diff options
Diffstat (limited to 'src/python/gudhi/wasserstein.py')
-rw-r--r-- | src/python/gudhi/wasserstein.py | 97 |
1 files changed, 97 insertions, 0 deletions
diff --git a/src/python/gudhi/wasserstein.py b/src/python/gudhi/wasserstein.py new file mode 100644 index 00000000..db5ddff2 --- /dev/null +++ b/src/python/gudhi/wasserstein.py @@ -0,0 +1,97 @@ +# 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 internal_p: Ground metric (i.e. norm l_p). + :param order: 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). + ''' + 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 internal_p: Ground metric on the (upper-half) plane (i.e. norm l_p in R^2); Default value is 2 (Euclidean norm). + :param order: exponent for Wasserstein. Default value is 2. + :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 internal_p: Ground metric on the (upper-half) plane (i.e. norm l_p in R^2); Default value is 2 (euclidean norm). + :param order: exponent for Wasserstein; Default value is 2. + :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) |