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). We apply the learned kernel to the challenging task of graph classification, and show that our WKPI-based classification framework obtains similar or (sometimes significantly) better results than the best results from a range of previous graph classification frameworks on a collection of benchmark datasets.

The paper uses a'learned' weight function for persistence images, i.e. a descriptor of topological features that can be vectorised. The weight function is seen to be crucial for obtaining good performance values. While I have some more comments/suggestions, I suggest acceptance.

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.

Online controlled experiments are a crucial tool to allow for confident decision-making in technology companies. A North Star metric is defined (such as long-term revenue or user retention), and system variants that statistically significantly improve on this metric in an A/B-test can be considered superior. North Star metrics are typically delayed and insensitive. As a result, the cost of experimentation is high: experiments need to run for a long time, and even then, type-II errors (i.e. false negatives) are prevalent. We propose to tackle this by learning metrics from short-term signals that directly maximise the statistical power they harness with respect to the North Star. We show that existing approaches are prone to overfitting, in that higher average metric sensitivity does not imply improved type-II errors, and propose to instead minimise the $p$-values a metric would have produced on a log of past experiments. We collect such datasets from two social media applications with over 160 million Monthly Active Users each, totalling over 153 A/B-pairs. Empirical results show that we are able to increase statistical power by up to 78% when using our learnt metrics stand-alone, and by up to 210% when used in tandem with the North Star. Alternatively, we can obtain constant statistical power at a sample size that is down to 12% of what the North Star requires, significantly reducing the cost of experimentation.

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).