fwilliams/scalable-pytorch-sinkhorn

Fast, Memory-Efficient Approximate Wasserstein Distances

This repository contains PyTorch code to compute fast p-Wasserstein distances between d-dimensional point clouds using the Sinkhorn Algorithm.

This implementation uses linear memory overhead and is stable in float32, runs on the GPU, and fully differentiable.

This shows an example of the correspondences between two shapes found by computing the Sinkhorn distance on 200k input points:

How to use:

1. Copy the sinkhorn.py file in this repository to your PyTorch codebase.
2. pip install pykeops tqdm
3. Import from sinkhorn import sinkhorn and use the sinkhorn function!

Running the example code

Look at example_basic.py for a basic example and example_optimize.py for an example of how to use Sinkhorn in your optimization

NOTE: To run the examples, you need to first run

pip install pykeops tqdm numpy scipy polyscope point-cloud-utils

sinkhorn function documentation

sinkhorn(x: torch.Tensor, y: torch.Tensor, p: float = 2,
             w_x: Union[torch.Tensor, None] = None,
             w_y: Union[torch.Tensor, None] = None,
             eps: float = 1e-3,
             max_iters: int = 100, stop_thresh: float = 1e-5,
             verbose=False)

Computes the Entropy-Regularized p-Wasserstein Distance between two d-dimensional point clouds using the Sinkhorn scaling algorithm. This code will use the GPU if you pass in GPU tensors. Note that this algorithm can be backpropped through (though this may be slow if using many iterations).

Arguments:

• x: A [n, d] shaped tensor representing a d-dimensional point cloud with n points (one per row)
• y: A [m, d] shaped tensor representing a d-dimensional point cloud with m points (one per row)
• p: Which norm to use. Must be an integer greater than 0.
• w_x: A [n,] shaped tensor of optional weights for the points x (None for uniform weights). Note that these must sum to the same value as w_y. Default is None.
• w_y: A [m,] shaped tensor of optional weights for the points y (None for uniform weights). Note that these must sum to the same value as w_y. Default is None.
• eps: The reciprocal of the Sinkhorn entropy regularization parameter.
• max_iters: The maximum number of Sinkhorn iterations to perform.
• stop_thresh: Stop if the maximum change in the parameters is below this amount
• verbose: If set, print a progress bar

Returns:

A triple (d, corrs_x_to_y, corr_y_to_x) where:

• d is the approximate p-wasserstein distance between point clouds x and y
• corrs_x_to_y is a [n,]-shaped tensor where corrs_x_to_y[i] is the index of the approximate correspondence in point cloud y of point x[i] (i.e. x[i] and y[corrs_x_to_y[i]] are a corresponding pair)
• corrs_y_to_x is a [m,]-shaped tensor where corrs_y_to_x[i] is the index of the approximate correspondence in point cloud x of point y[j] (i.e. y[j] and x[corrs_y_to_x[j]] are a corresponding pair)