def riemannian(covmats,
tol=10e-9,
max_iter=50,
init=None,
sample_weight=None):
if init is None:
output = CovMat(covmats.mean(0), False)
else:
output = init
k = 0
nu = 1.0
tau = numpy.finfo(numpy.double).max
crit = numpy.finfo(numpy.double).max
while crit > tol and k < max_iter and nu > tol:
k += 1
tmp = CovMats([(output.invsqrtm * covmat * output.invsqrtm).logm
for covmat in covmats], False)
average = CovMat(tmp.average(0, sample_weight), False)
crit = average.norm(ord='fro')
h = nu * crit
output = output.sqrtm * (nu * average).expm * output.sqrtm
if h < tau:
nu *= 0.95
tau = h
else:
nu *= 0.5
# if k == max_iter:
# print("Max iter reach")
return output
def riemannian(covmats, tol=10e-9, max_iter=50, init=None, sample_weight=None):
if init is None:
output = CovMat(covmats.mean(0), False)
else:
output = init
k = 0
nu = 1.0
tau = numpy.finfo(numpy.double).max
crit = numpy.finfo(numpy.double).max
while crit > tol and k < max_iter and nu > tol:
k += 1
tmp = CovMats([(output.invsqrtm * covmat * output.invsqrtm).logm for covmat in covmats], False)
average = CovMat(tmp.average(0, sample_weight), False)
crit = average.norm(ord='fro')
h = nu * crit
output = output.sqrtm * (nu * average).expm * output.sqrtm
if h < tau:
nu *= 0.95
tau = h
else:
nu *= 0.5
# if k == max_iter:
# print("Max iter reach")
return output
def wasserstein(covmats,
tol=10e-4,
max_iter=1,
init=None,
sample_weight=None):
if init is None:
output = CovMat(covmats.mean(0))
else:
output = init
k = 0
crit = numpy.finfo(numpy.double).max
while (crit > tol) and (k < max_iter):
k += 1
tmp = CovMats([(output.sqrtm * covmat * output.sqrtm).sqrtm
for covmat in covmats], False)
average = CovMat(tmp.average(0, sample_weight), False)
new_output = average.sqrtm
crit = (new_output - output.sqrtm).norm(ord='fro')
output = new_output
# if k == max_iter:
# print("Max iter reach")
return output * output
def log_determinant(covmats,
tol=10e-5,
max_iter=50,
init=None,
sample_weight=None):
if init is None:
output = CovMat(covmats.mean(0), False)
else:
output = init
k = 0
crit = numpy.finfo(numpy.double).max
while crit > tol and k < max_iter:
k += 1
tmp = CovMats([(0.5 * (covmat + output)).inverse
for covmat in covmats], False)
new_output = CovMat(tmp.average(0, sample_weight), False).inverse
crit = (new_output - output).norm(ord='fro')
output = new_output
# if k == max_iter:
# print("Max iter reach")
return output
def test_sqrtm():
numpy_array = numpy.array([[2, 1, 0], [1, 2, 0], [0, 0, 3]])
if (CovMat(numpy_array).sqrtm - CovMat(sqrtm(numpy_array))).norm() < 1e-10:
print("sqrtm: PASS")
return True
else:
print("sqrtm: FAIL")
return False
def test_powm():
numpy_array = numpy.array([[2, 1, 0], [1, 2, 0], [0, 0, 3]])
if (CovMat(numpy_array).powm(5) -
CovMat(powm(numpy_array, 5))).norm() < 1e-10:
print("powm: PASS")
return True
else:
print("powm: FAIL")
return False
def function():
covmat1 = CovMat.random(100)
covmat2 = CovMat.random(100)
a = Distance.euclidean(covmat1, covmat2)
b = Distance.log_euclidean(covmat1, covmat2)
c = Distance.log_determinant(covmat1, covmat2)
d = Distance.riemannian(covmat1, covmat2)
e = Distance.wasserstein(covmat1, covmat2)
f = Distance.kullback(covmat1, covmat2)
g = Distance.kullback_right(covmat1, covmat2)
h = Distance.kullback_sym(covmat1, covmat2)
def test_euclidean():
m1 = CovMat.random(10)
m2 = CovMat.random(10)
old_dist = distance_euclid(m1.numpy_array, m2.numpy_array)
m1.reset_fields()
m2.reset_fields()
new_dist = Distance.euclidean(m1, m2)
if abs( old_dist - new_dist ) < 1e-10:
print("euclid: PASS")
return True
else:
print("euclid: FAIL")
return False
def test_euclidean():
m1 = CovMat.random(10)
m2 = CovMat.random(10)
old_dist = distance_euclid(m1.numpy_array, m2.numpy_array)
m1.reset_fields()
m2.reset_fields()
new_dist = Distance.euclidean(m1, m2)
if abs(old_dist - new_dist) < 1e-10:
print("euclid: PASS")
return True
else:
print("euclid: FAIL")
return False
def __covmats_from_numpy_array(self, arg, copy, data_type=DataType.double):
self.reset_fields()
self._numpy_array = numpy.array(arg, dtype=data_type, copy=copy)
self.__covmats = [
CovMat(self._numpy_array[i, :, :], False)
for i in range(self.length)
]
def function():
covmat = CovMat.random(100)
sqrtm = covmat.sqrtm
invsqrtm = covmat.invsqrtm
expm = covmat.expm
logm = covmat.logm
pown = covmat.powm(2)
def function():
covmat = CovMat.random(100)
sqrtm = covmat.sqrtm
invsqrtm = covmat.invsqrtm
expm = covmat.expm
logm = covmat.logm
pown = covmat.powm(2)
def test_tangent():
covmat = CovMat.random(10)
covmats = CovMats.random(10, 10)
old = tangent_space(covmats.numpy_array, covmat.numpy_array)
covmats.reset_covmats_fields()
new = TangentSpace.tangent(covmats, covmat)
return _get_state(old, new, "tangent space")
import sys
import os
sys.path.append(
os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
from Utils.Distance import Distance
from Utils.CovMat import CovMat
from oldPyRiemann.distance import distance_logdet, distance_logeuclid
m1 = CovMat.random(10)
m2 = CovMat.random(10)
def test_distance_logdet():
new_dist = Distance.log_determinant(m1, m2)
m1.reset_fields()
m2.reset_fields()
old_dist = distance_logdet(
m1.numpy_array, m2.numpy_array
) # TypeError: unsupported operand type(s) for /: 'CovMat' and 'float'
#new_dist = Distance.log_determinant(m1.numpy_array, m2.numpy_array) # AttributeError: 'numpy.ndarray' object has no attribute 'determinant
return _get_state(old_dist, new_dist, "log determinant")
def test_log_euclidean():
old_dist = distance_logeuclid(m1.numpy_array, m2.numpy_array)
m1.reset_fields()
m2.reset_fields()
new_dist = Distance.log_euclidean(m1, m2)
import os
import sys
import timeit
sys.path.append(
os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
from Utils.CovMat import CovMat
from Utils.CovMats import CovMats
size = [10, 25, 50, 75, 100, 250, 500, 750, 1000]
# WARMUP
print("Warm up...")
for i in range(0, 10):
warm_up_covmat = CovMat.random(1000)
warm_up_covmat.expm
for i in range(0, len(size)):
covmats = CovMats.random(10, size[i])
t = timeit.Timer(
"mean_wasserstein(covmats.numpy_array)",
setup=
"from __main__ import covmats; from oldPyRiemann.mean import mean_wasserstein; import Utils.OpenBLAS"
)
old_time = t.timeit(number=size[len(size) - i - 1]) / size[len(size) - i -
1]
t = timeit.Timer(
"covmats.reset_fields(); Mean.wasserstein(covmats)",
import os
import sys
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
from Utils.Geodesic import Geodesic
from Utils.CovMat import CovMat
from oldPyRiemann.geodesic import geodesic_logeuclid
m1 = CovMat.random(100)
m2 = CovMat.random(100)
def test_geodesic_log_euclidean():
old_dist = geodesic_logeuclid(m1.numpy_array, m2.numpy_array, 0.5)
m1.reset_fields()
m2.reset_fields()
new_dist = Geodesic.log_euclidean(m1, m2, 0.5)
return _get_state(old_dist, new_dist, "geodesic riemannian")
def _get_state(old, new, func_name):
if abs(old.sum() - new.sum()) < 1e-10:
print("%s : PASS" % func_name)
return True
else:
print("%s : FAIL" % func_name)
return False
def random(length, matrices_order, data_type=DataType.double):
return CovMats(
[CovMat.random(matrices_order, data_type) for i in range(length)])
def randomize(self, data_type=DataType.double):
self.__covmats_from_list([
CovMat.random(self.matrices_order, data_type)
for i in range(self.length)
])
def identity(covmats):
return CovMat.identity(covmats.matrices_order)
def euclidean(covmats, sample_weight=None):
return CovMat(covmats.average(0, sample_weight), False)
import os
import sys
import timeit
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
from Utils.CovMat import CovMat
# WARMUP
print("Warm up...")
for i in range(0, 10):
warm_up_covmat = CovMat.random(1000)
warm_up_covmat.expm
size = [10, 25, 50, 75, 100, 250, 500]
matrix_order = 0
for i in range(0, len(size)):
matrix_order = size[i]
t = timeit.Timer("compute(matrix_order, 5)",
setup="from Benchmark.Custom.LogEuclideanDataAug.LogEuclideanDataAugNew import compute; from __main__ import matrix_order")
old_time = t.timeit(number=5) / 5
t = timeit.Timer("compute(matrix_order, 5)",
setup="from Benchmark.Custom.LogEuclideanDataAug.LogEuclideanDataAugNew import compute; from __main__ import matrix_order")
new_time = t.timeit(number=5) / 5
print("matrix size : " + str(size[i]) + "x" + str(size[i]) + "\t\told time : " + str(
old_time) + " sec\t\t" + "new time : " + str(new_time) + " sec\t\t" + "speed up : " + str(
old_time / new_time))
def random(length, matrices_order, data_type=DataType.double):
return CovMats([CovMat.random(matrices_order, data_type) for i in range(length)])
def log_euclidean(covmats, sample_weight=None):
logm_covmats = CovMats([covmat.logm for covmat in covmats], False)
return CovMat(logm_covmats.average(0, sample_weight), False).expm
def randomize(self, data_type=DataType.double):
self.__covmats_from_list([CovMat.random(self.matrices_order, data_type) for i in range(self.length)])
import os
import sys
import timeit
sys.path.append(
os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
from Utils.CovMat import CovMat
size = [10, 25, 50, 75, 100, 250, 500, 750, 1000]
# WARMUP
print("Warm up...")
for i in range(0, 10):
warm_up_covmat = CovMat.random(1000)
warm_up_covmat.expm
for i in range(0, len(size)):
covmat1 = CovMat.random(size[i])
covmat2 = CovMat.random(size[i])
t = timeit.Timer(
"distance_wasserstein(covmat1.numpy_array, covmat2.numpy_array)",
setup=
"from __main__ import covmat1; from __main__ import covmat2; from oldPyRiemann.distance import distance_wasserstein; import Utils.OpenBLAS"
)
old_time = t.timeit(number=size[len(size) - i - 1]) / size[len(size) - i -
1]
covmat1 = CovMat.random(size[i])
covmat2 = CovMat.random(size[i])
import os
import sys
import timeit
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..")))
from Utils.CovMat import CovMat
size = [10, 25, 50, 75, 100, 250, 500, 750, 1000]
# WARMUP
print("Warm up...")
for i in range(0, 10):
warm_up_covmat = CovMat.random(1000)
warm_up_covmat.expm
for i in range(0, len(size)):
covmat1 = CovMat.random(size[i])
covmat2 = CovMat.random(size[i])
t = timeit.Timer("distance_riemann(covmat1.numpy_array, covmat2.numpy_array)",
setup="from __main__ import covmat1; from __main__ import covmat2; from oldPyRiemann.distance import distance_riemann; import Utils.OpenBLAS")
old_time = t.timeit(number=size[len(size) - i - 1]) / size[len(size) - i - 1]
covmat1 = CovMat.random(size[i])
covmat2 = CovMat.random(size[i])
t = timeit.Timer("covmat1.reset_fields(); covmat2.reset_fields(); Distance.riemannian(covmat1, covmat2)",
setup="from Utils.Distance import Distance; from __main__ import covmat1; from __main__ import covmat2")
new_time = t.timeit(number=size[len(size) - i - 1]) / size[len(size) - i - 1]
print("matrix size : " + str(size[i]) + "x" + str(size[i]) + "\t\told time : " + str(
def identity(covmats):
return CovMat.identity(covmats.matrices_order)
