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Diffstat (limited to 'src/python/gudhi/representations/kernel_methods.py')
| -rw-r--r-- | src/python/gudhi/representations/kernel_methods.py | 131 |
1 files changed, 83 insertions, 48 deletions
diff --git a/src/python/gudhi/representations/kernel_methods.py b/src/python/gudhi/representations/kernel_methods.py index bfc83aff..bbbb7c31 100644 --- a/src/python/gudhi/representations/kernel_methods.py +++ b/src/python/gudhi/representations/kernel_methods.py @@ -9,13 +9,83 @@ import numpy as np from sklearn.base import BaseEstimator, TransformerMixin -from sklearn.metrics import pairwise_distances -from .metrics import SlicedWassersteinDistance, PersistenceFisherDistance +from sklearn.metrics import pairwise_distances, pairwise_kernels +from .metrics import SlicedWassersteinDistance, PersistenceFisherDistance, sklearn_wrapper, pairwise_persistence_diagram_distances, sliced_wasserstein_distance, persistence_fisher_distance +from .preprocessing import Padding ############################################# # Kernel methods ############################ ############################################# +def persistence_weighted_gaussian_kernel(D1, D2, weight=lambda x: 1, kernel_approx=None, bandwidth=1.): + """ + This is a function for computing the persistence weighted Gaussian kernel value from two persistence diagrams. The persistence weighted Gaussian kernel is computed by convolving the persistence diagram points with weighted Gaussian kernels. See http://proceedings.mlr.press/v48/kusano16.html for more details. + :param D1: (n x 2) numpy.array encoding the (finite points of the) first diagram. Must not contain essential points (i.e. with infinite coordinate). + :param D2: (m x 2) numpy.array encoding the second diagram. + :param bandwidth: bandwidth of the Gaussian kernel with which persistence diagrams will be convolved + :param weight: weight function for the persistence diagram points. This function must be defined on 2D points, ie lists or numpy arrays of the form [p_x,p_y]. + :param kernel_approx: kernel approximation class used to speed up computation. Common kernel approximations classes can be found in the scikit-learn library (such as RBFSampler for instance). + :returns: the persistence weighted Gaussian kernel value between persistence diagrams. + :rtype: float + """ + ws1 = np.array([weight(D1[j,:]) for j in range(len(D1))]) + ws2 = np.array([weight(D2[j,:]) for j in range(len(D2))]) + if kernel_approx is not None: + approx1 = np.sum(np.multiply(ws1[:,np.newaxis], kernel_approx.transform(D1)), axis=0) + approx2 = np.sum(np.multiply(ws2[:,np.newaxis], kernel_approx.transform(D2)), axis=0) + return (1./(np.sqrt(2*np.pi)*bandwidth)) * np.matmul(approx1, approx2.T) + else: + W = np.matmul(ws1[:,np.newaxis], ws2[np.newaxis,:]) + E = (1./(np.sqrt(2*np.pi)*bandwidth)) * np.exp(-np.square(pairwise_distances(D1,D2))/(2*bandwidth*bandwidth)) + return np.sum(np.multiply(W, E)) + +def persistence_scale_space_kernel(D1, D2, kernel_approx=None, bandwidth=1.): + """ + This is a function for computing the persistence scale space kernel value from two persistence diagrams. The persistence scale space kernel is computed by adding the symmetric to the diagonal of each point in each persistence diagram, with negative weight, and then convolving the points with a Gaussian kernel. See https://www.cv-foundation.org/openaccess/content_cvpr_2015/papers/Reininghaus_A_Stable_Multi-Scale_2015_CVPR_paper.pdf for more details. + :param D1: (n x 2) numpy.array encoding the (finite points of the) first diagram. Must not contain essential points (i.e. with infinite coordinate). + :param D2: (m x 2) numpy.array encoding the second diagram. + :param bandwidth: bandwidth of the Gaussian kernel with which persistence diagrams will be convolved + :param kernel_approx: kernel approximation class used to speed up computation. Common kernel approximations classes can be found in the scikit-learn library (such as RBFSampler for instance). + :returns: the persistence scale space kernel value between persistence diagrams. + :rtype: float + """ + DD1 = np.concatenate([D1, D1[:,[1,0]]], axis=0) + DD2 = np.concatenate([D2, D2[:,[1,0]]], axis=0) + weight_pss = lambda x: 1 if x[1] >= x[0] else -1 + return 0.5 * persistence_weighted_gaussian_kernel(DD1, DD2, weight=weight_pss, kernel_approx=kernel_approx, bandwidth=bandwidth) + +def pairwise_persistence_diagram_kernels(X, Y=None, metric="sliced_wasserstein", **kwargs): + """ + This function computes the kernel matrix between two lists of persistence diagrams given as numpy arrays of shape (nx2). + :param X: first list of persistence diagrams. + :param Y: second list of persistence diagrams (optional). If None, pairwise kernel values are computed from the first list only. + :param metric: kernel to use. It can be either a string ("sliced_wasserstein", "persistence_scale_space", "persistence_weighted_gaussian", "persistence_fisher") or a function taking two numpy arrays of shape (nx2) and (mx2) as inputs. + :returns: kernel matrix, i.e., numpy array of shape (num diagrams 1 x num diagrams 2) + :rtype: float + """ + if Y is None: + YY = None + pX = Padding(use=True).fit_transform(X) + diag_len = len(pX[0]) + XX = np.reshape(np.vstack(pX), [-1, diag_len*3]) + else: + nX, nY = len(X), len(Y) + pD = Padding(use=True).fit_transform(X + Y) + diag_len = len(pD[0]) + XX = np.reshape(np.vstack(pD[:nX]), [-1, diag_len*3]) + YY = np.reshape(np.vstack(pD[nX:]), [-1, diag_len*3]) + + if metric == "sliced_wasserstein": + return np.exp(-pairwise_persistence_diagram_distances(X, Y, metric="sliced_wasserstein", num_directions=kwargs["num_directions"]) / kwargs["bandwidth"]) + elif metric == "persistence_fisher": + return np.exp(-pairwise_persistence_diagram_distances(X, Y, metric="persistence_fisher", kernel_approx=kwargs["kernel_approx"], bandwidth=kwargs["bandwidth"]) / kwargs["bandwidth_fisher"]) + elif metric == "persistence_scale_space": + return pairwise_kernels(XX, YY, metric=sklearn_wrapper(persistence_scale_space_kernel, **kwargs)) + elif metric == "persistence_weighted_gaussian": + return pairwise_kernels(XX, YY, metric=sklearn_wrapper(persistence_weighted_gaussian_kernel, **kwargs)) + else: + return pairwise_kernels(XX, YY, metric=sklearn_wrapper(metric, **kwargs)) + class SlicedWassersteinKernel(BaseEstimator, TransformerMixin): """ This is a class for computing the sliced Wasserstein kernel matrix from a list of persistence diagrams. The sliced Wasserstein kernel is computed by exponentiating the corresponding sliced Wasserstein distance with a Gaussian kernel. See http://proceedings.mlr.press/v70/carriere17a.html for more details. @@ -29,7 +99,7 @@ class SlicedWassersteinKernel(BaseEstimator, TransformerMixin): num_directions (int): number of lines evenly sampled from [-pi/2,pi/2] in order to approximate and speed up the kernel computation (default 10). """ self.bandwidth = bandwidth - self.sw_ = SlicedWassersteinDistance(num_directions=num_directions) + self.num_directions = num_directions def fit(self, X, y=None): """ @@ -39,7 +109,7 @@ class SlicedWassersteinKernel(BaseEstimator, TransformerMixin): X (list of n x 2 numpy arrays): input persistence diagrams. y (n x 1 array): persistence diagram labels (unused). """ - self.sw_.fit(X, y) + self.diagrams_ = X return self def transform(self, X): @@ -52,7 +122,7 @@ class SlicedWassersteinKernel(BaseEstimator, TransformerMixin): Returns: numpy array of shape (number of diagrams in **diagrams**) x (number of diagrams in X): matrix of pairwise sliced Wasserstein kernel values. """ - return np.exp(-self.sw_.transform(X)/self.bandwidth) + return pairwise_persistence_diagram_kernels(X, self.diagrams_, metric="sliced_wasserstein", bandwidth=self.bandwidth, num_directions=self.num_directions) class PersistenceWeightedGaussianKernel(BaseEstimator, TransformerMixin): """ @@ -78,10 +148,7 @@ class PersistenceWeightedGaussianKernel(BaseEstimator, TransformerMixin): X (list of n x 2 numpy arrays): input persistence diagrams. y (n x 1 array): persistence diagram labels (unused). """ - self.diagrams_ = list(X) - self.ws_ = [ np.array([self.weight(self.diagrams_[i][j,:]) for j in range(self.diagrams_[i].shape[0])]) for i in range(len(self.diagrams_)) ] - if self.kernel_approx is not None: - self.approx_ = np.concatenate([np.sum(np.multiply(self.ws_[i][:,np.newaxis], self.kernel_approx.transform(self.diagrams_[i])), axis=0)[np.newaxis,:] for i in range(len(self.diagrams_))]) + self.diagrams_ = X return self def transform(self, X): @@ -94,31 +161,7 @@ class PersistenceWeightedGaussianKernel(BaseEstimator, TransformerMixin): Returns: numpy array of shape (number of diagrams in **diagrams**) x (number of diagrams in X): matrix of pairwise persistence weighted Gaussian kernel values. """ - Xp = list(X) - Xfit = np.zeros((len(Xp), len(self.diagrams_))) - if len(self.diagrams_) == len(Xp) and np.all([np.array_equal(self.diagrams_[i], Xp[i]) for i in range(len(Xp))]): - if self.kernel_approx is not None: - Xfit = (1./(np.sqrt(2*np.pi)*self.bandwidth)) * np.matmul(self.approx_, self.approx_.T) - else: - for i in range(len(self.diagrams_)): - for j in range(i+1, len(self.diagrams_)): - W = np.matmul(self.ws_[i][:,np.newaxis], self.ws_[j][np.newaxis,:]) - E = (1./(np.sqrt(2*np.pi)*self.bandwidth)) * np.exp(-np.square(pairwise_distances(self.diagrams_[i], self.diagrams_[j]))/(2*np.square(self.bandwidth))) - Xfit[i,j] = np.sum(np.multiply(W, E)) - Xfit[j,i] = Xfit[i,j] - else: - ws = [ np.array([self.weight(Xp[i][j,:]) for j in range(Xp[i].shape[0])]) for i in range(len(Xp)) ] - if self.kernel_approx is not None: - approx = np.concatenate([np.sum(np.multiply(ws[i][:,np.newaxis], self.kernel_approx.transform(Xp[i])), axis=0)[np.newaxis,:] for i in range(len(Xp))]) - Xfit = (1./(np.sqrt(2*np.pi)*self.bandwidth)) * np.matmul(approx, self.approx_.T) - else: - for i in range(len(Xp)): - for j in range(len(self.diagrams_)): - W = np.matmul(ws[i][:,np.newaxis], self.ws_[j][np.newaxis,:]) - E = (1./(np.sqrt(2*np.pi)*self.bandwidth)) * np.exp(-np.square(pairwise_distances(Xp[i], self.diagrams_[j]))/(2*np.square(self.bandwidth))) - Xfit[i,j] = np.sum(np.multiply(W, E)) - - return Xfit + return pairwise_persistence_diagram_kernels(X, self.diagrams_, metric="persistence_weighted_gaussian", bandwidth=self.bandwidth, weight=self.weight, kernel_approx=self.kernel_approx) class PersistenceScaleSpaceKernel(BaseEstimator, TransformerMixin): """ @@ -132,7 +175,7 @@ class PersistenceScaleSpaceKernel(BaseEstimator, TransformerMixin): bandwidth (double): bandwidth of the Gaussian kernel with which persistence diagrams will be convolved (default 1.) kernel_approx (class): kernel approximation class used to speed up computation (default None). Common kernel approximations classes can be found in the scikit-learn library (such as RBFSampler for instance). """ - self.pwg_ = PersistenceWeightedGaussianKernel(bandwidth=bandwidth, weight=lambda x: 1 if x[1] >= x[0] else -1, kernel_approx=kernel_approx) + self.bandwidth, self.kernel_approx = bandwidth, kernel_approx def fit(self, X, y=None): """ @@ -142,11 +185,7 @@ class PersistenceScaleSpaceKernel(BaseEstimator, TransformerMixin): X (list of n x 2 numpy arrays): input persistence diagrams. y (n x 1 array): persistence diagram labels (unused). """ - self.diagrams_ = list(X) - for i in range(len(self.diagrams_)): - op_D = self.diagrams_[i][:,[1,0]] - self.diagrams_[i] = np.concatenate([self.diagrams_[i], op_D], axis=0) - self.pwg_.fit(X) + self.diagrams_ = X return self def transform(self, X): @@ -159,11 +198,7 @@ class PersistenceScaleSpaceKernel(BaseEstimator, TransformerMixin): Returns: numpy array of shape (number of diagrams in **diagrams**) x (number of diagrams in X): matrix of pairwise persistence scale space kernel values. """ - Xp = list(X) - for i in range(len(Xp)): - op_X = Xp[i][:,[1,0]] - Xp[i] = np.concatenate([Xp[i], op_X], axis=0) - return self.pwg_.transform(Xp) + return pairwise_persistence_diagram_kernels(X, self.diagrams_, metric="persistence_scale_space", bandwidth=self.bandwidth, kernel_approx=self.kernel_approx) class PersistenceFisherKernel(BaseEstimator, TransformerMixin): """ @@ -179,7 +214,7 @@ class PersistenceFisherKernel(BaseEstimator, TransformerMixin): kernel_approx (class): kernel approximation class used to speed up computation (default None). Common kernel approximations classes can be found in the scikit-learn library (such as RBFSampler for instance). """ self.bandwidth = bandwidth - self.pf_ = PersistenceFisherDistance(bandwidth=bandwidth_fisher, kernel_approx=kernel_approx) + self.bandwidth_fisher, self.kernel_approx = bandwidth_fisher, kernel_approx def fit(self, X, y=None): """ @@ -189,7 +224,7 @@ class PersistenceFisherKernel(BaseEstimator, TransformerMixin): X (list of n x 2 numpy arrays): input persistence diagrams. y (n x 1 array): persistence diagram labels (unused). """ - self.pf_.fit(X, y) + self.diagrams_ = X return self def transform(self, X): @@ -202,5 +237,5 @@ class PersistenceFisherKernel(BaseEstimator, TransformerMixin): Returns: numpy array of shape (number of diagrams in **diagrams**) x (number of diagrams in X): matrix of pairwise persistence Fisher kernel values. """ - return np.exp(-self.pf_.transform(X)/self.bandwidth) + return pairwise_persistence_diagram_kernels(X, self.diagrams_, metric="persistence_fisher", bandwidth=self.bandwidth, bandwidth_fisher=self.bandwidth_fisher, kernel_approx=self.kernel_approx) |