Learning metrics for persistence-based summaries and applications for graph classification

Recently a new feature representation and data analysis methodology based on a topological tool called persistent homology (and its persistence diagram summary) has gained much momentum. A series of methods have been developed to map a persistence diagram to a vector representation so as to facilitate the downstream use of machine learning tools. In these approaches, the importance (weight) of different persistence features are usually pre-set. However often in practice, the choice of the weight-function should depend on the nature of the specific data at hand. It is thus highly desirable to learn a best weight-function (and thus metric for persistence diagrams) from labelled data. We study this problem and develop a new weighted kernel, called WKPI, for persistence summaries, as well as an optimization framework to learn the weight (and thus kernel).