Persistent Homology and Entropy · Persistent Homology and Entropy N. Atienza, R. Gonzalez-Diaz, M....

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Persistent Homology and Entropy N. Atienza, R. Gonzalez-Diaz, M. Soriano-Trigueros. June 2018 N. Atienza et al. Persistent Homology & Entropy June 2018 1 / 36

Transcript of Persistent Homology and Entropy · Persistent Homology and Entropy N. Atienza, R. Gonzalez-Diaz, M....

  • Persistent Homology and Entropy

    N. Atienza, R. Gonzalez-Diaz, M. Soriano-Trigueros.

    June 2018

    N. Atienza et al. Persistent Homology & Entropy June 2018 1 / 36

  • Topological Data Analysis

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  • Data Structure

    directed multigraphs

    simplicial sets

    undirected graphs

    abstract simplicial complexes

    Abstract simplicial complexes are more suitable for computations.

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  • Simplicial Complexes

    Simplicial Complex2-simplexes {a, b, c}1-simplexes {a, b}, {b, c}, {a, c}

    {b, d}, {c, d}, {d, e}0-simplexes {a}, {b}, {c}, {d}, {e}

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  • Filtration

    Fix a simplicial complex SC.Define the filter function f : SC → R s.t.σ C τ ⇒ f(σ) ≤ f(τ).A filtration is the assignment a 7→ f−1(−∞, a].

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  • Filtration

    Each simplicial complex is related with the following ones by inclusion

    1 2 3

    f−1(−∞, 1] f−1(−∞, 2] f−1(−∞, 3]

    ≤ ≤

    i10 i21

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  • Filtration (Abstract Concept)

    K are all subcomplexes of a simplicial complex seen as acategory with morphism the inclusion.P is a poset seen as a category with morphism ≤.

    FiltrationA filtration is a functor F : P→ K

    In practice, P will be a subset of R.

    N. Atienza et al. Persistent Homology & Entropy June 2018 8 / 36

  • Filtration (Abstract Concept)

    K are all subcomplexes of a simplicial complex seen as acategory with morphism the inclusion.P is a poset seen as a category with morphism ≤.

    FiltrationA filtration is a functor F : P→ K

    In practice, P will be a subset of R.

    N. Atienza et al. Persistent Homology & Entropy June 2018 8 / 36

  • Persistent Homology

    Let Vec be the category of vector space over a field k.

    Persistence ModuleA persistence module is a functor M : P→ Vec

    We call n-persistent homology to the functor

    M = Hn(−, k) ◦ F

    Where Hn is the n-homology and usually k = Z/2Z.

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  • Persistent Homology

    Let Vec be the category of vector space over a field k.

    Persistence ModuleA persistence module is a functor M : P→ Vec

    We call n-persistent homology to the functor

    M = Hn(−, k) ◦ F

    Where Hn is the n-homology and usually k = Z/2Z.

    N. Atienza et al. Persistent Homology & Entropy June 2018 9 / 36

  • Persistent Homology

    Let Vec be the category of vector space over a field k.

    Persistence ModuleA persistence module is a functor M : P→ Vec

    We call n-persistent homology to the functor

    M = Hn(−, k) ◦ F

    Where Hn is the n-homology and usually k = Z/2Z.

    N. Atienza et al. Persistent Homology & Entropy June 2018 9 / 36

  • Persistent Homology

    Let Vec be the category of vector space over a field k.

    Persistence ModuleA persistence module is a functor M : P→ Vec

    We call n-persistent homology to the functor

    M = Hn(−, k) ◦ F

    Where Hn is the n-homology and usually k = Z/2Z.

    N. Atienza et al. Persistent Homology & Entropy June 2018 9 / 36

  • Persistent Homology

    1 2 3

    ⊕7Z/2Z ⊕2Z/2Z ⊕2Z/2Z

    ≤ ≤

    i10

    H0

    i21

    H0 H0

    v21 v32

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  • Persistent Homology

    1 2 3

    0 Z/2Z 0

    ≤ ≤

    i10

    H1

    i21

    H1 H1

    v21 v32

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  • Barcodes & Persistent Diagrams

    If J is an interval in R, a interval module is kJ is:

    vt =

    {Z/2Z if t ∈ J0 otherwise.

    vlt =

    {Id if [t, l] ⊂ J0 otherwise.

    Theorem (simplified)If M is a nice persistent homology module in R then

    M ∼= ⊕ni=1kJi

    where Ji = (xi, yi)

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  • Barcodes & Persistent Diagrams

    If J is an interval in R, a interval module is kJ is:

    vt =

    {Z/2Z if t ∈ J0 otherwise.

    vlt =

    {Id if [t, l] ⊂ J0 otherwise.

    Theorem (simplified)If M is a nice persistent homology module in R then

    M ∼= ⊕ni=1kJi

    where Ji = (xi, yi)

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  • Barcodes & Persistent Diagrams

    We can represent the multiset {(xi, yi)}ni=1 in several ways

    Short bars and points near the diagonal are usually considered noise

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  • Persistent Homology

    1 2 3

    ⊕7Z/2Z ⊕2Z/2Z ⊕2Z/2Z

    ≤ ≤

    i10

    H0

    i21

    H0 H0

    v21 v32

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  • Persistent Homology

    1 2 3

    0 Z/2Z 0

    ≤ ≤

    i10

    H1

    i21

    H1 H1

    v21 v32

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  • Barcodes & Persistent Diagrams

    Figure: Computational Topology: An Introduction. H. Edelsbrunner, J. Harer.

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  • Barcodes & Persistent Diagrams

    A,B persistent diagrams,M ⊂ A×B is a partial matching if satisfies

    ∀ in A there is at most one β with (α, β) ∈M∀β there is at most one α with (α, β) ∈M

    There exist a δ-matching if:for all pairs (α, β), ||α− β||∞ ≤ δfor all α unmatched, |α2 − α1| ≤ δ. Idem for β.

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  • Stability Theorem

    Bottleneck DistanceLet A,B be two persistent diagrams, then

    d(A,B) = inf{δ| exists a δ-matching}

    is their bottleneck distance

    Stability theorem (simplified version)Let K be a simplicial complex and f, g : K → R filter functions. If A,Bare the corresponding persistent diagrams,

    d(A,B) ≤ ||f − g||∞

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  • Statistical disadvantage

    Problems of barcodes:There are not obvious algebraic operation defined on them,

    They do not have unique Fréchet mean,They are uncomfortable for applying the null hypothesissignificance test and confidence intervals.

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  • Statistical disadvantage

    Problems of barcodes:There are not obvious algebraic operation defined on them,They do not have unique Fréchet mean,

    They are uncomfortable for applying the null hypothesissignificance test and confidence intervals.

    N. Atienza et al. Persistent Homology & Entropy June 2018 19 / 36

  • Statistical disadvantage

    Problems of barcodes:There are not obvious algebraic operation defined on them,They do not have unique Fréchet mean,They are uncomfortable for applying the null hypothesissignificance test and confidence intervals.

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  • We can associate to each barcode a real number and use it to obtainstatistical information.

    In some applications, counting the number of bars/points seems towork.

    8

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  • We can associate to each barcode a real number and use it to obtainstatistical information.

    In some applications, counting the number of bars/points seems towork.

    8

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  • This is not stable respect to noise

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  • Our research

    Definitiongiven a finite random distribution A = {pi :

    ∑ni=1 pi = 1} we define its

    shannon entropy as

    E(A) = −n∑

    i=1

    pi log(pi).

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  • Our Research

    Persistent Entropy

    Let {`i} be the length of the bars and L = `1 + . . .+ `n. The persistententropy of a barcode is

    E = −n∑

    i=1

    `iLlog(`iL

    ).

    N. Atienza et al. Persistent Homology & Entropy June 2018 23 / 36

  • Our Research

    0.0 0.5 1.0 1.5 2.0 2.5 3.0

    BF Dimension 1

    0.0 0.5 1.0 1.5 2.0 2.5 3.0

    BN Dimension 1

    0′5343

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  • Results

    Stability TheoremLet K be a simplicial complex and let f, g : K → R be two monotonicfunctions. Let A,B be their barcodes.

    ||f − g||∞ ≤ δ ⇒ |E(A)− E(B)| ≤4δ

    `max

    [log(nmax)− log

    (4δ

    `max

    )].

    nmax is the maximum number of bars of the barcodes.`max is the maximum normalized length of the bars.

    N. Atienza et al. Stability of persistent entropy and new summary functions for TDA.

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  • Applications

    Figure: R. Gonzalez-Diaz et al. A new topological entropy-based approach formeasuring similarities among piecewise linear functions.

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  • Applications

    1 Vertex {pi = (xi, yi)}.Edges {(pi, pi+1)}.

    2 Define the filter functionf(pi) = yif(pi, pi+1) = max{yi, yi+1}

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  • Applications

    f−1(−∞, 1′5)

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  • Applications

    f−1(−∞, 2′7)

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  • Applications

    f−1(−∞, 4)

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  • Applications

    f−1(−∞, 5′7)

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  • Applications

    f−1(−∞, 8)

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  • Our Research

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  • Delving into TDA

    Developing representation and stability results for new posets,specially Rn.Finding computational efficient functors, apart from homology,suitable for applications. (E.g. A∞-coalgebras).Understanding the homotopy types of most common filtrations.(E.g. What are the homotopy types of the Vietoris-Rips complex ofSn?)

    N. Atienza et al. Persistent Homology & Entropy June 2018 34 / 36

  • Bibliography

    Email: [email protected] Topology.

    H. Edelsbrunner, J.L. Harer. Computational Topology: anintroduction.

    Persistent modules.S.Y. Oudot. Persistence Theory: From Quiver Representations toData Analysis.F. Chazal, V. de Silva, M. Glisse, S.Y. Oudot. The Structure andStability of Persistence Modules.

    Topological data analysis.G. Carlsson. Topology and DataR. Ghrist. Barcodes: the persistent topology of data.

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