diff options
Diffstat (limited to 'src/python')
| -rw-r--r-- | src/python/CMakeLists.txt | 3 | ||||
| -rw-r--r-- | src/python/doc/barycenter_sum.inc | 24 | ||||
| -rw-r--r-- | src/python/doc/barycenter_user.rst | 51 | ||||
| -rw-r--r-- | src/python/doc/img/barycenter.png | bin | 0 -> 12433 bytes | |||
| -rw-r--r-- | src/python/gudhi/barycenter.py | 227 | ||||
| -rwxr-xr-x | src/python/test/test_wasserstein_barycenter.py | 33 |
6 files changed, 338 insertions, 0 deletions
diff --git a/src/python/CMakeLists.txt b/src/python/CMakeLists.txt index 090a7446..8c36f7ee 100644 --- a/src/python/CMakeLists.txt +++ b/src/python/CMakeLists.txt @@ -56,6 +56,7 @@ if(PYTHONINTERP_FOUND) # Modules that should not be auto-imported in __init__.py set(GUDHI_PYTHON_MODULES_EXTRA "${GUDHI_PYTHON_MODULES_EXTRA}'representations', ") set(GUDHI_PYTHON_MODULES_EXTRA "${GUDHI_PYTHON_MODULES_EXTRA}'wasserstein', ") + set(GUDHI_PYTHON_MODULES_EXTRA "${GUDHI_PYTHON_MODULES_EXTRA}'barycenter', ") add_gudhi_debug_info("Python version ${PYTHON_VERSION_STRING}") add_gudhi_debug_info("Cython version ${CYTHON_VERSION}") @@ -226,6 +227,7 @@ endif(CGAL_FOUND) file(COPY "gudhi/persistence_graphical_tools.py" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi") file(COPY "gudhi/representations" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi/") file(COPY "gudhi/wasserstein.py" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi") + file(COPY "gudhi/barycenter.py" DESTINATION "${CMAKE_CURRENT_BINARY_DIR}/gudhi") add_custom_command( OUTPUT gudhi.so @@ -397,6 +399,7 @@ endif(CGAL_FOUND) # Wasserstein if(OT_FOUND AND PYBIND11_FOUND) add_gudhi_py_test(test_wasserstein_distance) + add_gudhi_py_test(test_wasserstein_barycenter) endif() # Representations diff --git a/src/python/doc/barycenter_sum.inc b/src/python/doc/barycenter_sum.inc new file mode 100644 index 00000000..da2bdd84 --- /dev/null +++ b/src/python/doc/barycenter_sum.inc @@ -0,0 +1,24 @@ +.. table:: + :widths: 30 50 20 + + +-----------------------------------------------------------------+----------------------------------------------------------------------+------------------------------------------------------------------+ + | .. figure:: | A Frechet mean (or barycenter) is a generalization of the arithmetic | :Author: Theo Lacombe | + | ./img/barycenter.png | mean in a non linear space such as the one of persistence diagrams. | | + | :figclass: align-center | Given a set of persistence diagrams :math:`\mu_1 \dots \mu_n`, it is | :Introduced in: GUDHI 3.1.0 | + | | defined as a minimizer of the variance functional, that is of | | + | Illustration of Frechet mean between persistence | :math:`\mu \mapsto \sum_{i=1}^n d_2(\mu,\mu_i)^2`. | :Copyright: MIT | + | diagrams. | where :math:`d_2` denotes the Wasserstein-2 distance between | | + | | persistence diagrams. | | + | | It is known to exist and is generically unique. However, an exact | | + | | computation is in general untractable. Current implementation | :Requires: Python Optimal Transport (POT) :math:`\geq` 0.5.1 | + | | available is based on [Turner et al, 2014], and uses an EM-scheme to | | + | | provide a local minimum of the variance functional (somewhat similar | | + | | to the Lloyd algorithm to estimate a solution to the k-means | | + | | problem). The local minimum returned depends on the initialization of| | + | | the barycenter. | | + | | The combinatorial structure of the algorithm limits its | | + | | scaling on large scale problems (thousands of diagrams and of points | | + | | per diagram). | | + +-----------------------------------------------------------------+----------------------------------------------------------------------+------------------------------------------------------------------+ + | * :doc:`barycenter_user` | | + +-----------------------------------------------------------------+-----------------------------------------------------------------------------------------------------------------------------------------+ diff --git a/src/python/doc/barycenter_user.rst b/src/python/doc/barycenter_user.rst new file mode 100644 index 00000000..714d807e --- /dev/null +++ b/src/python/doc/barycenter_user.rst @@ -0,0 +1,51 @@ +:orphan: + +.. To get rid of WARNING: document isn't included in any toctree + +Barycenter user manual +================================ +Definition +---------- + +.. include:: barycenter_sum.inc + +This implementation is based on ideas from "Frechet means for distribution of persistence diagrams", Turner et al. 2014. + +Function +-------- +.. autofunction:: gudhi.barycenter.lagrangian_barycenter + + +Basic example +------------- + +This example computes the Frechet mean (aka Wasserstein barycenter) between four persistence diagrams. +It is initialized on the 4th diagram, which is the empty diagram. It is encoded by np.array([]). +Note that persistence diagrams must be submitted as (n x 2) numpy arrays and must not contain inf values. + +.. testcode:: + + import gudhi.barycenter + import numpy as np + + dg1 = np.array([[0.2, 0.5]]) + dg2 = np.array([[0.2, 0.7]]) + dg3 = np.array([[0.3, 0.6], [0.7, 0.8], [0.2, 0.3]]) + dg4 = np.array([]) + + bary = gudhi.barycenter.lagrangian_barycenter(pdiagset=[dg1, dg2, dg3, dg4],init=3) + + message = "Wasserstein barycenter estimated:" + print(message) + print(bary) + +The output is: + +.. testoutput:: + + Wasserstein barycenter estimated: + [[0.27916667 0.55416667] + [0.7375 0.7625 ] + [0.2375 0.2625 ]] + + diff --git a/src/python/doc/img/barycenter.png b/src/python/doc/img/barycenter.png Binary files differnew file mode 100644 index 00000000..cad6af70 --- /dev/null +++ b/src/python/doc/img/barycenter.png diff --git a/src/python/gudhi/barycenter.py b/src/python/gudhi/barycenter.py new file mode 100644 index 00000000..11098afe --- /dev/null +++ b/src/python/gudhi/barycenter.py @@ -0,0 +1,227 @@ +import ot +import numpy as np +import scipy.spatial.distance as sc + + +# 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 + + +def _proj_on_diag(w): + ''' + Util function to project a point on the diag. + ''' + return np.array([(w[0] + w[1])/2 , (w[0] + w[1])/2]) + + +def _proj_on_diag_array(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, p=2., q=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 q: Ground metric (i.e. norm l_q). + :param p: exponent for the Wasserstein metric. + :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). + Note that for lagrangian_barycenter, one must use p=q=2. + ''' + Xdiag = _proj_on_diag_array(X) + Ydiag = _proj_on_diag_array(Y) + if np.isinf(q): + C = sc.cdist(X, Y, metric='chebyshev')**p + Cxd = np.linalg.norm(X - Xdiag, ord=q, axis=1)**p + Cdy = np.linalg.norm(Y - Ydiag, ord=q, axis=1)**p + else: + C = sc.cdist(X,Y, metric='minkowski', p=q)**p + Cxd = np.linalg.norm(X - Xdiag, ord=q, axis=1)**p + Cdy = np.linalg.norm(Y - Ydiag, ord=q, axis=1)**p + Cf = np.hstack((C, Cxd[:,None])) + Cdy = np.append(Cdy, 0) + + Cf = np.vstack((Cf, Cdy[None,:])) + + return Cf + + +def _optimal_matching(X, Y, withcost=False): + """ + :param X: numpy.array of size (n x 2) + :param Y: numpy.array of size (m x 2) + :param withcost: returns also the cost corresponding to this optimal matching + :returns: numpy.array of shape (k x 2) encoding the list of edges in the optimal matching. + That is, [(i, j) ...], where (i,j) indicates that X[i] is matched to Y[j] + if i > len(X) or j > len(Y), it means they represent the diagonal. + + """ + + n = len(X) + m = len(Y) + if X.size == 0: # X is empty + if Y.size == 0: # Y is empty + return np.array([[0,0]]) # the diagonal is matched to the diagonal and that's it... + else: + return np.column_stack([np.zeros(m+1, dtype=int), np.arange(m+1, dtype=int)]) + elif Y.size == 0: # X is not empty but Y is empty + return np.column_stack([np.zeros(n+1, dtype=int), np.arange(n+1, dtype=int)]) + + # we know X, Y are not empty diags now + M = _build_dist_matrix(X, Y) + + 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 + P = ot.emd(a=a, b=b, M=M)*(n+m) + # Note : it seems POT return a permutation matrix in this situation, ie a vertex of the constraint set (generically true). + if withcost: + cost = np.sqrt(np.sum(np.multiply(P, M))) + P[P < 0.5] = 0 # dirty trick to avoid some numerical issues... to be improved. + # return the list of (i,j) such that P[i,j] > 0, i.e. x_i is matched to y_j (should it be the diag). + res = np.nonzero(P) + + if withcost: + return np.column_stack(res), cost + + return np.column_stack(res) + + +def _mean(x, m): + """ + :param x: a list of 2D-points, off diagonal, x_0... x_{k-1} + :param m: total amount of points taken into account, that is we have (m-k) copies of diagonal + :returns: the weighted mean of x with (m-k) copies of the diagonal + """ + k = len(x) + if k > 0: + w = np.mean(x, axis=0) + w_delta = _proj_on_diag(w) + return (k * w + (m-k) * w_delta) / m + else: + return np.array([0, 0]) + + +def lagrangian_barycenter(pdiagset, init=None, verbose=False): + """ + Compute the estimated barycenter computed with the algorithm provided + by Turner et al (2014). + It is a local minimum of the corresponding Frechet function. + :param pdiagset: a list of size N containing numpy.array of shape (n x 2) + (n can variate), encoding a set of + persistence diagrams with only finite coordinates. + :param init: The initial value for barycenter estimate. + If None, init is made on a random diagram from the dataset. + Otherwise, it must be an int (then we init with diagset[init]) + or a (n x 2) numpy.array enconding a persistence diagram with n points. + :param verbose: if True, returns additional information about the + barycenter. + :returns: If not verbose (default), a numpy.array encoding + the barycenter estimate (local minima of the energy function). + If verbose, returns a couple (Y, log) + where Y is the barycenter estimate, + and log is a dict that contains additional informations: + - assigments, a list of list of pairs (i,j), + That is, a[k] = [(i, j) ...], where (i,j) indicates that X[i] is matched to Y[j] + if i > len(X) or j > len(Y), it means they represent the diagonal. + - energy, a float representing the Frechet mean value obtained. + """ + X = pdiagset # to shorten notations, not a copy + m = len(X) # number of diagrams we are averaging + if m == 0: + print("Warning: computing barycenter of empty diag set. Returns None") + return None + + nb_off_diag = np.array([len(X_i) for X_i in X]) # store the number of off-diagonal point for each of the X_i + + # Initialisation of barycenter + if init is None: + i0 = np.random.randint(m) # Index of first state for the barycenter + Y = X[i0].copy() #copy() ensure that we do not modify X[i0] + else: + if type(init)==int: + Y = X[init].copy() + else: + Y = init.copy() + + converged = False # stoping criterion + while not converged: + K = len(Y) # current nb of points in Y (some might be on diagonal) + G = np.zeros((K, m), dtype=int)-1 # will store for each j, the (index) point matched in each other diagram (might be the diagonal). + # that is G[j, i] = k <=> y_j is matched to + # x_k in the diagram i-th diagram X[i] + updated_points = np.zeros((K, 2)) # will store the new positions of + # the points of Y. + # If points disappear, there thrown + # on [0,0] by default. + new_created_points = [] # will store potential new points. + + # Step 1 : compute optimal matching (Y, X_i) for each X_i + # and create new points in Y if needed + for i in range(m): + indices = _optimal_matching(Y, X[i]) + for y_j, x_i_j in indices: + if y_j < K: # we matched an off diagonal point to x_i_j... + if x_i_j < nb_off_diag[i]: # ...which is also an off-diagonal point + G[y_j, i] = x_i_j + else: # ...which is a diagonal point + G[y_j, i] = -1 # -1 stands for the diagonal (mask) + else: # We matched a diagonal point to x_i_j... + if x_i_j < nb_off_diag[i]: # which is a off-diag point ! so we need to create a new point in Y + new_y = _mean(np.array([X[i][x_i_j]]), m) # Average this point with (m-1) copies of Delta + new_created_points.append(new_y) + + # Step 2 : Update current point position thanks to the groupings computed + + to_delete = [] + for j in range(K): + matched_points = [X[i][G[j, i]] for i in range(m) if G[j, i] > -1] + new_y_j = _mean(matched_points, m) + if not np.array_equal(new_y_j, np.array([0,0])): + updated_points[j] = new_y_j + else: # this points is no longer of any use. + to_delete.append(j) + # we remove the point to be deleted now. + updated_points = np.delete(updated_points, to_delete, axis=0) # cannot be done in-place. + + + if new_created_points: # we cannot converge if there have been new created points. + Y = np.concatenate((updated_points, new_created_points)) + else: + # Step 3 : we check convergence + if np.array_equal(updated_points, Y): + converged = True + Y = updated_points + + + if verbose: + groupings = [] + energy = 0 + log = {} + n_y = len(Y) + for i in range(m): + edges, cost = _optimal_matching(Y, X[i], withcost=True) + print(edges) + groupings.append([x_i_j for (y_j, x_i_j) in enumerate(edges) if y_j < n_y]) + energy += cost + log["groupings"] = groupings + energy = energy/m + log["energy"] = energy + + return Y, log + else: + return Y + diff --git a/src/python/test/test_wasserstein_barycenter.py b/src/python/test/test_wasserstein_barycenter.py new file mode 100755 index 00000000..910d23ff --- /dev/null +++ b/src/python/test/test_wasserstein_barycenter.py @@ -0,0 +1,33 @@ +from gudhi.barycenter import lagrangian_barycenter +import numpy as np + +""" 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 +""" + +__author__ = "Theo Lacombe" +__copyright__ = "Copyright (C) 2019 Inria" +__license__ = "MIT" + + +def test_lagrangian_barycenter(): + + dg1 = np.array([[0.2, 0.5]]) + dg2 = np.array([[0.2, 0.7]]) + dg3 = np.array([[0.3, 0.6], [0.7, 0.8], [0.2, 0.3]]) + dg4 = np.array([]) + dg5 = np.array([]) + dg6 = np.array([]) + res = np.array([[0.27916667, 0.55416667], [0.7375, 0.7625], [0.2375, 0.2625]]) + + dg7 = np.array([[0.1, 0.15], [0.1, 0.7], [0.2, 0.22], [0.55, 0.84], [0.11, 0.91], [0.61, 0.75], [0.33, 0.46], [0.12, 0.41], [0.32, 0.48]]) + + assert np.linalg.norm(lagrangian_barycenter(pdiagset=[dg1, dg2, dg3, dg4],init=3, verbose=False) - res) < 0.001 + assert np.array_equal(lagrangian_barycenter(pdiagset=[dg4, dg5, dg6], verbose=False), np.empty(shape=(0,2))) + assert np.linalg.norm(lagrangian_barycenter(pdiagset=[dg7], verbose=False) - dg7) < 0.001 |
