# 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 ot import numpy as np import scipy.spatial.distance as sc from gudhi.wasserstein import wasserstein_distance 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 = (w[0] + w[1]) / 2 * np.ones(2) return (k * w + (m-k) * w_delta) / m else: return np.array([0, 0]) def lagrangian_barycenter(pdiagset, init=None, verbose=False): ''' :param pdiagset: a list of size m 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 of pdiagset (local minima of the energy function). If pdiagset is empty, returns None. If verbose, returns a couple (Y, log) where Y is the barycenter estimate, and log is a dict that contains additional informations: - groupings, a list of list of pairs (i,j), That is, G[k] = [(i, j) ...], where (i,j) indicates that X[i] is matched to Y[j] if i = -1 or j = -1, it means they represent the diagonal. - energy, a float representing the Frechet energy value obtained, that is the mean of squared distances of observations to the output. - nb_iter, integer representing the number of iterations performed before convergence of the algorithm. ''' 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 # store the number of off-diagonal point for each of the X_i nb_off_diag = np.array([len(X_i) for X_i in X]) # Initialisation of barycenter if init is None: i0 = np.random.randint(m) # Index of first state for the barycenter Y = X[i0].copy() else: if type(init)==int: Y = X[init].copy() else: Y = init.copy() nb_iter = 0 converged = False # stoping criterion while not converged: nb_iter += 1 K = len(Y) # current nb of points in Y (some might be on diagonal) G = np.full((K, m), -1, dtype=int) # 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 = wasserstein_distance(Y, X[i], matching=True, order=2., internal_p=2.) for y_j, x_i_j in indices: if y_j >= 0: # we matched an off diagonal point to x_i_j... if x_i_j >= 0: # ...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 >= 0: # which is a off-diag point ! # need to create 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 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) # we cannot converge if there have been new created points. if 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): cost, edges = wasserstein_distance(Y, X[i], matching=True, order=2., internal_p=2.) groupings.append(edges) energy += cost log["groupings"] = groupings energy = energy/m print(energy) log["energy"] = energy log["nb_iter"] = nb_iter return Y, log else: return Y