# 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 import warnings 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") # Currently unused, but Théo says it is likely to be used again. 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 _dist_to_diag(X, internal_p): ''' :param X: (n x 2) array encoding the points of a persistent diagram. :param internal_p: Ground metric (i.e. norm L^p). :returns: (n) array encoding the (respective orthogonal) distances of the points to the diagonal .. note:: Assumes that the points are above the diagonal. ''' return (X[:, 1] - X[:, 0]) * 2 ** (1.0 / internal_p - 1) def _build_dist_matrix(X, Y, order, internal_p): ''' :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 order: exponent for the Wasserstein metric. :param internal_p: Ground metric (i.e. norm L^p). :returns: (n+1) x (m+1) np.array encoding the cost matrix C. For 0 <= i < n, 0 <= j < m, C[i,j] encodes the distance between X[i] and Y[j], while C[i, m] (resp. C[n, j]) encodes the distance (to the p) between X[i] (resp Y[j]) and its orthogonal projection onto the diagonal. note also that C[n, m] = 0 (it costs nothing to move from the diagonal to the diagonal). ''' Cxd = _dist_to_diag(X, internal_p)**order Cdy = _dist_to_diag(Y, internal_p)**order if np.isinf(internal_p): C = sc.cdist(X,Y, metric='chebyshev')**order else: C = sc.cdist(X,Y, metric='minkowski', p=internal_p)**order Cf = np.hstack((C, Cxd[:,None])) Cdy = np.append(Cdy, 0) Cf = np.vstack((Cf, Cdy[None,:])) return Cf def _perstot_autodiff(X, order, internal_p): ''' Version of _perstot that works on eagerpy tensors. ''' return _dist_to_diag(X, internal_p).norms.lp(order) def _perstot(X, order, internal_p, enable_autodiff): ''' :param X: (n x 2) numpy.array (points of a given diagram). :param order: exponent for Wasserstein. :param internal_p: Ground metric on the (upper-half) plane (i.e. norm L^p in R^2). :param enable_autodiff: If X is torch.tensor, tensorflow.Tensor or jax.numpy.ndarray, make the computation transparent to automatic differentiation. :type enable_autodiff: bool :returns: float, the total persistence of the diagram (that is, its distance to the empty diagram). .. note:: Can be +inf if the diagram has an essential part (points with infinite coordinates). ''' if enable_autodiff: import eagerpy as ep return _perstot_autodiff(ep.astensor(X), order, internal_p).raw else: return np.linalg.norm(_dist_to_diag(X, internal_p), ord=order) def _get_essential_parts(a): ''' :param a: (n x 2) numpy.array (point of a diagram) :returns: five lists of indices (between 0 and len(a)) accounting for the five types of points with infinite coordinates that can occur in a diagram, namely: type0 : (-inf, finite) type1 : (finite, +inf) type2 : (-inf, +inf) type3 : (-inf, -inf) type4 : (+inf, +inf) .. note:: For instance, a[_get_essential_parts(a)[0]] returns the points in a of coordinates (-inf, x) for some finite x. Note also that points with (+inf, -inf) are not handled (points (x,y) in dgm satisfy by assumption (y >= x)). Finally, we consider that points with coordinates (-inf,-inf) and (+inf, +inf) belong to the diagonal. ''' if len(a): first_coord_finite = np.isfinite(a[:,0]) second_coord_finite = np.isfinite(a[:,1]) first_coord_infinite_positive = (a[:,0] == np.inf) second_coord_infinite_positive = (a[:,1] == np.inf) first_coord_infinite_negative = (a[:,0] == -np.inf) second_coord_infinite_negative = (a[:,1] == -np.inf) ess_first_type = np.where(second_coord_finite & first_coord_infinite_negative)[0] # coord (-inf, x) ess_second_type = np.where(first_coord_finite & second_coord_infinite_positive)[0] # coord (x, +inf) ess_third_type = np.where(first_coord_infinite_negative & second_coord_infinite_positive)[0] # coord (-inf, +inf) ess_fourth_type = np.where(first_coord_infinite_negative & second_coord_infinite_negative)[0] # coord (-inf, -inf) ess_fifth_type = np.where(first_coord_infinite_positive & second_coord_infinite_positive)[0] # coord (+inf, +inf) return ess_first_type, ess_second_type, ess_third_type, ess_fourth_type, ess_fifth_type else: return [], [], [], [], [] def _cost_and_match_essential_parts(X, Y, idX, idY, order, axis): ''' :param X: (n x 2) numpy.array (dgm points) :param Y: (n x 2) numpy.array (dgm points) :param idX: indices to consider for this one dimensional OT problem (in X) :param idY: indices to consider for this one dimensional OT problem (in Y) :param order: exponent for Wasserstein distance computation :param axis: must be 0 or 1, correspond to the coordinate which is finite. :returns: cost (float) and match for points with *one* infinite coordinate. .. note:: Assume idX, idY come when calling _handle_essential_parts, thus have same length. ''' u = X[idX, axis] v = Y[idY, axis] cost = np.sum(np.abs(np.sort(u) - np.sort(v))**(order)) # OT cost in 1D sortidX = idX[np.argsort(u)] sortidY = idY[np.argsort(v)] # We return [i,j] sorted per value match = list(zip(sortidX, sortidY)) return cost, match def _handle_essential_parts(X, Y, order): ''' :param X: (n x 2) numpy array, first diagram. :param Y: (n x 2) numpy array, second diagram. :order: Wasserstein order for cost computation. :returns: cost and matching due to essential parts. If cost is +inf, matching will be set to None. ''' ess_parts_X = _get_essential_parts(X) ess_parts_Y = _get_essential_parts(Y) # Treats the case of infinite cost (cardinalities of essential parts differ). for u, v in list(zip(ess_parts_X, ess_parts_Y))[:3]: # ignore types 4 and 5 as they belong to the diagonal if len(u) != len(v): return np.inf, None # Now we know each essential part has the same number of points in both diagrams. # Handle type 0 and type 1 essential parts (those with one finite coordinates) c1, m1 = _cost_and_match_essential_parts(X, Y, ess_parts_X[0], ess_parts_Y[0], axis=1, order=order) c2, m2 = _cost_and_match_essential_parts(X, Y, ess_parts_X[1], ess_parts_Y[1], axis=0, order=order) c = c1 + c2 m = m1 + m2 # Handle type3 (coordinates (-inf,+inf), so we just align points) m += list(zip(ess_parts_X[2], ess_parts_Y[2])) # Handle type 4 and 5, considered as belonging to the diagonal so matched to (-1) with cost 0. for z in ess_parts_X[3:]: m += [(u, -1) for u in z] # points in X are matched to -1 for z in ess_parts_Y[3:]: m += [(-1, v) for v in z] # -1 is match to points in Y return c, np.array(m) def _finite_part(X): ''' :param X: (n x 2) numpy array encoding a persistence diagram. :returns: The finite part of a diagram `X` (points with finite coordinates). ''' return X[np.where(np.isfinite(X[:,0]) & np.isfinite(X[:,1]))] def _warn_infty(matching): ''' Handle essential parts with different cardinalities. Warn the user about cost being infinite and (if `matching=True`) about the returned matching being `None`. ''' if matching: warnings.warn('Cardinality of essential parts differs. Distance (cost) is +inf, and the returned matching is None.') return np.inf, None else: warnings.warn('Cardinality of essential parts differs. Distance (cost) is +inf.') return np.inf def wasserstein_distance(X, Y, matching=False, order=1., internal_p=np.inf, enable_autodiff=False, keep_essential_parts=True): ''' Compute the Wasserstein distance between persistence diagram using Python Optimal Transport backend. Diagrams can contain points with infinity coordinates (essential parts). Points with (-inf,-inf) and (+inf,+inf) coordinates are considered as belonging to the diagonal. If the distance between two diagrams is +inf (which happens if the cardinalities of essential parts differ) and optimal matching is required, it will be set to ``None``. :param X: The first diagram. :type X: n x 2 numpy.array :param Y: The second diagram. :type Y: m x 2 numpy.array :param matching: if ``True``, computes and returns the optimal matching between X and Y, encoded as a (n x 2) np.array [...[i,j]...], meaning the i-th point in X is matched to the j-th point in Y, with the convention that (-1) represents the diagonal. :param order: Wasserstein exponent q (1 <= q < infinity). :type order: float :param internal_p: Ground metric on the (upper-half) plane (i.e. norm L^p in R^2). :type internal_p: float :param enable_autodiff: If X and Y are ``torch.tensor`` or ``tensorflow.Tensor``, make the computation transparent to automatic differentiation. This requires the package EagerPy and is currently incompatible with ``matching=True`` and with ``keep_essential_parts=True``. .. note:: This considers the function defined on the coordinates of the off-diagonal finite points of X and Y and lets the various frameworks compute its gradient. It never pulls new points from the diagonal. :type enable_autodiff: bool :param keep_essential_parts: If ``False``, only considers the finite points in the diagrams. Otherwise, include essential parts in cost and matching computation. :type keep_essential_parts: bool :returns: The Wasserstein distance of order q (1 <= q < infinity) between persistence diagrams with respect to the internal_p-norm as ground metric. If matching is set to True, also returns the optimal matching between X and Y. If cost is +inf, any matching is optimal and thus it returns `None` instead. ''' # First step: handle empty diagrams n = len(X) m = len(Y) if n == 0: if m == 0: if not matching: # What if enable_autodiff? return 0. else: return 0., np.array([]) else: cost = _perstot(Y, order, internal_p, enable_autodiff) if cost == np.inf: return _warn_infty(matching) else: if not matching: return cost else: return cost, np.array([[-1, j] for j in range(m)]) elif m == 0: cost = _perstot(X, order, internal_p, enable_autodiff) if cost == np.inf: return _warn_infty(matching) else: if not matching: return cost else: return cost, np.array([[i, -1] for i in range(n)]) # Check essential part and enable autodiff together if enable_autodiff and keep_essential_parts: warnings.warn('''enable_autodiff=True and keep_essential_parts=True are incompatible together. keep_essential_parts is set to False: only points with finite coordinates are considered in the following. ''') keep_essential_parts = False # Second step: handle essential parts if needed. if keep_essential_parts: essential_cost, essential_matching = _handle_essential_parts(X, Y, order=order) if (essential_cost == np.inf): return _warn_infty(matching) # Tells the user that cost is infty and matching (if True) is None. # avoid computing transport cost between the finite parts if essential parts # cardinalities do not match (saves time) else: essential_cost = 0 essential_matching = None # Now the standard pipeline for finite parts if enable_autodiff: import eagerpy as ep X_orig = ep.astensor(X) Y_orig = ep.astensor(Y) X = X_orig.numpy() Y = Y_orig.numpy() # Extract finite points of the diagrams. X, Y = _finite_part(X), _finite_part(Y) n = len(X) m = len(Y) M = _build_dist_matrix(X, Y, order=order, internal_p=internal_p) a = np.ones(n+1) # weight vector of the input diagram. Uniform here. a[-1] = m b = np.ones(m+1) # weight vector of the input diagram. Uniform here. b[-1] = n if matching: assert not enable_autodiff, "matching and enable_autodiff are currently incompatible" P = ot.emd(a=a,b=b,M=M, numItermax=2000000) ot_cost = np.sum(np.multiply(P,M)) P[-1, -1] = 0 # Remove matching corresponding to the diagonal match = np.argwhere(P) # Now we turn to -1 points encoding the diagonal match[:,0][match[:,0] >= n] = -1 match[:,1][match[:,1] >= m] = -1 # Finally incorporate the essential part matching if essential_matching is not None: match = np.concatenate([match, essential_matching]) if essential_matching.size else match return (ot_cost + essential_cost) ** (1./order) , match if enable_autodiff: P = ot.emd(a=a, b=b, M=M, numItermax=2000000) pairs_X_Y = np.argwhere(P[:-1, :-1]) pairs_X_diag = np.nonzero(P[:-1, -1]) pairs_Y_diag = np.nonzero(P[-1, :-1]) dists = [] # empty arrays are not handled properly by the helpers, so we avoid calling them if len(pairs_X_Y): dists.append((Y_orig[pairs_X_Y[:, 1]] - X_orig[pairs_X_Y[:, 0]]).norms.lp(internal_p, axis=-1).norms.lp(order)) if len(pairs_X_diag[0]): dists.append(_perstot_autodiff(X_orig[pairs_X_diag], order, internal_p)) if len(pairs_Y_diag[0]): dists.append(_perstot_autodiff(Y_orig[pairs_Y_diag], order, internal_p)) dists = [dist.reshape(1) for dist in dists] return ep.concatenate(dists).norms.lp(order).raw # We can also concatenate the 3 vectors to compute just one norm. # Comptuation of the ot cost 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 = ot.emd2(a, b, M, numItermax=2000000) return (ot_cost + essential_cost) ** (1./order)