Distinguishing between classes of time series sampled from dynamic systems is a common challenge in systems and control engineering, for example in the context of health monitoring, fault detection, and quality control. The challenge is increased when no underlying model of a system is known, measurement noise is present, and long signals need to be interpreted. In this paper we address these issues with a new non parametric classifier based on topological signatures. Our model learns classes as weighted kernel density estimates (KDEs) over persistent homology diagrams and predicts new trajectory labels using Sinkhorn divergences on the space of diagram KDEs to quantify proximity. We show that this approach accurately discriminates between states of chaotic systems that are close in parameter space, and its performance is robust to noise.
Our method uses persistence images (PIs) as its underlying stable representation of PH, however rather than using these as feature vectors in a support vector classifier as in @cite_24 , we apply a distance metric to them. Following @cite_22 we treat PIs as kernel estimators of the density of expected PDs for a class, and to measure distance between these density estimates and new PIs we use the Sinkhorn divergence @cite_29 . The latter is an upper bound approximation to the Wasserstein distance between distributions which can be computed very quickly @cite_2 @cite_25 @cite_7 . The Sinkhorn divergence has recently been applied to scalable clustering and averaging of large PDs @cite_34 , but not yet to classification using topological features.
@cite_22 @cite_7 @cite_29 @cite_24 @cite_2 @cite_34 @cite_25
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Many data sets can be viewed as a noisy sampling of an underlying space, and tools from topological data analysis can characterize this structure for the purpose of knowledge discovery. One such tool is persistent homology, which provides a multiscale description of the homological features within a data set. A useful representation of this homological information is a persistence diagram (PD). Efforts have been made to map PDs into spaces with additional structure valuable to machine learning tasks. We convert a PD to a finite-dimensional vector representation which we call a persistence image (PI), and prove the stability of this transformation with respect to small perturbations in the inputs. The discriminatory power of PIs is compared against existing methods, showing significant performance gains. We explore the use of PIs with vector-based machine learning tools, such as linear sparse support vector machines, which identify features containing discriminating topological information. Finally, high accuracy inference of parameter values from the dynamic output of a discrete dynamical system (the linked twist map) and a partial differential equation (the anisotropic Kuramoto-Sivashinsky equation) provide a novel application of the discriminatory power of PIs. Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of sophisticated data encountered in challenging learning problems. Despite several appealing properties, integrating PDs in learning pipelines can be challenging because their natural geometry is not Hilbertian. In particular, algorithms to average a family of PDs have only been considered recently and are known to be computationally prohibitive. We propose in this article a tractable framework to carry out fundamental tasks on PDs, namely evaluating distances, computing barycenters and carrying out clustering. This framework builds upon a formulation of PD metrics as optimal transport (OT) problems, for which recent computational advances, in particular entropic regularization and its convolutional formulation on regular grids, can all be leveraged to provide efficient and (GPU) scalable computations. We demonstrate the efficiency of our approach by carrying out clustering on PDs at scales never seen before in the literature. We present a clustering scheme that combines a mode-seeking phase with a cluster merging phase in the corresponding density map. While mode detection is done by a standard graph-based hill-climbing scheme, the novelty of our approach resides in its use of topological persistence to guide the merging of clusters. Our algorithm provides additional feedback in the form of a set of points in the plane, called a persistence diagram (PD), which provably reflects the prominences of the modes of the density. In practice, this feedback enables the user to choose relevant parameter values, so that under mild sampling conditions the algorithm will output the correct number of clusters, a notion that can be made formally sound within persistence theory. The algorithm only requires rough estimates of the density at the data points, and knowledge of (approximate) pairwise distances between them. It is therefore applicable in any metric space. Meanwhile, its complexity remains practical: although the size of the input distance matrix may be up to quadratic in the number of data points, a careful implementation only uses a linear amount of memory and takes barely more time to run than to read through the input. In this conference version of the paper we emphasize the experimental aspects of our work, describing the approach, giving an intuitive overview of its theoretical guarantees, discussing the choice of its parameters in practice, and demonstrating its potential in terms of applications through a series of experimental results obtained on synthetic and real-life data sets. Precise statements and proofs of our theoretical claims can be found in the full version of the paper [7]. A class of density estimates using a superposition of kernels where the kernel parameter can depend on the nearest neighbor distances is studied by the use of simulated data. Their performance using several measures of error is superior to that of the usual Parzen estimators. A tentative solution is given to the problem of calibrating the kernel peakedness when faced with a finite sample set.