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-/* This file is part of the Gudhi Library. The Gudhi library
- * (Geometric Understanding in Higher Dimensions) is a generic C++
- * library for computational topology.
- *
- * Author(s): Pawel Dlotko
- *
- * Copyright (C) 2016 Inria
- *
- * This program is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * This program is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program. If not, see <http://www.gnu.org/licenses/>.
- */
-
-#ifndef DOC_GUDHI_STAT_H_
-#define DOC_GUDHI_STAT_H_
-
-namespace Gudhi {
-
-namespace Persistence_representations {
-
-/** \defgroup Persistence_representations Persistence representations
- *
- * \author Pawel Dlotko
- *
- * @{
- *\section Persistence_representations_idea Idea
-
- In order to perform most of the statistical tests and machine learning algorithms on a data one need to be able to
- perform only a very limited number of operations on them. Let us fix a representation of
- data of a type A. To perform most of the statistical and machine learning operations one need to be able to compute
- average of objects of type A (so that the averaged object is also of a type A), to
- compute distance between objects of a type A, to vectorize object of a type A and to compute scalar product of a pair
- objects of a type A.
-
- To put this statement into a context, let us assume we have two collections \f$ c_1,\ldots,c_n\f$ and
- \f$d_1,...,d_n\f$ of objects of a type A. We want to verify if the average of those two collections
- are different by performing a permutation test.
- First of all, we compute averages of those two collections: C average of \f$ c_1,\ldots,c_n \f$ and D average of
- \f$d_1,\ldots,d_n\f$. Note that both C and D are of a type A. Then we compute \f$d(C,D)\f$,
- a distance between C and D.
- Later we put the two collections into one bin:
- \f[B = \{ c_1,...,c_n,d_1,...,d_n \}\f]
- Then we shuffle B, and we divide the shuffled version of B into two classes: \f$B_1\f$ and \f$B_2\f$ (in this case, of
- the same cardinality). Then we compute averages \f$\hat{B_1}\f$ and \f$\hat{B_2}\f$
- of elements in \f$B_1\f$ and \f$B_2\f$. Note that again, \f$\hat{B_1}\f$ and \f$\hat{B_2}\f$ are of a type A.
- Then we compute their distance \f$d(\hat{B_1},\hat{B_2})\f$. The procedure of shuffling and dividing the set \f$B\f$
- is repeated \f$N\f$ times (where \f$N\f$ is reasonably large number).
- Then the p-value of a statement that the averages of \f$c_1,...,c_n\f$ and \f$d_1,...,d_n\f$ is approximated by the
- number of times \f$d(\hat{B_1},\hat{B_2}) > d(C,D)\f$ divided by \f$N\f$.
-
- The permutation test reminded above can be performed for any type A which can be averaged, and which allows for
- computations of distances.
-
- The Persistence\_representations contains a collection of various representations of persistent homology that
- implements various concepts described below:
-
- \li Concept of a representation of persistence that allows averaging (so that the average object is of the same type).
- \li Concept of representation of persistence that allows computations of distances.
- \li Concept of representation of persistence that allows computations of scalar products.
- \li Concept of representation of persistence that allows vectorization.
- \li Concept of representation of persistence that allows computations of real-valued characteristics of objects.
-
-
- At the moment an implementation of the following representations of persistence are available (further details of
- those representations will be discussed later):
-
- \li Exact persistence landscapes (allow averaging, computation of distances, scalar products, vectorizations and real
- value characteristics).
- \li Persistence landscapes on a grid (allow averaging, computation of distances scalar products, vectorizations and
- real value characteristics).
- \li Persistence heat maps – various representations where one put some weighted or not Gaussian kernel for each point
- of diagram (allow averaging, computation of distances, scalar products,
- vectorizations and real value characteristics).
- \li Persistence vectors (allow averaging, computation of distances, scalar products, vectorizations and real value
- characteristics).
- \li Persistence diagrams / barcodes (allow computation of distances, vectorizations and real value characteristics).
-
-
- Note that at the while functionalities like averaging, distances and scalar products are fixed, there is no canonical
- way of vectorizing and computing real valued characteristics of objects. Therefore the
- vectorizations and computation of real value characteristics procedures are quite likely to evolve in the furthering
- versions of the library.
-
- The main aim of this implementation is to be able to implement various statistical methods, both on the level of C++
- and on the level of python. The methods will operate on the functionalities offered
- by concepts. That means that the statistical and ML methods will be able to operate on any representation that
- implement the required concept (including the ones that are not in the library at the moment).
- That gives provides a framework, that is very easy to extend, for topological statistics.
-
- Below we are discussing the representations which are currently implemented in Persistence\_representations package:
-
- \section sec_persistence_landscapes Persistence Landscapes
- <b>Reference manual:</b> \ref Gudhi::Persistence_representations::Persistence_landscape <br>
- Persistence landscapes were originally proposed by Bubenik in \cite bubenik_landscapes_2015. Efficient algorithms to
- compute them rigorously were proposed by Bubenik and Dlotko in \cite bubenik_dlotko_landscapes_2016. The idea of
- persistence landscapes is shortly summarized in below.
-
- To begin with, suppose we are given a point \f$(b,d) \in \mathbb{R}^2\f$ in a
- persistence diagram. With this point, we associate a piecewise
- linear function \f$f_{(b,d)} : \mathbb{R} \rightarrow [0,\infty)\f$, which is
- defined as
-
- \f[f_{(b,d)}(x) =
- \left\{ \begin{array}{ccl}
- 0 & \mbox{ if } & x \not\in (b, d) \; , \\
- x - b & \mbox{ if } & x \in \left( b, \frac{b+d}{2}
- \right] \; , \\
- d - x & \mbox{ if } & x \in \left(\frac{b+d}{2},
- d \right) \; .
- \end{array} \right.
- \f]
-
- A persistence landscape of the birth-death
- pairs \f$(b_i , d_i)\f$, where \f$i = 1,\ldots,m\f$, which constitute the given
- persistence diagram is the sequence of functions \f$\lambda_k : \mathbb{R} \rightarrow [0,\infty)\f$ for \f$k \in
- \mathbb{N}\f$, where \f$\lambda_k(x)\f$
- denotes the \f$k^{\rm th}\f$ largest value of the numbers \f$f_{(b_i,d_i)}(x)\f$,
- for \f$i = 1, \ldots, m\f$, and we define \f$\lambda_k(x) = 0\f$ if \f$k > m\f$.
- Equivalently, this sequence of functions can be combined into a single
- function \f$L : \mathbb{N} \times \mathbb{R} \to [0,\infty)\f$ of two
- variables, if we define \f$L(k,t) = \lambda_k(t)\f$.
-
- The detailed description of algorithms used to compute persistence landscapes can be found in
- \cite bubenik_dlotko_landscapes_2016.
- Note that this implementation provides exact representation of landscapes. That have many advantages, but also a few
- drawbacks. For instance, as discussed
- in \cite bubenik_dlotko_landscapes_2016, the exact representation of landscape may be of quadratic size with respect
- to the input persistence diagram. It may therefore happen
- that, for very large diagrams, using this representation may be memory--prohibitive. In such a case, there are two
- possible ways to proceed:
-
- \li Use non exact representation on a grid described in the Section \ref sec_landscapes_on_grid.
- \li Compute just a number of initial nonzero landscapes. This option is available from C++ level as a last parameter of
- the constructor of persistence landscape (set by default to std::numeric_limits<size_t>::max()).
-
-
-
- \section sec_landscapes_on_grid Persistence Landscapes on a grid
- <b>Reference manual:</b> \ref Gudhi::Persistence_representations::Persistence_landscape_on_grid <br>
- This is an alternative, not--exact, representation of persistence landscapes defined in the Section \ref
- sec_persistence_landscapes. Unlike in the Section \ref sec_persistence_landscapes we build a
- representation of persistence landscape by sampling its values on a finite, equally distributed grid of points.
- Since, the persistence landscapes that originate from persistence diagrams have slope \f$1\f$ or \f$-1\f$, we have an
- estimate of a region between the grid points where the landscape cab be located.
- That allows to estimate an error make when performing various operations on landscape. Note that for average
- landscapes the slope is in range \f$[-1,1]\f$ and similar estimate can be used.
-
- Due to a lack of rigorous description of the algorithms to deal with this non--rigorous representation of persistence
- landscapes in the literature, we are providing a short discussion of them in below.
-
- Let us assume that we want to compute persistence landscape on a interval \f$[x,y]\f$. Let us assume that we want to
- use \f$N\f$ grid points for that purpose.
- Then we will sample the persistence landscape on points \f$x_1 = x , x_2 = x + \frac{y-x}{N}, \ldots , x_{N} = y\f$.
- Persistence landscapes are represented as a vector of
- vectors of real numbers. Assume that i-th vector consist of \f$n_i\f$ numbers sorted from larger to smaller. They
- represent the values of the functions
- \f$\lambda_1,\ldots,\lambda_{n_i}\f$ ,\f$\lambda_{n_i+1}\f$ and the functions with larger indices are then zero
- functions) on the i-th point of a grid, i.e. \f$x + i \frac{y-x}{N}\f$.
-
- When averaging two persistence landscapes represented by a grid we need to make sure that they are defined in a
- compatible grids. I.e. the intervals \f$[x,y]\f$ on which they are defined are
- the same, and the numbers of grid points \f$N\f$ are the same in both cases. If this is the case, we simply compute
- point-wise averages of the entries of corresponding
- vectors (In this whole section we assume that if one vector of numbers is shorter than another, we extend the shorter
- one with zeros so that they have the same length.)
-
- Computations of distances between two persistence landscapes on a grid is not much different than in the rigorous
- case. In this case, we sum up the distances between the same levels of
- corresponding landscapes. For fixed level, we approximate the landscapes between the corresponding constitutive
- points of landscapes by linear functions, and compute the \f$L^p\f$ distance between them.
-
- Similarly as in case of distance, when computing the scalar product of two persistence landscapes on a grid, we sum up
- the scalar products of corresponding levels of landscapes. For each level,
- we assume that the persistence landscape on a grid between two grid points is approximated by linear function.
- Therefore to compute scalar product of two corresponding levels of landscapes,
- we sum up the integrals of products of line segments for every pair of constitutive grid points.
-
- Note that for this representation we need to specify a few parameters:
-
- \li Begin and end point of a grid -- the interval \f$[x,y]\f$ (real numbers).
- \li Number of points in a grid (positive integer \f$N\f$).
-
-
- Note that the same representation is used in TDA R-package \cite Fasy_Kim_Lecci_Maria_tda.
-
- \section sec_persistence_heat_maps Persistence heat maps
- <b>Reference manual:</b> \ref Gudhi::Persistence_representations::Persistence_heat_maps <br>
- This is a general class of discrete structures which are based on idea of placing a kernel in the points of
- persistence diagrams.
- This idea appeared in work by many authors over the last 15 years. As far as we know this idea was firstly described
- in the work of Bologna group in \cite Ferri_Frosini_comparision_sheme_1 and \cite Ferri_Frosini_comparision_sheme_2.
- Later it has been described by Colorado State University group in \cite Persistence_Images_2017. The presented paper
- in the first time provide a discussion of stability of the representation.
- Also, the same ideas are used in construction of two recent kernels used for machine learning:
- \cite Kusano_Fukumizu_Hiraoka_PWGK and \cite Reininghaus_Huber_ALL_PSSK. Both the kernel's construction uses
- interesting ideas to ensure stability of the representation with respect to Wasserstein metric. In the kernel
- presented in \cite Kusano_Fukumizu_Hiraoka_PWGK, a scaling function is used to multiply the Gaussian kernel in the
- way that the points close to diagonal got low weight and consequently do not have a big influence on the resulting
- distribution. In \cite Reininghaus_Huber_ALL_PSSK for every point \f$(b,d)\f$ two Gaussian kernels
- are added: first, with a weight 1 in a point \f$(b,d)\f$, and the second, with the weight -1 for a point \f$(b,d)\f$.
- In both cases, the representations are stable with respect to 1-Wasserstein distance.
-
- In Persistence\_representations package we currently implement a discretization of the distributions described above.
- The base of this implementation is 2-dimensional array of pixels. Each pixel have assigned a real value which
- is a sum of values of distributions induced by each point of the persistence diagram. At the moment we compute the
- sum of values on a center of a pixels. It can be easily extended to any other function
- (like for instance sum of integrals of the intermediate distribution on a pixel).
-
- The parameters that determine the structure are the following:
-
- \li A positive integer k determining the size of the kernel we used (we always assume that the kernels are square).
- \li A filter: in practice a square matrix of a size \f$2k+1 \times 2k+1\f$. By default, this is a discretization of
- N(0,1) kernel.
- \li The box \f$[x_0,x_1]\times [y_0,y_1]\f$ bounding the domain of the persistence image.
- \li Scaling function. Each Gaussian kernel at point \f$(p,q)\f$ gets multiplied by the value of this function at the
- point \f$(p,q)\f$.
- \li A boolean value determining if the space below diagonal should be erased or not. To be precise: when points close
- to diagonal are given then sometimes the kernel have support that reaches the region
- below the diagonal. If the value of this parameter is true, then the values below diagonal can be erased.
-
-
- \section sec_persistence_vectors Persistence vectors
- <b>Reference manual:</b> \ref Gudhi::Persistence_representations::Vector_distances_in_diagram <br>
- This is a representation of persistent homology in a form of a vector which was designed for an application in 3d
- graphic in \cite Carriere_Oudot_Ovsjanikov_top_signatures_3d. Below we provide a short description of this
- representation.
-
- Given a persistence diagram \f$D = \{ (b_i,d_i) \}\f$, for every pair of birth--death points \f$(b_1,d_1)\f$ and
- \f$(b_2,d_2)\f$ we compute the following three distances:
-
- \li \f$d( (b_1,d_1) , (b_2,d_2) )\f$.
- \li \f$d( (b_1,d_1) , (\frac{b_1,d_1}{2},\frac{b_1,d_1}{2}) )\f$.
- \li \f$d( (b_2,d_2) , (\frac{b_2,d_2}{2},\frac{b_2,d_2}{2}) )\f$.
-
- We pick the smallest of those and add it to a vector. The obtained vector of numbers is then sorted in decreasing
- order. This way we obtain a persistence vector representing the diagram.
-
- Given two persistence vectors, the computation of distances, averages and scalar products is straightforward. Average
- is simply a coordinate-wise average of a collection of vectors. In this section we
- assume that the vectors are extended by zeros if they are of a different size. To compute distances we compute
- absolute value of differences between coordinates. A scalar product is a sum of products of
- values at the corresponding positions of two vectors.
-
- */
-/** @} */ // end defgroup Persistence_representations
-
-} // namespace Persistence_representations
-} // namespace Gudhi
-
-#endif // Persistence_representations