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Diffstat (limited to 'src/python/gudhi/wasserstein.py')
-rw-r--r-- | src/python/gudhi/wasserstein.py | 97 |
1 files changed, 0 insertions, 97 deletions
diff --git a/src/python/gudhi/wasserstein.py b/src/python/gudhi/wasserstein.py deleted file mode 100644 index 13102094..00000000 --- a/src/python/gudhi/wasserstein.py +++ /dev/null @@ -1,97 +0,0 @@ -# This file is part of the Gudhi Library - https://gudhi.inria.fr/ - which is released under MIT. -# See file LICENSE or go to https://gudhi.inria.fr/licensing/ for full license details. -# Author(s): Theo Lacombe -# -# Copyright (C) 2019 Inria -# -# Modification(s): -# - YYYY/MM Author: Description of the modification - -import numpy as np -import scipy.spatial.distance as sc -try: - import ot -except ImportError: - print("POT (Python Optimal Transport) package is not installed. Try to run $ conda install -c conda-forge pot ; or $ pip install POT") - -def _proj_on_diag(X): - ''' - :param X: (n x 2) array encoding the points of a persistent diagram. - :returns: (n x 2) array encoding the (respective orthogonal) projections of the points onto the diagonal - ''' - Z = (X[:,0] + X[:,1]) / 2. - return np.array([Z , Z]).T - - -def _build_dist_matrix(X, Y, order=2., internal_p=2.): - ''' - :param X: (n x 2) numpy.array encoding the (points of the) first diagram. - :param Y: (m x 2) numpy.array encoding the second diagram. - :param order: exponent for the Wasserstein metric. - :param internal_p: Ground metric (i.e. norm L^p). - :returns: (n+1) x (m+1) np.array encoding the cost matrix C. - For 1 <= i <= n, 1 <= j <= m, C[i,j] encodes the distance between X[i] and Y[j], while C[i, m+1] (resp. C[n+1, j]) encodes the distance (to the p) between X[i] (resp Y[j]) and its orthogonal proj onto the diagonal. - note also that C[n+1, m+1] = 0 (it costs nothing to move from the diagonal to the diagonal). - ''' - Xdiag = _proj_on_diag(X) - Ydiag = _proj_on_diag(Y) - if np.isinf(internal_p): - C = sc.cdist(X,Y, metric='chebyshev')**order - Cxd = np.linalg.norm(X - Xdiag, ord=internal_p, axis=1)**order - Cdy = np.linalg.norm(Y - Ydiag, ord=internal_p, axis=1)**order - else: - C = sc.cdist(X,Y, metric='minkowski', p=internal_p)**order - Cxd = np.linalg.norm(X - Xdiag, ord=internal_p, axis=1)**order - Cdy = np.linalg.norm(Y - Ydiag, ord=internal_p, axis=1)**order - Cf = np.hstack((C, Cxd[:,None])) - Cdy = np.append(Cdy, 0) - - Cf = np.vstack((Cf, Cdy[None,:])) - - return Cf - - -def _perstot(X, order, internal_p): - ''' - :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). - :returns: float, the total persistence of the diagram (that is, its distance to the empty diagram). - ''' - Xdiag = _proj_on_diag(X) - return (np.sum(np.linalg.norm(X - Xdiag, ord=internal_p, axis=1)**order))**(1./order) - - -def wasserstein_distance(X, Y, order=2., internal_p=2.): - ''' - :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). - :param Y: (m x 2) numpy.array encoding the second 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). - :returns: the Wasserstein distance of order q (1 <= q < infinity) between persistence diagrams with respect to the internal_p-norm as ground metric. - :rtype: float - ''' - n = len(X) - m = len(Y) - - # handle empty diagrams - if X.size == 0: - if Y.size == 0: - return 0. - else: - return _perstot(Y, order, internal_p) - elif Y.size == 0: - return _perstot(X, order, internal_p) - - M = _build_dist_matrix(X, Y, order=order, internal_p=internal_p) - a = np.full(n+1, 1. / (n + m) ) # weight vector of the input diagram. Uniform here. - a[-1] = a[-1] * m # normalized so that we have a probability measure, required by POT - b = np.full(m+1, 1. / (n + m) ) # weight vector of the input diagram. Uniform here. - b[-1] = b[-1] * n # so that we have a probability measure, required by POT - - # 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? - ot_cost = (n+m) * ot.emd2(a, b, M, numItermax=2000000) - - return ot_cost ** (1./order) |