multipers 2.3.3b6__cp311-cp311-manylinux_2_39_x86_64.whl

multipers/filtrations/density.py

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+from collections.abc import Callable, Iterable
+from typing import Any, Literal, Union
+import numpy as np
+
+
+from multipers.array_api import api_from_tensor
+global available_kernels
+available_kernels = Union[
+    Literal[
+        "gaussian", "exponential", "exponential_kernel", "multivariate_gaussian", "sinc"
+    ],
+    Callable,
+]
+
+
+def convolution_signed_measures(
+    iterable_of_signed_measures,
+    filtrations,
+    bandwidth,
+    flatten: bool = True,
+    n_jobs: int = 1,
+    backend="pykeops",
+    kernel: available_kernels = "gaussian",
+    **kwargs,
+):
+    """
+    Evaluates the convolution of the signed measures Iterable(pts, weights) with a gaussian measure of bandwidth bandwidth, on a grid given by the filtrations
+
+    Parameters
+    ----------
+
+     - iterable_of_signed_measures : (num_signed_measure) x [ (npts) x (num_parameters), (npts)]
+     - filtrations : (num_parameter) x (filtration values)
+     - flatten : bool
+     - n_jobs : int
+
+    Outputs
+    -------
+
+    The concatenated images, for each signed measure (num_signed_measures) x (len(f) for f in filtration_values)
+    """
+    from multipers.grids import todense
+
+    grid_iterator = todense(filtrations, product_order=True)
+    api = api_from_tensor(iterable_of_signed_measures[0][0][0])
+    match backend:
+        case "sklearn":
+
+            def convolution_signed_measures_on_grid(
+                signed_measures,
+            ):
+                return api.cat(
+                    [
+                        _pts_convolution_sparse_old(
+                            pts=pts,
+                            pts_weights=weights,
+                            grid_iterator=grid_iterator,
+                            bandwidth=bandwidth,
+                            kernel=kernel,
+                            **kwargs,
+                        )
+                        for pts, weights in signed_measures
+                    ],
+                    axis=0,
+                )
+
+        case "pykeops":
+
+            def convolution_signed_measures_on_grid(
+                signed_measures: Iterable[tuple[np.ndarray, np.ndarray]],
+            ) -> np.ndarray:
+                return api.cat(
+                    [
+                        _pts_convolution_pykeops(
+                            pts=pts,
+                            pts_weights=weights,
+                            grid_iterator=grid_iterator,
+                            bandwidth=bandwidth,
+                            kernel=kernel,
+                            **kwargs,
+                        )
+                        for pts, weights in signed_measures
+                    ],
+                    axis=0,
+                )
+
+            # compiles first once
+            pts, weights = iterable_of_signed_measures[0][0]
+            small_pts, small_weights = pts[:2], weights[:2]
+
+            _pts_convolution_pykeops(
+                small_pts,
+                small_weights,
+                grid_iterator=grid_iterator,
+                bandwidth=bandwidth,
+                kernel=kernel,
+                **kwargs,
+            )
+
+    if n_jobs > 1 or n_jobs == -1:
+        prefer = "processes" if backend == "sklearn" else "threads"
+        from joblib import Parallel, delayed
+
+        convolutions = Parallel(n_jobs=n_jobs, prefer=prefer)(
+            delayed(convolution_signed_measures_on_grid)(sms)
+            for sms in iterable_of_signed_measures
+        )
+    else:
+        convolutions = [
+            convolution_signed_measures_on_grid(sms)
+            for sms in iterable_of_signed_measures
+        ]
+    if not flatten:
+        out_shape = [-1] + [len(f) for f in filtrations]  # Degree
+        convolutions = [x.reshape(out_shape) for x in convolutions]
+    return api.cat([x[None] for x in convolutions])
+
+
+# def _test(r=1000, b=0.5, plot=True, kernel=0):
+# 	import matplotlib.pyplot  as plt
+# 	pts, weigths = np.array([[1.,1.], [1.1,1.1]]), np.array([1,-1])
+# 	pt_list = np.array(list(product(*[np.linspace(0,2,r)]*2)))
+# 	img = _pts_convolution_sparse_pts(pts,weigths, pt_list,b,kernel=kernel)
+# 	if plot:
+# 		plt.imshow(img.reshape(r,-1).T, origin="lower")
+# 		plt.show()
+
+
+def _pts_convolution_sparse_old(
+    pts: np.ndarray,
+    pts_weights: np.ndarray,
+    grid_iterator,
+    kernel: available_kernels = "gaussian",
+    bandwidth=0.1,
+    **more_kde_args,
+):
+    """
+    Old version of `convolution_signed_measures`. Scikitlearn's convolution is slower than the code above.
+    """
+    from sklearn.neighbors import KernelDensity
+
+    if len(pts) == 0:
+        # warn("Found a trivial signed measure !")
+        return np.zeros(len(grid_iterator))
+    kde = KernelDensity(
+        kernel=kernel, bandwidth=bandwidth, rtol=1e-4, **more_kde_args
+    )  # TODO : check rtol
+    pos_indices = pts_weights > 0
+    neg_indices = pts_weights < 0
+    img_pos = (
+        np.zeros(len(grid_iterator))
+        if pos_indices.sum() == 0
+        else kde.fit(
+            pts[pos_indices], sample_weight=pts_weights[pos_indices]
+        ).score_samples(grid_iterator)
+    )
+    img_neg = (
+        np.zeros(len(grid_iterator))
+        if neg_indices.sum() == 0
+        else kde.fit(
+            pts[neg_indices], sample_weight=-pts_weights[neg_indices]
+        ).score_samples(grid_iterator)
+    )
+    return np.exp(img_pos) - np.exp(img_neg)
+
+
+def _pts_convolution_pykeops(
+    pts: np.ndarray,
+    pts_weights: np.ndarray,
+    grid_iterator,
+    kernel: available_kernels = "gaussian",
+    bandwidth=0.1,
+    **more_kde_args,
+):
+    """
+    Pykeops convolution
+    """
+    if isinstance(pts, np.ndarray):
+        _asarray_weights = lambda x : np.asarray(x, dtype=pts.dtype)
+        _asarray_grid = _asarray_weights
+    else:
+        import torch
+        _asarray_weights = lambda x : torch.from_numpy(x).type(pts.dtype)
+        _asarray_grid = lambda x : x.type(pts.dtype)
+    kde = KDE(kernel=kernel, bandwidth=bandwidth, **more_kde_args)
+    return kde.fit(
+        pts, sample_weights=_asarray_weights(pts_weights)
+    ).score_samples(_asarray_grid(grid_iterator))
+
+
+def gaussian_kernel(x_i, y_j, bandwidth):
+    D = x_i.shape[-1]
+    exponent = -(((x_i - y_j) / bandwidth) ** 2).sum(dim=-1) / 2
+    # float is necessary for some reason (pykeops fails)
+    kernel = (exponent).exp() / float((bandwidth*np.sqrt(2 * np.pi))**D) 
+    return kernel
+
+
+def multivariate_gaussian_kernel(x_i, y_j, covariance_matrix_inverse):
+    # 1 / \sqrt(2 \pi^dim * \Sigma.det()) * exp( -(x-y).T @ \Sigma ^{-1} @ (x-y))
+    # CF https://www.kernel-operations.io/keops/_auto_examples/pytorch/plot_anisotropic_kernels.html#sphx-glr-auto-examples-pytorch-plot-anisotropic-kernels-py
+    #    and https://www.kernel-operations.io/keops/api/math-operations.html
+    dim = x_i.shape[-1]
+    z = x_i - y_j
+    exponent = -(z.weightedsqnorm(covariance_matrix_inverse.flatten()) / 2)
+    return (
+        float((2 * np.pi) ** (-dim / 2))
+        * (covariance_matrix_inverse.det().sqrt())
+        * exponent.exp()
+    )
+
+
+def exponential_kernel(x_i, y_j, bandwidth):
+    # 1 / \sigma * exp( norm(x-y, dim=-1))
+    exponent = -(((((x_i - y_j) ** 2)).sum(dim=-1) ** 1 / 2) / bandwidth)
+    kernel = exponent.exp() / bandwidth
+    return kernel
+
+
+def sinc_kernel(x_i, y_j, bandwidth):
+    norm = ((((x_i - y_j) ** 2)).sum(dim=-1) ** 1 / 2) / bandwidth
+    sinc = type(x_i).sinc
+    kernel = 2 * sinc(2 * norm) - sinc(norm)
+    return kernel
+
+
+def _kernel(
+    kernel: available_kernels = "gaussian",
+):
+    match kernel:
+        case "gaussian":
+            return gaussian_kernel
+        case "exponential":
+            return exponential_kernel
+        case "multivariate_gaussian":
+            return multivariate_gaussian_kernel
+        case "sinc":
+            return sinc_kernel
+        case _:
+            assert callable(
+                kernel
+            ), f"""
+            --------------------------
+            Unknown kernel {kernel}.
+            -------------------------- 
+            Custom kernel has to be callable, 
+            (x:LazyTensor(n,1,D),y:LazyTensor(1,m,D),bandwidth:float) ---> kernel matrix
+
+            Valid operations are given here:
+            https://www.kernel-operations.io/keops/python/api/index.html
+            """
+            return kernel
+
+
+# TODO : multiple bandwidths at once with lazy tensors
+class KDE:
+    """
+    Fast, scikit-style, and differentiable kernel density estimation, using PyKeops.
+    """
+
+    def __init__(
+        self,
+        bandwidth: Any = 1,
+        kernel: available_kernels = "gaussian",
+        return_log: bool = False,
+    ):
+        """
+        bandwidth : numeric
+                bandwidth for Gaussian kernel
+        """
+        self.X = None
+        self.bandwidth = bandwidth
+        self.kernel: available_kernels = kernel
+        self._kernel = None
+        self._backend = None
+        self._sample_weights = None
+        self.return_log = return_log
+
+    def fit(self, X, sample_weights=None, y=None):
+        self.X = X
+        self._sample_weights = sample_weights
+        if isinstance(X, np.ndarray):
+            self._backend = np
+        else:
+            import torch
+
+            if isinstance(X, torch.Tensor):
+                self._backend = torch
+            else:
+                raise Exception("Unsupported backend.")
+        self._kernel = _kernel(self.kernel)
+        return self
+
+    @staticmethod
+    def to_lazy(X, Y, x_weights):
+        if isinstance(X, np.ndarray):
+            from pykeops.numpy import LazyTensor
+
+            lazy_x = LazyTensor(
+                X.reshape((X.shape[0], 1, X.shape[1]))
+            )  # numpts, 1, dim
+            lazy_y = LazyTensor(
+                Y.reshape((1, Y.shape[0], Y.shape[1])).astype(X.dtype)
+            )  # 1, numpts, dim
+            if x_weights is not None:
+                w = LazyTensor(np.asarray(x_weights, dtype=X.dtype)[:, None], axis=0)
+                return lazy_x, lazy_y, w
+            return lazy_x, lazy_y, None
+        import torch
+
+        if isinstance(X, torch.Tensor):
+            from pykeops.torch import LazyTensor
+
+            lazy_x = LazyTensor(X.view(X.shape[0], 1, X.shape[1]))
+            lazy_y = LazyTensor(Y.type(X.dtype).view(1, Y.shape[0], Y.shape[1]))
+            if x_weights is not None:
+                if isinstance(x_weights, np.ndarray):
+                    x_weights = torch.from_numpy(x_weights)
+                w = LazyTensor(x_weights[:, None].type(X.dtype), axis=0)
+                return lazy_x, lazy_y, w
+            return lazy_x, lazy_y, None
+        raise Exception("Bad tensor type.")
+
+    def score_samples(self, Y, X=None, return_kernel=False):
+        """Returns the kernel density estimates of each point in `Y`.
+
+        Parameters
+        ----------
+        Y : tensor (m, d)
+                `m` points with `d` dimensions for which the probability density will
+                be calculated
+        X : tensor (n, d), optional
+                `n` points with `d` dimensions to which KDE will be fit. Provided to
+                allow batch calculations in `log_prob`. By default, `X` is None and
+                all points used to initialize KernelDensityEstimator are included.
+
+
+        Returns
+        -------
+        log_probs : tensor (m)
+                log probability densities for each of the queried points in `Y`
+        """
+        assert self._backend is not None and self._kernel is not None, "Fit first."
+        X = self.X if X is None else X
+        if X.shape[0] == 0:
+            return self._backend.zeros((Y.shape[0]))
+        assert Y.shape[1] == X.shape[1] and X.ndim == Y.ndim == 2
+        lazy_x, lazy_y, w = self.to_lazy(X, Y, x_weights=self._sample_weights)
+        kernel = self._kernel(lazy_x, lazy_y, self.bandwidth)
+        if w is not None:
+            kernel *= w
+        if return_kernel:
+            return kernel
+        density_estimation = kernel.sum(dim=0).squeeze() / kernel.shape[0]  # mean
+        return (
+            self._backend.log(density_estimation)
+            if self.return_log
+            else density_estimation
+        )
+
+
+def batch_signed_measure_convolutions(
+    signed_measures,  # array of shape (num_data,num_pts,D)
+    x,  # array of shape (num_x, D) or (num_data, num_x, D)
+    bandwidth,  # either float or matrix if multivariate kernel
+    kernel: available_kernels,
+):
+    """
+    Input
+    -----
+     - signed_measures: unragged, of shape (num_data, num_pts, D+1)
+       where last coord is weights, (0 for dummy points)
+     - x : the points to convolve (num_x,D)
+     - bandwidth : the bandwidths or covariance matrix inverse or ... of the kernel
+     - kernel : "gaussian", "multivariate_gaussian", "exponential", or Callable (x_i, y_i, bandwidth)->float
+
+    Output
+    ------
+    Array of shape (num_convolutions, (num_axis), num_data,
+    Array of shape (num_convolutions, (num_axis), num_data, max_x_size)
+    """
+    if signed_measures.ndim == 2:
+        signed_measures = signed_measures[None, :, :]
+    sms = signed_measures[..., :-1]
+    weights = signed_measures[..., -1]
+    if isinstance(signed_measures, np.ndarray):
+        from pykeops.numpy import LazyTensor
+    else:
+        import torch
+
+        assert isinstance(signed_measures, torch.Tensor)
+        from pykeops.torch import LazyTensor
+
+    _sms = LazyTensor(sms[..., None, :].contiguous())
+    _x = x[..., None, :, :].contiguous()
+
+    sms_kernel = _kernel(kernel)(_sms, _x, bandwidth)
+    out = (sms_kernel * weights[..., None, None].contiguous()).sum(
+        signed_measures.ndim - 2
+    )
+    assert out.shape[-1] == 1, "Pykeops bug fixed, TODO : refix this "
+    out = out[..., 0]  ## pykeops bug + ensures its a tensor
+    # assert out.shape == (x.shape[0], x.shape[1]), f"{x.shape=}, {out.shape=}"
+    return out
+
+
+class DTM:
+    """
+    Distance To Measure
+    """
+
+    def __init__(self, masses, metric: str = "euclidean", **_kdtree_kwargs):
+        """
+        mass : float in [0,1]
+                The mass threshold
+        metric :
+                The distance between points to consider
+        """
+        self.masses = masses
+        self.metric = metric
+        self._kdtree_kwargs = _kdtree_kwargs
+        self._ks = None
+        self._kdtree = None
+        self._X = None
+        self._backend = None
+
+    def fit(self, X, sample_weights=None, y=None):
+        if len(self.masses) == 0:
+            return self
+        assert np.max(self.masses) <= 1, "All masses should be in (0,1]."
+        from sklearn.neighbors import KDTree
+
+        if not isinstance(X, np.ndarray):
+            import torch
+
+            assert isinstance(X, torch.Tensor), "Backend has to be numpy of torch"
+            _X = X.detach()
+            self._backend = "torch"
+        else:
+            _X = X
+            self._backend = "numpy"
+        self._ks = np.array([int(mass * X.shape[0]) + 1 for mass in self.masses])
+        self._kdtree = KDTree(_X, metric=self.metric, **self._kdtree_kwargs)
+        self._X = X
+        return self
+
+    def score_samples(self, Y, X=None):
+        """Returns the kernel density estimates of each point in `Y`.
+
+        Parameters
+        ----------
+        Y : tensor (m, d)
+                `m` points with `d` dimensions for which the probability density will
+                be calculated
+
+
+        Returns
+        -------
+        the DTMs of Y, for each mass in masses.
+        """
+        if len(self.masses) == 0:
+            return np.empty((0, len(Y)))
+        assert (
+            self._ks is not None and self._kdtree is not None and self._X is not None
+        ), f"Fit first. Got {self._ks=}, {self._kdtree=}, {self._X=}."
+        assert Y.ndim == 2
+        if self._backend == "torch":
+            _Y = Y.detach().numpy()
+        else:
+            _Y = Y
+        NN_Dist, NN = self._kdtree.query(_Y, self._ks.max(), return_distance=True)
+        DTMs = np.array([((NN_Dist**2)[:, :k].mean(1)) ** 0.5 for k in self._ks])
+        return DTMs
+
+    def score_samples_diff(self, Y):
+        """Returns the kernel density estimates of each point in `Y`.
+
+        Parameters
+        ----------
+        Y : tensor (m, d)
+                `m` points with `d` dimensions for which the probability density will
+                be calculated
+        X : tensor (n, d), optional
+                `n` points with `d` dimensions to which KDE will be fit. Provided to
+                allow batch calculations in `log_prob`. By default, `X` is None and
+                all points used to initialize KernelDensityEstimator are included.
+
+
+        Returns
+        -------
+        log_probs : tensor (m)
+                log probability densities for each of the queried points in `Y`
+        """
+        import torch
+
+        if len(self.masses) == 0:
+            return torch.empty(0, len(Y))
+
+        assert Y.ndim == 2
+        assert self._backend == "torch", "Use the non-diff version with numpy."
+        assert (
+            self._ks is not None and self._kdtree is not None and self._X is not None
+        ), f"Fit first. Got {self._ks=}, {self._kdtree=}, {self._X=}."
+        NN = self._kdtree.query(Y.detach(), self._ks.max(), return_distance=False)
+        DTMs = tuple(
+            (((self._X[NN] - Y[:, None, :]) ** 2)[:, :k].sum(dim=(1, 2)) / k) ** 0.5
+            for k in self._ks
+        )  # TODO : kdtree already computes distance, find implementation of kdtree that is pytorch differentiable
+        return DTMs
+
+
+## code taken from pykeops doc (https://www.kernel-operations.io/keops/_auto_benchmarks/benchmark_KNN.html)
+class KNNmean:
+    def __init__(self, k: int, metric: str = "euclidean"):
+        self.k = k
+        self.metric = metric
+        self._KNN_fun = None
+        self._x = None
+
+    def fit(self, x):
+        if isinstance(x, np.ndarray):
+            from pykeops.numpy import Vi, Vj
+        else:
+            import torch
+
+            assert isinstance(x, torch.Tensor), "Backend has to be numpy or torch"
+            from pykeops.torch import Vi, Vj
+
+        D = x.shape[1]
+        X_i = Vi(0, D)
+        X_j = Vj(1, D)
+
+        # Symbolic distance matrix:
+        if self.metric == "euclidean":
+            D_ij = ((X_i - X_j) ** 2).sum(-1) ** (1/2)
+        elif self.metric == "manhattan":
+            D_ij = (X_i - X_j).abs().sum(-1)
+        elif self.metric == "angular":
+            D_ij = -(X_i | X_j)
+        elif self.metric == "hyperbolic":
+            D_ij = ((X_i - X_j) ** 2).sum(-1) / (X_i[0] * X_j[0])
+        else:
+            raise NotImplementedError(f"The '{self.metric}' distance is not supported.")
+
+        self._x = x
+        self._KNN_fun = D_ij.Kmin(self.k, dim=1)
+        return self
+
+    def score_samples(self, x):
+        assert self._x is not None and self._KNN_fun is not None, "Fit first."
+        return self._KNN_fun(x, self._x).sum(axis=1) / self.k
+
+
+# def _pts_convolution_sparse(pts:np.ndarray, pts_weights:np.ndarray, filtration_grid:Iterable[np.ndarray], kernel="gaussian", bandwidth=0.1, **more_kde_args):
+# 	"""
+# 	Old version of `convolution_signed_measures`. Scikitlearn's convolution is slower than the code above.
+# 	"""
+# 	from sklearn.neighbors import KernelDensity
+# 	grid_iterator = np.asarray(list(product(*filtration_grid)))
+# 	grid_shape = [len(f) for f in filtration_grid]
+# 	if len(pts) == 0:
+# 		# warn("Found a trivial signed measure !")
+# 		return np.zeros(shape=grid_shape)
+# 	kde = KernelDensity(kernel=kernel, bandwidth=bandwidth, rtol = 1e-4, **more_kde_args) # TODO : check rtol
+
+# 	pos_indices = pts_weights>0
+# 	neg_indices = pts_weights<0
+# 	img_pos = kde.fit(pts[pos_indices], sample_weight=pts_weights[pos_indices]).score_samples(grid_iterator).reshape(grid_shape)
+# 	img_neg = kde.fit(pts[neg_indices], sample_weight=-pts_weights[neg_indices]).score_samples(grid_iterator).reshape(grid_shape)
+# 	return np.exp(img_pos) - np.exp(img_neg)
+
+
+# Precompiles the convolution
+# _test(r=2,b=.5, plot=False)