Persistence paths and signature features in topological data analysis

We introduce a new feature map for barcodes as they arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in the tensor algebra of that vector space. The composition o...

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Detalles Bibliográficos
Main Authors: Chevyrev, I, Nanda, V, Oberhauser, H
Formato: Journal article
Publicado: Institute of Electrical and Electronics Engineers 2018
Descripción
Summary:We introduce a new feature map for barcodes as they arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in the tensor algebra of that vector space. The composition of these two operations - barcode to path, path to tensor series - results in a feature map that has several desirable properties for statistical learning, such as universality and characteristicness, and achieves state-of-the-art results on common classification benchmarks.