path: root/geom_matching/wasserstein/include/wasserstein.h

/*

Copyright (c) 2015, M. Kerber, D. Morozov, A. Nigmetov
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#ifndef HERA_WASSERSTEIN_H
#define HERA_WASSERSTEIN_H

#include <vector>
#include <map>
#include <math.h>

#include "def_debug_ws.h"
#include "basic_defs_ws.h"
#include "diagram_reader.h"
#include "auction_runner_gs.h"
#include "auction_runner_gs_single_diag.h"
#include "auction_runner_jac.h"
#include "auction_runner_fr.h"


namespace hera
{

template<class PairContainer_, class PointType_ = typename std::remove_reference< decltype(*std::declval<PairContainer_>().begin())>::type >
struct DiagramTraits
{
    using Container = PairContainer_;
    using PointType = PointType_;
    using RealType  = typename std::remove_reference< decltype(std::declval<PointType>()[0]) >::type;

    static RealType get_x(const PointType& p)       { return p[0]; }
    static RealType get_y(const PointType& p)       { return p[1]; }
};

template<class PairContainer_>
struct DiagramTraits<PairContainer_, std::pair<double, double>>
{
    using PointType = std::pair<double, double>;
    using RealType  = double;
    using Container = std::vector<PointType>;

    static RealType get_x(const PointType& p)       { return p.first; }
    static RealType get_y(const PointType& p)       { return p.second; }
};


namespace ws
{

    // compare as multisets
    template<class PairContainer>
    bool are_equal(const PairContainer& dgm1, const PairContainer& dgm2)
    {
        if (dgm1.size() != dgm2.size()) {
            return false;
        }

        using Traits = typename hera::DiagramTraits<PairContainer>;
        using PointType = typename Traits::PointType;

        std::map<PointType, int> m1, m2;

        for(const auto& pair1 : dgm1) {
            m1[pair1]++;
        }

        for(const auto& pair2 : dgm2) {
            m2[pair2]++;
        }

        return m1 == m2;
    }

    // to handle points with one coordinate = infinity
    template<class RealType>
    RealType get_one_dimensional_cost(std::vector<RealType>& set_A,
            std::vector<RealType>& set_B,
            const RealType wasserstein_power)
    {
        if (set_A.size() != set_B.size()) {
            return std::numeric_limits<RealType>::infinity();
        }
        std::sort(set_A.begin(), set_A.end());
        std::sort(set_B.begin(), set_B.end());
        RealType result = 0.0;
        for(size_t i = 0; i < set_A.size(); ++i) {
            result += std::pow(std::fabs(set_A[i] - set_B[i]), wasserstein_power);
        }
        return result;
    }


    template<class RealType>
    struct SplitProblemInput
    {
        std::vector<DiagramPoint<RealType>> A_1;
        std::vector<DiagramPoint<RealType>> B_1;
        std::vector<DiagramPoint<RealType>> A_2;
        std::vector<DiagramPoint<RealType>> B_2;

        std::unordered_map<size_t, size_t> A_1_indices;
        std::unordered_map<size_t, size_t> A_2_indices;
        std::unordered_map<size_t, size_t> B_1_indices;
        std::unordered_map<size_t, size_t> B_2_indices;

        RealType mid_coord { 0.0 };
        RealType strip_width { 0.0 };

        void init_vectors(size_t n)
        {

            A_1_indices.clear();
            A_2_indices.clear();
            B_1_indices.clear();
            B_2_indices.clear();

            A_1.clear();
            A_2.clear();
            B_1.clear();
            B_2.clear();

            A_1.reserve(n / 2);
            B_1.reserve(n / 2);
            A_2.reserve(n / 2);
            B_2.reserve(n / 2);
        }

        void init(const std::vector<DiagramPoint<RealType>>& A,
                  const std::vector<DiagramPoint<RealType>>& B)
        {
            using DiagramPointR = DiagramPoint<RealType>;

            init_vectors(A.size());

            RealType min_sum = std::numeric_limits<RealType>::max();
            RealType max_sum = -std::numeric_limits<RealType>::max();
            for(const auto& p_A : A) {
                RealType s = p_A[0] + p_A[1];
                if (s > max_sum)
                    max_sum = s;
                if (s < min_sum)
                    min_sum = s;
                mid_coord += s;
            }

            mid_coord /= A.size();

            strip_width = 0.25 * (max_sum - min_sum);

            auto first_diag_iter = std::upper_bound(A.begin(), A.end(), 0, [](const int& a, const DiagramPointR& p) { return a < (int)(p.is_diagonal()); });
            size_t num_normal_A_points = std::distance(A.begin(), first_diag_iter);

            // process all normal points in A,
            // projections follow normal points
            for(size_t i = 0; i < A.size(); ++i) {

                assert(i < num_normal_A_points and A.is_normal() or i >= num_normal_A_points and A.is_diagonal());
                assert(i < num_normal_A_points and B.is_diagonal() or i >= num_normal_A_points and B.is_normal());

                RealType s = i < num_normal_A_points ? A[i][0] + A[i][1] : B[i][0] + B[i][1];

                if (s < mid_coord + strip_width) {
                    // add normal point and its projection to the
                    // left half
                    A_1.push_back(A[i]);
                    B_1.push_back(B[i]);
                    A_1_indices[i] = A_1.size() - 1;
                    B_1_indices[i] = B_1.size() - 1;
                }

                if (s > mid_coord - strip_width) {
                    // to the right half
                    A_2.push_back(A[i]);
                    B_2.push_back(B[i]);
                    A_2_indices[i] = A_2.size() - 1;
                    B_2_indices[i] = B_2.size() - 1;
                }

            }
        } // end init

    };


    // CAUTION:
    // this function assumes that all coordinates are finite
    // points at infinity are processed in wasserstein_cost
    template<class RealType>
    RealType wasserstein_cost_vec(const std::vector<DiagramPoint<RealType>>& A,
                                  const std::vector<DiagramPoint<RealType>>& B,
                                  const AuctionParams<RealType>& params,
                                  const std::string& _log_filename_prefix)
    {
        if (params.wasserstein_power < 1.0) {
            throw std::runtime_error("Bad q in Wasserstein " + std::to_string(params.wasserstein_power));
        }
        if (params.delta < 0.0) {
            throw std::runtime_error("Bad delta in Wasserstein " + std::to_string(params.delta));
        }
        if (params.initial_epsilon < 0.0) {
            throw std::runtime_error("Bad initial epsilon in Wasserstein" + std::to_string(params.initial_epsilon));
        }
        if (params.epsilon_common_ratio < 0.0) {
            throw std::runtime_error("Bad epsilon factor in Wasserstein " + std::to_string(params.epsilon_common_ratio));
        }

        if (A.empty() and B.empty())
            return 0.0;

        RealType result;

        // just use Gauss-Seidel
        AuctionRunnerGS<RealType> auction(A, B, params, _log_filename_prefix);
        auction.run_auction();
        result = auction.get_wasserstein_cost();
        return result;
    }

} // ws



template<class PairContainer>
typename DiagramTraits<PairContainer>::RealType
wasserstein_cost(const PairContainer& A,
                const PairContainer& B,
                const AuctionParams< typename DiagramTraits<PairContainer>::RealType >& params,
                const std::string& _log_filename_prefix = "")
{
    using Traits = DiagramTraits<PairContainer>;

    //using PointType = typename Traits::PointType;
    using RealType  = typename Traits::RealType;

    if (hera::ws::are_equal(A, B)) {
        return 0.0;
    }

    bool a_empty = true;
    bool b_empty = true;
    RealType total_cost_A = 0.0;
    RealType total_cost_B = 0.0;

    using DgmPoint = hera::ws::DiagramPoint<RealType>;

    std::vector<DgmPoint> dgm_A, dgm_B;
    // coordinates of points at infinity
    std::vector<RealType> x_plus_A, x_minus_A, y_plus_A, y_minus_A;
    std::vector<RealType> x_plus_B, x_minus_B, y_plus_B, y_minus_B;
    // loop over A, add projections of A-points to corresponding positions
    // in B-vector
    for(auto& pair_A : A) {
        a_empty = false;
        RealType x = Traits::get_x(pair_A);
        RealType y = Traits::get_y(pair_A);
        if ( x == std::numeric_limits<RealType>::infinity()) {
            y_plus_A.push_back(y);
        } else if (x == -std::numeric_limits<RealType>::infinity()) {
            y_minus_A.push_back(y);
        } else if (y == std::numeric_limits<RealType>::infinity()) {
            x_plus_A.push_back(x);
        } else if (y == -std::numeric_limits<RealType>::infinity()) {
            x_minus_A.push_back(x);
        } else {
            dgm_A.emplace_back(x, y,  DgmPoint::NORMAL);
            dgm_B.emplace_back(x, y,  DgmPoint::DIAG);
            total_cost_A += std::pow(dgm_A.back().persistence_lp(params.internal_p), params.wasserstein_power);
        }
    }
    // the same for B
    for(auto& pair_B : B) {
        b_empty = false;
        RealType x = Traits::get_x(pair_B);
        RealType y = Traits::get_y(pair_B);
        if (x == std::numeric_limits<RealType>::infinity()) {
            y_plus_B.push_back(y);
        } else if (x == -std::numeric_limits<RealType>::infinity()) {
            y_minus_B.push_back(y);
        } else if (y == std::numeric_limits<RealType>::infinity()) {
            x_plus_B.push_back(x);
        } else if (y == -std::numeric_limits<RealType>::infinity()) {
            x_minus_B.push_back(x);
        } else {
            dgm_A.emplace_back(x, y,  DgmPoint::DIAG);
            dgm_B.emplace_back(x, y,  DgmPoint::NORMAL);
            total_cost_B += std::pow(dgm_B.back().persistence_lp(params.internal_p), params.wasserstein_power);
        }
    }

    RealType infinity_cost = ws::get_one_dimensional_cost(x_plus_A, x_plus_B, params.wasserstein_power);
    infinity_cost += ws::get_one_dimensional_cost(x_minus_A, x_minus_B, params.wasserstein_power);
    infinity_cost += ws::get_one_dimensional_cost(y_plus_A, y_plus_B, params.wasserstein_power);
    infinity_cost += ws::get_one_dimensional_cost(y_minus_A, y_minus_B, params.wasserstein_power);

    if (a_empty)
        return total_cost_B + infinity_cost;

    if (b_empty)
        return total_cost_A + infinity_cost;


    if (infinity_cost == std::numeric_limits<RealType>::infinity()) {
        return infinity_cost;
    } else {
        return infinity_cost + wasserstein_cost_vec(dgm_A, dgm_B, params, _log_filename_prefix);
    }

}

template<class PairContainer>
typename DiagramTraits<PairContainer>::RealType
wasserstein_dist(PairContainer& A,
                 PairContainer& B,
                 const AuctionParams<typename DiagramTraits<PairContainer>::RealType> params,
                 const std::string& _log_filename_prefix = "")
{
    using Real = typename DiagramTraits<PairContainer>::RealType;
    return std::pow(hera::wasserstein_cost(A, B, params, _log_filename_prefix), Real(1.)/params.wasserstein_power);
}

} // end of namespace hera

#endif