1)).dot((F3 ** 2).T) - 2 * F2.dot(F3.T) h2 = np.ones(C2.shape[0]) / C2.shape[0] h3 = np.ones(C3.shape[0]) / C3.shape[0] ############################################################################# # # Compute their Fused Gromov-Wasserstein distances # --------------------------------------------- alpha = 0.5 # Conditional Gradient algorithm fgw0, log0 = fused_gromov_wasserstein( M, C2, C3, h2, h3, 'square_loss', alpha=alpha, verbose=True, log=True) # Proximal Point algorithm with Kullback-Leibler as proximal operator fgw, log = entropic_fused_gromov_wasserstein( M, C2, C3, h2, h3, 'square_loss', alpha=alpha, epsilon=1., solver='PPA', log=True, verbose=True, warmstart=False, numItermax=10) # Projected Gradient algorithm with entropic regularization fgwe, loge = entropic_fused_gromov_wasserstein( M, C2, C3, h2, h3, 'square_loss', alpha=alpha, epsilon=0.01, solver='PGD', log=True, verbose=True, warmstart=False, numItermax=10) print('Fused Gromov-Wasserstein distance estimated with Conditional Gradient solver: ' + str(log0['fgw_dist'])) print('Fused Gromov-Wasserstein distance estimated with Proximal Point solver: ' + str(log['fgw_dist'])) print('Entropic Fused Gromov-Wasserstein distance estimated with Projected Gradient solver: ' + str(loge['fgw_dist'])) # compute OT sparsity level fgw0_sparsity = 100 * (fgw0 == 0.).astype(np.float64).sum() / (N2 * N3) fgw_sparsity = 100 * (fgw == 0.).astype(np.float64).sum() / (N2 * N3) fgwe_sparsity = 100 * (fgwe == 0.).astype(np.float64).sum() / (N2 * N3) # Methods using Sinkhorn projections tend to produce feasibility errors on the # marginal constraints err0 = np.linalg.norm(fgw0.sum(1) - h2) + np.linalg.norm(fgw0.sum(0) - h3) err = np.linalg.norm(fgw.sum(1) - h2) + np.linalg.norm(fgw.sum(0) - h3) erre = np.linalg.norm(fgwe.sum(1) - h2) + np.linalg.norm(fgwe.sum(0) - h3) ############################################################################# # # Visualization of the Fused Gromov-Wasserstein matchings # --------------------------------------------- # # We color nodes of the graph on the right - then project its node colors # based on the optimal transport plan from the FGW matchings # We adjust the intensity of links across domains proportionaly to the mass # sent, adding a minimal intensity of 0.1 if mass sent is not zero. # For each matching, all node sizes are proportionnal to their mass computed # from marginals of the OT plan to illustrate potential feasibility errors. # NB: colors refer to clusters - not to node features # Add weights on the edges for visualization later on weight_intra_G2 = 5 weight_inter_G2 = 0.5 weight_intra_G3 = 1. weight_inter_G3 = 1.5 weightedG2 = networkx.Graph() part_G2 = [G2.nodes[i]['block'] for i in range(N2)] for node in G2.nodes(): weightedG2.add_node(node) for i, j in G2.edges(): if part_G2[i] == part_G2[j]: weightedG2.add_edge(i, j, weight=weight_intra_G2) else: weightedG2.add_edge(i, j, weight=weight_inter_G2) weightedG3 = networkx.Graph() part_G3 = [G3.nodes[i]['block'] for i in range(N3)] for node in G3.nodes(): weightedG3.add_node(node) for i, j in G3.edges(): if part_G3[i] == part_G3[j]: weightedG3.add_edge(i, j, weight=weight_intra_G3) else: weightedG3.add_edge(i, j, weight=weight_inter_G3) def draw_graph(G, C, nodes_color_part, Gweights=None, pos=None, edge_color='black', node_size=None, shiftx=0, seed=0): if (pos is None): pos = networkx.spring_layout(G, scale=1., seed=seed) if shiftx != 0: for k, v in pos.items(): v[0] = v[0] + shiftx alpha_edge = 0.7 width_edge = 1.8 if Gweights is None: networkx.draw_networkx_edges(G, pos, width=width_edge, alpha=alpha_edge, edge_color=edge_color) else: # We make more visible connections between activated nodes n = len(Gweights) edgelist_activated = [] edgelist_deactivated = [] for i in range(n): for j in range(n): if Gweights[i] * Gweights[j] * C[i, j] > 0: edgelist_activated.append((i, j)) elif C[i, j] > 0: edgelist_deactivated.append((i, j)) networkx.draw_networkx_edges(G, pos, edgelist=edgelist_activated, width=width_edge, alpha=alpha_edge, edge_color=edge_color) networkx.draw_networkx_edges(G, pos, edgelist=edgelist_deactivated, width=width_edge, alpha=0.1, edge_color=edge_color) if Gweights is None: for node, node_color in enumerate(nodes_color_part): networkx.draw_networkx_nodes(G, pos, nodelist=[node], node_size=node_size, alpha=1, node_color=node_color) else: scaled_Gweights = Gweights / (0.5 * Gweights.max()) nodes_size = node_size * scaled_Gweights for node, node_color in enumerate(nodes_color_part): networkx.draw_networkx_nodes(G, pos, nodelist=[node], node_size=nodes_size[node], alpha=1, node_color=node_color) return pos def draw_transp_colored_GW(G1, C1, G2, C2, part_G1, p1, p2, T, pos1=None, pos2=None, shiftx=4, switchx=False, node_size=70, seed_G1=0, seed_G2=0): starting_color = 0 # get graphs partition and their coloring part1 = part_G1.copy() unique_colors = ['C%s' % (starting_color + i) for i in np.unique(part1)] nodes_color_part1 = [] for cluster in part1: nodes_color_part1.append(unique_colors[cluster]) nodes_color_part2 = [] # T: getting colors assignment from argmin of columns for i in range(len(G2.nodes())): j = np.argmax(T[:, i]) nodes_color_part2.append(nodes_color_part1[j]) pos1 = draw_graph(G1, C1, nodes_color_part1, Gweights=p1, pos=pos1, node_size=node_size, shiftx=0, seed=seed_G1) pos2 = draw_graph(G2, C2, nodes_color_part2, Gweights=p2, pos=pos2, node_size=node_size, shiftx=shiftx, seed=seed_G2) for k1, v1 in pos1.items(): max_Tk1 = np.max(T[k1, :]) for k2, v2 in pos2.items(): if (T[k1, k2] > 0): pl.plot([pos1[k1][0], pos2[k2][0]], [pos1[k1][1], pos2[k2][1]], '-', lw=0.7, alpha=min(T[k1, k2] / max_Tk1 + 0.1, 1.), color=nodes_color_part1[k1]) return pos1, pos2 node_size = 40 fontsize = 13 seed_G2 = 0 seed_G3 = 4 pl.figure(2, figsize=(12, 3.5)) pl.clf() pl.subplot(131) pl.axis('off') pl.axis pl.title('(CG algo) FGW=%s \n \n OT sparsity = %s \n feasibility error = %s' % ( np.round(log0['fgw_dist'], 3), str(np.round(fgw0_sparsity, 2)) + ' %', np.round(err0, 4)), fontsize=fontsize) p0, q0 = fgw0.sum(1), fgw0.sum(0) # check marginals pos1, pos2 = draw_transp_colored_GW( weightedG2, C2, weightedG3, C3, part_G2, p1=p0, p2=q0, T=fgw0, shiftx=1.5, node_size=node_size, seed_G1=seed_G2, seed_G2=seed_G3) pl.subplot(132) pl.axis('off') p, q = fgw.sum(1), fgw.sum(0) # check marginals pl.title('(PP algo) FGW=%s\n \n OT sparsity = %s \n feasibility error = %s' % ( np.round(log['fgw_dist'], 3), str(np.round(fgw_sparsity, 2)) + ' %', np.round(err, 4)), fontsize=fontsize) pos1, pos2 = draw_transp_colored_GW( weightedG2, C2, weightedG3, C3, part_G2, p1=p, p2=q, T=fgw, pos1=pos1, pos2=pos2, shiftx=0., node_size=node_size, seed_G1=0, seed_G2=0) pl.subplot(133) pl.axis('off') pe, qe = fgwe.sum(1), fgwe.sum(0) # check marginals pl.title('Entropic FGW=%s\n \n OT sparsity = %s \n feasibility error = %s' % ( np.round(loge['fgw_dist'], 3), str(np.round(fgwe_sparsity, 2)) + ' %', np.round(erre, 4)), fontsize=fontsize) pos1, pos2 = draw_transp_colored_GW( weightedG2, C2, weightedG3, C3, part_G2, p1=pe, p2=qe, T=fgwe, pos1=pos1, pos2=pos2, shiftx=0., node_size=node_size, seed_G1=0, seed_G2=0) pl.tight_layout() pl.show()