Persistence Paths and Signature Features in Topological Data Analysis.

Abstract

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.