# -*- coding: utf-8 -*- """ ======================================== Low rank Gromov-Wasterstein between samples ======================================== .. note:: Example added in release: 0.9.4. Comparison between entropic Gromov-Wasserstein and Low Rank Gromov Wasserstein [67] on two curves in 2D and 3D, both sampled with 200 points. The squared Euclidean distance is considered as the ground cost for both samples. [67] Scetbon, M., Peyré, G. & Cuturi, M. (2022). "Linear-Time GromovWasserstein Distances using Low Rank Couplings and Costs". In International Conference on Machine Learning (ICML), 2022. """ # Author: Laurène David # # License: MIT License # # sphinx_gallery_thumbnail_number = 3 # %% import numpy as np import matplotlib.pylab as pl import ot.plot import time ############################################################################## # Generate data # ------------- # %% parameters n_samples = 200 # Generate 2D and 3D curves theta = np.linspace(-4 * np.pi, 4 * np.pi, n_samples) z = np.linspace(1, 2, n_samples) r = z**2 + 1 x = r * np.sin(theta) y = r * np.cos(theta) # Source and target distribution X = np.concatenate([x.reshape(-1, 1), z.reshape(-1, 1)], axis=1) Y = np.concatenate([x.reshape(-1, 1), y.reshape(-1, 1), z.reshape(-1, 1)], axis=1) ############################################################################## # Plot data # ------------ # %% # Plot the source and target samples fig = pl.figure(1, figsize=(10, 4)) ax = fig.add_subplot(121) ax.plot(X[:, 0], X[:, 1], color="blue", linewidth=6) ax.tick_params( left=False, right=False, labelleft=False, labelbottom=False, bottom=False ) ax.set_title("2D curve (source)") ax2 = fig.add_subplot(122, projection="3d") ax2.plot(Y[:, 0], Y[:, 1], Y[:, 2], c="red", linewidth=6) ax2.tick_params( left=False, right=False, labelleft=False, labelbottom=False, bottom=False ) ax2.view_init(15, -50) ax2.set_title("3D curve (target)") pl.tight_layout() pl.show() ############################################################################## # Entropic Gromov-Wasserstein # ------------ # %% # Compute cost matrices C1 = ot.dist(X, X, metric="sqeuclidean") C2 = ot.dist(Y, Y, metric="sqeuclidean") # Scale cost matrices r1 = C1.max() r2 = C2.max() C1 = C1 / r1 C2 = C2 / r2 # Solve entropic gw reg = 5 * 1e-3 start = time.time() gw, log = ot.gromov.entropic_gromov_wasserstein( C1, C2, tol=1e-3, epsilon=reg, log=True, verbose=False ) end = time.time() time_entropic = end - start entropic_gw_loss = np.round(log["gw_dist"], 3) # Plot entropic gw pl.figure(2) pl.imshow(gw, interpolation="nearest", aspect="auto", cmap="gray_r") pl.title("Entropic Gromov-Wasserstein (loss={})".format(entropic_gw_loss)) pl.show() ############################################################################## # Low rank squared euclidean cost matrices # ------------ # %% # Compute the low rank sqeuclidean cost decompositions A1, A2 = ot.lowrank.compute_lr_sqeuclidean_matrix(X, X, rescale_cost=False) B1, B2 = ot.lowrank.compute_lr_sqeuclidean_matrix(Y, Y, rescale_cost=False) # Scale the low rank cost matrices A1, A2 = A1 / np.sqrt(r1), A2 / np.sqrt(r1) B1, B2 = B1 / np.sqrt(r2), B2 / np.sqrt(r2) ############################################################################## # Low rank Gromov-Wasserstein # ------------ # %% # Solve low rank gromov-wasserstein with different ranks list_rank = [10, 50] list_P_GW = [] list_loss_GW = [] list_time_GW = [] for rank in list_rank: start = time.time() Q, R, g, log = ot.lowrank_gromov_wasserstein_samples( X, Y, reg=0, rank=rank, rescale_cost=False, cost_factorized_Xs=(A1, A2), cost_factorized_Xt=(B1, B2), seed_init=49, numItermax=1000, log=True, stopThr=1e-6, ) end = time.time() P = log["lazy_plan"][:] loss = log["value"] list_P_GW.append(P) list_loss_GW.append(np.round(loss, 3)) list_time_GW.append(end - start) # %% # Plot low rank GW with different ranks pl.figure(3, figsize=(10, 4)) pl.subplot(1, 2, 1) pl.imshow(list_P_GW[0], interpolation="nearest", aspect="auto", cmap="gray_r") pl.title("Low rank GW (rank=10, loss={})".format(list_loss_GW[0])) pl.subplot(1, 2, 2) pl.imshow(list_P_GW[1], interpolation="nearest", aspect="auto", cmap="gray_r") pl.title("Low rank GW (rank=50, loss={})".format(list_loss_GW[1])) pl.tight_layout() pl.show() # %% # Compare computation time between entropic GW and low rank GW print("Entropic GW: {:.2f}s".format(time_entropic)) print("Low rank GW (rank=10): {:.2f}s".format(list_time_GW[0])) print("Low rank GW (rank=50): {:.2f}s".format(list_time_GW[1]))