# 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") # 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). ''' 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 wasserstein_distance(X, Y, matching=False, order=1., internal_p=np.inf, enable_autodiff=False): ''' :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 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 (-1) represents the diagonal. :param order: exponent for Wasserstein; Default value is 1. :param internal_p: Ground metric on the (upper-half) plane (i.e. norm L^p in R^2); Default value is `np.inf`. :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`. .. note:: This considers the function defined on the coordinates of the off-diagonal 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 :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. ''' n = len(X) m = len(Y) # handle empty diagrams if n == 0: if m == 0: if not matching: # What if enable_autodiff? return 0. else: return 0., np.array([]) else: if not matching: return _perstot(Y, order, internal_p, enable_autodiff) else: return _perstot(Y, order, internal_p, enable_autodiff), np.array([[-1, j] for j in range(m)]) elif m == 0: if not matching: return _perstot(X, order, internal_p, enable_autodiff) else: return _perstot(X, order, internal_p, enable_autodiff), np.array([[i, -1] for i in range(n)]) 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() 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 return ot_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 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 = ot.emd2(a, b, M, numItermax=2000000) return ot_cost ** (1./order)