# 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, 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). ''' Xdiag = _proj_on_diag(X) Ydiag = _proj_on_diag(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 _perstot(X, p, q): ''' :param X: (n x 2) numpy.array (points of a given diagram). :param q: Ground metric on the (upper-half) plane (i.e. norm l_q in R^2); Default value is 2 (Euclidean norm). :param p: 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=q, axis=1)**p))**(1./p) def wasserstein_distance(X, Y, p=2., q=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 q: Ground metric on the (upper-half) plane (i.e. norm l_q in R^2); Default value is 2 (euclidean norm). :param p: exponent for Wasserstein; Default value is 2. :returns: the p-Wasserstein distance (1 <= p < infinity) with respect to the q-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, p, q) elif Y.size == 0: return _perstot(X, p, q) M = _build_dist_matrix(X, Y, p=p, q=q) 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 squared Wasserstein distance. # 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./p)