Sliced Wasserstein kernel for persistence diagrams

Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in various learning contexts. They do not, however, live in a space naturally endowed with a Hilbert structure and are usually compared with non-Hilbertian distances, such as the bottleneck distance. To incorporate PDs in a convex learning pipeline, several kernels have been proposed with a strong emphasis on the stability of the resulting RKHS distance w.r.t. perturbations of the PDs. In this article, we use the Sliced Wasser-Stein approximation of the WasserStein distance to define a new kernel for PDs, which is not only provably stable but also discriminative (with a bound depending on the number of points in the PDs) w.r.t. the first diagram distance between PDs. We also demonstrate its practicality, by developing an approximation technique to reduce kernel computation time, and show that our proposal compares favorably to existing kernels for PDs on several benchmarks.