/* 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): Mathieu Carriere * * Copyright (C) 2018 Inria * * Modification(s): * - YYYY/MM Author: Description of the modification */ #ifndef SLICED_WASSERSTEIN_H_ #define SLICED_WASSERSTEIN_H_ // gudhi include #include #include #include #include // for std::vector<> #include // for std::pair<>, std::move #include // for std::sort, std::max, std::merge #include // for std::abs, std::sqrt #include // for std::invalid_argument #include // for std::random_device namespace Gudhi { namespace Persistence_representations { /** * \class Sliced_Wasserstein gudhi/Sliced_Wasserstein.h * \brief A class implementing the Sliced Wasserstein kernel. * * \ingroup Persistence_representations * * \details * In this class, we compute infinite-dimensional representations of persistence diagrams by using the * Sliced Wasserstein kernel (see \ref sec_persistence_kernels for more details on kernels). We recall that * infinite-dimensional representations are defined implicitly, so only scalar products and distances are available for * the representations defined in this class. * The Sliced Wasserstein kernel is defined as a Gaussian-like kernel between persistence diagrams, where the distance * used for comparison is the Sliced Wasserstein distance \f$SW\f$ between persistence diagrams, defined as the * integral of the 1-norm between the sorted projections of the diagrams onto all lines passing through the origin: * * \f$ SW(D_1,D_2)=\int_{\theta\in\mathbb{S}}\,\|\pi_\theta(D_1\cup\pi_\Delta(D_2))-\pi_\theta(D_2\cup\pi_\Delta(D_1))\ * |_1{\rm d}\theta\f$, * * where \f$\pi_\theta\f$ is the projection onto the line defined with angle \f$\theta\f$ in the unit circle * \f$\mathbb{S}\f$, and \f$\pi_\Delta\f$ is the projection onto the diagonal. * Assuming that the diagrams are in general position (i.e. there is no collinear triple), the integral can be computed * exactly in \f$O(n^2{\rm log}(n))\f$ time, where \f$n\f$ is the number of points in the diagrams. We provide two * approximations of the integral: one in which we slightly perturb the diagram points so that they are in general * position, and another in which we approximate the integral by sampling \f$N\f$ lines in the circle in * \f$O(Nn{\rm log}(n))\f$ time. The Sliced Wasserstein Kernel is then computed as: * * \f$ k(D_1,D_2) = {\rm exp}\left(-\frac{SW(D_1,D_2)}{2\sigma^2}\right).\f$ * * The first method is usually much more accurate but also * much slower. For more details, please see \cite pmlr-v70-carriere17a . * **/ class Sliced_Wasserstein { protected: Persistence_diagram diagram; int approx; double sigma; std::vector > projections, projections_diagonal; // ********************************** // Utils. // ********************************** void build_rep() { if (approx > 0) { double step = pi / this->approx; int n = diagram.size(); for (int i = 0; i < this->approx; i++) { std::vector l, l_diag; for (int j = 0; j < n; j++) { double px = diagram[j].first; double py = diagram[j].second; double proj_diag = (px + py) / 2; l.push_back(px * cos(-pi / 2 + i * step) + py * sin(-pi / 2 + i * step)); l_diag.push_back(proj_diag * cos(-pi / 2 + i * step) + proj_diag * sin(-pi / 2 + i * step)); } std::sort(l.begin(), l.end()); std::sort(l_diag.begin(), l_diag.end()); projections.push_back(std::move(l)); projections_diagonal.push_back(std::move(l_diag)); } diagram.clear(); } } // Compute the angle formed by two points of a PD double compute_angle(const Persistence_diagram& diag, int i, int j) const { if (diag[i].second == diag[j].second) return pi / 2; else return atan((diag[j].first - diag[i].first) / (diag[i].second - diag[j].second)); } // Compute the integral of |cos()| between alpha and beta, valid only if alpha is in [-pi,pi] and beta-alpha is in // [0,pi] double compute_int_cos(double alpha, double beta) const { double res = 0; if (alpha >= 0 && alpha <= pi) { if (cos(alpha) >= 0) { if (pi / 2 <= beta) { res = 2 - sin(alpha) - sin(beta); } else { res = sin(beta) - sin(alpha); } } else { if (1.5 * pi <= beta) { res = 2 + sin(alpha) + sin(beta); } else { res = sin(alpha) - sin(beta); } } } if (alpha >= -pi && alpha <= 0) { if (cos(alpha) <= 0) { if (-pi / 2 <= beta) { res = 2 + sin(alpha) + sin(beta); } else { res = sin(alpha) - sin(beta); } } else { if (pi / 2 <= beta) { res = 2 - sin(alpha) - sin(beta); } else { res = sin(beta) - sin(alpha); } } } return res; } double compute_int(double theta1, double theta2, int p, int q, const Persistence_diagram& diag1, const Persistence_diagram& diag2) const { double norm = std::sqrt((diag1[p].first - diag2[q].first) * (diag1[p].first - diag2[q].first) + (diag1[p].second - diag2[q].second) * (diag1[p].second - diag2[q].second)); double angle1; if (diag1[p].first == diag2[q].first) angle1 = theta1 - pi / 2; else angle1 = theta1 - atan((diag1[p].second - diag2[q].second) / (diag1[p].first - diag2[q].first)); double angle2 = angle1 + theta2 - theta1; double integral = compute_int_cos(angle1, angle2); return norm * integral; } // Evaluation of the Sliced Wasserstein Distance between a pair of diagrams. double compute_sliced_wasserstein_distance(const Sliced_Wasserstein& second) const { GUDHI_CHECK(this->approx == second.approx, std::invalid_argument("Error: different approx values for representations")); Persistence_diagram diagram1 = this->diagram; Persistence_diagram diagram2 = second.diagram; double sw = 0; if (this->approx == -1) { // Add projections onto diagonal. int n1, n2; n1 = diagram1.size(); n2 = diagram2.size(); double min_ordinate = std::numeric_limits::max(); double min_abscissa = std::numeric_limits::max(); double max_ordinate = std::numeric_limits::lowest(); double max_abscissa = std::numeric_limits::lowest(); for (int i = 0; i < n2; i++) { min_ordinate = std::min(min_ordinate, diagram2[i].second); min_abscissa = std::min(min_abscissa, diagram2[i].first); max_ordinate = std::max(max_ordinate, diagram2[i].second); max_abscissa = std::max(max_abscissa, diagram2[i].first); diagram1.emplace_back((diagram2[i].first + diagram2[i].second) / 2, (diagram2[i].first + diagram2[i].second) / 2); } for (int i = 0; i < n1; i++) { min_ordinate = std::min(min_ordinate, diagram1[i].second); min_abscissa = std::min(min_abscissa, diagram1[i].first); max_ordinate = std::max(max_ordinate, diagram1[i].second); max_abscissa = std::max(max_abscissa, diagram1[i].first); diagram2.emplace_back((diagram1[i].first + diagram1[i].second) / 2, (diagram1[i].first + diagram1[i].second) / 2); } int num_pts_dgm = diagram1.size(); // Slightly perturb the points so that the PDs are in generic positions. double epsilon = 0.0001; double thresh_y = (max_ordinate - min_ordinate) * epsilon; double thresh_x = (max_abscissa - min_abscissa) * epsilon; std::random_device rd; std::default_random_engine re(rd()); std::uniform_real_distribution uni(-1, 1); for (int i = 0; i < num_pts_dgm; i++) { double u = uni(re); diagram1[i].first += u * thresh_x; diagram1[i].second += u * thresh_y; diagram2[i].first += u * thresh_x; diagram2[i].second += u * thresh_y; } // Compute all angles in both PDs. std::vector > > angles1, angles2; for (int i = 0; i < num_pts_dgm; i++) { for (int j = i + 1; j < num_pts_dgm; j++) { double theta1 = compute_angle(diagram1, i, j); double theta2 = compute_angle(diagram2, i, j); angles1.emplace_back(theta1, std::pair(i, j)); angles2.emplace_back(theta2, std::pair(i, j)); } } // Sort angles. std::sort(angles1.begin(), angles1.end(), [](const std::pair >& p1, const std::pair >& p2) { return (p1.first < p2.first); }); std::sort(angles2.begin(), angles2.end(), [](const std::pair >& p1, const std::pair >& p2) { return (p1.first < p2.first); }); // Initialize orders of the points of both PDs (given by ordinates when theta = -pi/2). std::vector orderp1, orderp2; for (int i = 0; i < num_pts_dgm; i++) { orderp1.push_back(i); orderp2.push_back(i); } std::sort(orderp1.begin(), orderp1.end(), [&](int i, int j) { if (diagram1[i].second != diagram1[j].second) return (diagram1[i].second < diagram1[j].second); else return (diagram1[i].first > diagram1[j].first); }); std::sort(orderp2.begin(), orderp2.end(), [&](int i, int j) { if (diagram2[i].second != diagram2[j].second) return (diagram2[i].second < diagram2[j].second); else return (diagram2[i].first > diagram2[j].first); }); // Find the inverses of the orders. std::vector order1(num_pts_dgm); std::vector order2(num_pts_dgm); for (int i = 0; i < num_pts_dgm; i++) { order1[orderp1[i]] = i; order2[orderp2[i]] = i; } // Record all inversions of points in the orders as theta varies along the positive half-disk. std::vector > > anglePerm1(num_pts_dgm); std::vector > > anglePerm2(num_pts_dgm); int m1 = angles1.size(); for (int i = 0; i < m1; i++) { double theta = angles1[i].first; int p = angles1[i].second.first; int q = angles1[i].second.second; anglePerm1[order1[p]].emplace_back(p, theta); anglePerm1[order1[q]].emplace_back(q, theta); int a = order1[p]; int b = order1[q]; order1[p] = b; order1[q] = a; } int m2 = angles2.size(); for (int i = 0; i < m2; i++) { double theta = angles2[i].first; int p = angles2[i].second.first; int q = angles2[i].second.second; anglePerm2[order2[p]].emplace_back(p, theta); anglePerm2[order2[q]].emplace_back(q, theta); int a = order2[p]; int b = order2[q]; order2[p] = b; order2[q] = a; } for (int i = 0; i < num_pts_dgm; i++) { anglePerm1[order1[i]].emplace_back(i, pi / 2); anglePerm2[order2[i]].emplace_back(i, pi / 2); } // Compute the SW distance with the list of inversions. for (int i = 0; i < num_pts_dgm; i++) { std::vector > u, v; u = anglePerm1[i]; v = anglePerm2[i]; double theta1, theta2; theta1 = -pi / 2; unsigned int ku, kv; ku = 0; kv = 0; theta2 = std::min(u[ku].second, v[kv].second); while (theta1 != pi / 2) { if (diagram1[u[ku].first].first != diagram2[v[kv].first].first || diagram1[u[ku].first].second != diagram2[v[kv].first].second) if (theta1 != theta2) sw += compute_int(theta1, theta2, u[ku].first, v[kv].first, diagram1, diagram2); theta1 = theta2; if ((theta2 == u[ku].second) && ku < u.size() - 1) ku++; if ((theta2 == v[kv].second) && kv < v.size() - 1) kv++; theta2 = std::min(u[ku].second, v[kv].second); } } } else { double step = pi / this->approx; std::vector v1, v2; for (int i = 0; i < this->approx; i++) { v1.clear(); v2.clear(); std::merge(this->projections[i].begin(), this->projections[i].end(), second.projections_diagonal[i].begin(), second.projections_diagonal[i].end(), std::back_inserter(v1)); std::merge(second.projections[i].begin(), second.projections[i].end(), this->projections_diagonal[i].begin(), this->projections_diagonal[i].end(), std::back_inserter(v2)); int n = v1.size(); double f = 0; for (int j = 0; j < n; j++) f += std::abs(v1[j] - v2[j]); sw += f * step; } } return sw / pi; } public: /** \brief Sliced Wasserstein kernel constructor. * \implements Topological_data_with_distances, Real_valued_topological_data, Topological_data_with_scalar_product * \ingroup Sliced_Wasserstein * * @param[in] _diagram persistence diagram. * @param[in] _sigma bandwidth parameter. * @param[in] _approx number of directions used to approximate the integral in the Sliced Wasserstein distance, set * to -1 for random perturbation. If positive, then projections of the diagram points on all * directions are stored in memory to reduce computation time. * */ Sliced_Wasserstein(const Persistence_diagram& _diagram, double _sigma = 1.0, int _approx = 10) : diagram(_diagram), approx(_approx), sigma(_sigma) { build_rep(); } /** \brief Evaluation of the kernel on a pair of diagrams. * \ingroup Sliced_Wasserstein * * @pre approx and sigma attributes need to be the same for both instances. * @param[in] second other instance of class Sliced_Wasserstein. * */ double compute_scalar_product(const Sliced_Wasserstein& second) const { GUDHI_CHECK(this->sigma == second.sigma, std::invalid_argument("Error: different sigma values for representations")); return std::exp(-compute_sliced_wasserstein_distance(second) / (2 * this->sigma * this->sigma)); } /** \brief Evaluation of the distance between images of diagrams in the Hilbert space of the kernel. * \ingroup Sliced_Wasserstein * * @pre approx and sigma attributes need to be the same for both instances. * @param[in] second other instance of class Sliced_Wasserstein. * */ double distance(const Sliced_Wasserstein& second) const { GUDHI_CHECK(this->sigma == second.sigma, std::invalid_argument("Error: different sigma values for representations")); return std::sqrt(this->compute_scalar_product(*this) + second.compute_scalar_product(second) - 2 * this->compute_scalar_product(second)); } }; // class Sliced_Wasserstein } // namespace Persistence_representations } // namespace Gudhi #endif // SLICED_WASSERSTEIN_H_