Linear regression for numeric symbolic variables: an ordinary least squares approach based on Wasserstein Distance

In this paper we present a linear regression model for modal symbolic data. The observed variables are histogram variables according to the definition given in the framework of Symbolic Data Analysis and the parameters of the model are estimated using the classic Least Squares method. An appropriate metric is introduced in order to measure the error between the observed and the predicted distributions. In particular, the Wasserstein distance is proposed. Some properties of such metric are exploited to predict the response variable as direct linear combination of other independent histogram variables. Measures of goodness of fit are discussed. An application on real data corroborates the proposed method

Basic statistics for probabilistic symbolic variables: a novel metric-based approach

In data mining, it is usually to describe a set of individuals using some summaries (means, standard deviations, histograms, confidence intervals) that generalize individual descriptions into a typology description. In this case, data can be described by several values. In this paper, we propose an approach for computing basic statics for such data, and, in particular, for data described by numerical multi-valued variables (interval, histograms, discrete multi-valued descriptions). We propose to treat all numerical multi-valued variables as distributional data, i.e. as individuals described by distributions. To obtain new basic statistics for measuring the variability and the association between such variables, we extend the classic measure of inertia, calculated with the Euclidean distance, using the squared Wasserstein distance defined between probability measures. The distance is a generalization of the Wasserstein distance, that is a distance between quantile functions of two distributions. Some properties of such a distance are shown. Among them, we prove the Huygens theorem of decomposition of the inertia. We show the use of the Wasserstein distance and of the basic statistics presenting a k-means like clustering algorithm, for the clustering of a set of data described by modal numerical variables (distributional variables), on a real data set. Keywords: Wasserstein distance, inertia, dependence, distributional data, modal variables.Comment: 19 pages, 3 figure

Visualization of AE's Training on Credit Card Transactions with Persistent Homology

Auto-encoders are among the most popular neural network architecture for dimension reduction. They are composed of two parts: the encoder which maps the model distribution to a latent manifold and the decoder which maps the latent manifold to a reconstructed distribution. However, auto-encoders are known to provoke chaotically scattered data distribution in the latent manifold resulting in an incomplete reconstructed distribution. Current distance measures fail to detect this problem because they are not able to acknowledge the shape of the data manifolds, i.e. their topological features, and the scale at which the manifolds should be analyzed. We propose Persistent Homology for Wasserstein Auto-Encoders, called PHom-WAE, a new methodology to assess and measure the data distribution of a generative model. PHom-WAE minimizes the Wasserstein distance between the true distribution and the reconstructed distribution and uses persistent homology, the study of the topological features of a space at different spatial resolutions, to compare the nature of the latent manifold and the reconstructed distribution. Our experiments underline the potential of persistent homology for Wasserstein Auto-Encoders in comparison to Variational Auto-Encoders, another type of generative model. The experiments are conducted on a real-world data set particularly challenging for traditional distance measures and auto-encoders. PHom-WAE is the first methodology to propose a topological distance measure, the bottleneck distance, for Wasserstein Auto-Encoders used to compare decoded samples of high quality in the context of credit card transactions.Comment: arXiv admin note: substantial text overlap with arXiv:1905.0989

PHom-GeM: Persistent Homology for Generative Models

Generative neural network models, including Generative Adversarial Network (GAN) and Auto-Encoders (AE), are among the most popular neural network models to generate adversarial data. The GAN model is composed of a generator that produces synthetic data and of a discriminator that discriminates between the generator's output and the true data. AE consist of an encoder which maps the model distribution to a latent manifold and of a decoder which maps the latent manifold to a reconstructed distribution. However, generative models are known to provoke chaotically scattered reconstructed distribution during their training, and consequently, incomplete generated adversarial distributions. Current distance measures fail to address this problem because they are not able to acknowledge the shape of the data manifold, i.e. its topological features, and the scale at which the manifold should be analyzed. We propose Persistent Homology for Generative Models, PHom-GeM, a new methodology to assess and measure the distribution of a generative model. PHom-GeM minimizes an objective function between the true and the reconstructed distributions and uses persistent homology, the study of the topological features of a space at different spatial resolutions, to compare the nature of the true and the generated distributions. Our experiments underline the potential of persistent homology for Wasserstein GAN in comparison to Wasserstein AE and Variational AE. The experiments are conducted on a real-world data set particularly challenging for traditional distance measures and generative neural network models. PHom-GeM is the first methodology to propose a topological distance measure, the bottleneck distance, for generative models used to compare adversarial samples in the context of credit card transactions

Topological Signals of Singularities in Ricci Flow

We implement methods from computational homology to obtain a topological signal of singularity formation in a selection of geometries evolved numerically by Ricci flow. Our approach, based on persistent homology, produces precise, quantitative measures describing the behavior of an entire collection of data across a discrete sample of times. We analyze the topological signals of geometric criticality obtained numerically from the application of persistent homology to models manifesting singularities under Ricci flow. The results we obtain for these numerical models suggest that the topological signals distinguish global singularity formation (collapse to a round point) from local singularity formation (neckpinch). Finally, we discuss the interpretation and implication of these results and future applications.Comment: 24 pages, 14 figure

Dynamic Clustering of Histogram Data Based on Adaptive Squared Wasserstein Distances

This paper deals with clustering methods based on adaptive distances for histogram data using a dynamic clustering algorithm. Histogram data describes individuals in terms of empirical distributions. These kind of data can be considered as complex descriptions of phenomena observed on complex objects: images, groups of individuals, spatial or temporal variant data, results of queries, environmental data, and so on. The Wasserstein distance is used to compare two histograms. The Wasserstein distance between histograms is constituted by two components: the first based on the means, and the second, to internal dispersions (standard deviation, skewness, kurtosis, and so on) of the histograms. To cluster sets of histogram data, we propose to use Dynamic Clustering Algorithm, (based on adaptive squared Wasserstein distances) that is a k-means-like algorithm for clustering a set of individuals into $K$ classes that are apriori fixed. The main aim of this research is to provide a tool for clustering histograms, emphasizing the different contributions of the histogram variables, and their components, to the definition of the clusters. We demonstrate that this can be achieved using adaptive distances. Two kind of adaptive distances are considered: the first takes into account the variability of each component of each descriptor for the whole set of individuals; the second takes into account the variability of each component of each descriptor in each cluster. We furnish interpretative tools of the obtained partition based on an extension of the classical measures (indexes) to the use of adaptive distances in the clustering criterion function. Applications on synthetic and real-world data corroborate the proposed procedure

Measure based metrics for aggregated data

Aggregated data arises commonly from surveys and censuses where groups of individuals are studied as coherent entities. The aggregated data can take many forms including sets, intervals, distributions and histograms. The data analyst needs to measure the similarity between such aggregated data items and a range of metrics are reported in the literature to achieve this (e.g. the Jaccard metric for sets and the Wasserstein metric for histograms). In this paper, a unifying theory based on measure theory is developed that establishes not only that known metrics are essentially similar but also suggests new metrics

Provenance of sedimentary rocks

Understanding the origins, or provenance, of a sedimentary deposit is an important aspect of geology. Sedimentary rocks are derived from the erosion of other rocks and thus provide important records of the geological environment at the time they were deposited. Some minerals found in sedimentary rocks, such as zircon particles, can be dated using uranium-lead techniques to trace the age of their parent rock thus providing useful information about the geological environment. Statistical and mathematical analyses that can assist in the analysis of the distribution of ages of the zircon crystals are examined. Methods of defining a difference between the distributions of ages found in rock samples are proposed, and demonstrated in the division of multiple rock samples into clusters of similar types. A test for the existence of a cluster is developed, and statistics for comparing different rock samples examined. Estimating an accurate age for the sedimentary deposit itself proves to be difficult unless prior distributions providing significant extra information are available