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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Persistence diagrams play a fundamental role in Topological Data Analysis where they are used as topological descriptors of filtrations built on top of data. They consist in discrete multisets of points in the plane @math that can equivalently be seen as discrete measures in @math . When the data come as a random point cloud, these discrete measures become random measures whose expectation is studied in this paper. First, we show that for a wide class of filtrations, including the C ech and Rips-Vietoris filtrations, the expected persistence diagram, that is a deterministic measure on @math , has a density with respect to the Lebesgue measure. Second, building on the previous result we show that the persistence surface recently introduced in [Adams & al., Persistence images: a stable vector representation of persistent homology] can be seen as a kernel estimator of this density. We propose a cross-validation scheme for selecting an optimal bandwidth, which is proven to be a consistent procedure to estimate the density. This paper introduces a new class of algorithms for optimization problems involving optimal transportation over geometric domains. Our main contribution is to show that optimal transportation can be made tractable over large domains used in graphics, such as images and triangle meshes, improving performance by orders of magnitude compared to previous work. To this end, we approximate optimal transportation distances using entropic regularization. The resulting objective contains a geodesic distance-based kernel that can be approximated with the heat kernel. This approach leads to simple iterative numerical schemes with linear convergence, in which each iteration only requires Gaussian convolution or the solution of a sparse, pre-factored linear system. We demonstrate the versatility and efficiency of our method on tasks including reflectance interpolation, color transfer, and geometry processing. Optimal transport distances are a fundamental family of distances for probability measures and histograms of features. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation involves the resolution of a linear program whose cost can quickly become prohibitive whenever the size of the support of these measures or the histograms' dimension exceeds a few hundred. We propose in this work a new family of optimal transport distances that look at transport problems from a maximum-entropy perspective. We smooth the classic optimal transport problem with an entropic regularization term, and show that the resulting optimum is also a distance which can be computed through Sinkhorn's matrix scaling algorithm at a speed that is several orders of magnitude faster than that of transport solvers. We also show that this regularized distance improves upon classic optimal transport distances on the MNIST classification problem. 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. Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance, it is unknown whether general optimal transport distances can be approximated in near-linear time. This paper demonstrates that this ambitious goal is in fact achieved by Cuturi's Sinkhorn Distances. This result relies on a new analysis of Sinkhorn iterations, which also directly suggests a new greedy coordinate descent algorithm Greenkhorn with the same theoretical guarantees. Numerical simulations illustrate that Greenkhorn significantly outperforms the classical Sinkhorn algorithm in practice. 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. Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the Sinkhorn algorithm. However, entropy keeps the transportation plan strictly positive and therefore completely dense, unlike unregularized OT. This lack of sparsity can be problematic in applications where the transportation plan itself is of interest. In this paper, we explore regularizing the primal and dual OT formulations with a strongly convex term, which corresponds to relaxing the dual and primal constraints with smooth approximations. We show how to incorporate squared @math -norm and group lasso regularizations within that framework, leading to sparse and group-sparse transportation plans. On the theoretical side, we bound the approximation error introduced by regularizing the primal and dual formulations. Our results suggest that, for the regularized primal, the approximation error can often be smaller with squared @math -norm than with entropic regularization. We showcase our proposed framework on the task of color transfer.