It has been a while since I wrote about topological data analysis (TDA). For pedagogical reasons, a lot of the codes were demonstrated in the Github repository PyTDA. However, it is not modularized as a package, and those codes run in Python 2.7 only.

Upon a few inquiries, I decided to release the codes as a PyPI package, and I named it mogutda, under the MIT license. It is open-source, and the codes can be found at the Github repository MoguTDA. It runs in Python 2.7, 3.5, and 3.6.

Michael Kosterlitz, Duncan Haldane, and David J. Thouless are the laureates of Nobel Prize in Physics 2016, “for theoretical discoveries of topological phase transitions and topological phases of matter.” Before Thouless, topology was not known to the physics community. It is a basic knowledge nowadays, however.

I am particularly familiar with Berezinskii-Kosterlitz-Thouless phase transition. What is it? Before that, phase transitions had been studied through the framework of spontaneous symmetry breaking, employing the tools in functional field theory and renormalization group. Matter can be in either disordered state that the symmetry is not broken, or ordered state that a particular continuous symmetry is broken. Near the critical point, many observables found to exhibit long-range order, with $C(r) \sim \frac{1}{r}$, which are so universal that all physical systems described by the same Landau-Ginzburg-Wilson (LGW) model are found to obey it. But in lower dimensions such as d=2, proved by Mermin, Wagner, and Hohenberg, an ordered state is not stable because of its huge fluctuation.

The absence of an ordered state does not exclude the possibility of a phase transition. Berezinskii in 1971, and Kosterlitz and Thouless in 1973, suggested a phase transition that concerns the proliferation of topological objects. While the correlation must be short-ranged, i.e., $C(r) \sim e^{-\frac{r}{\xi}}$, a normal description using LGW model in d=2 does not permit that, unless vortices are considered. However, below a certain temperature, due to energy configuration, it is better for these vortices to be bounded. Then the material exhibits quasi-long-range order, i.e., $C(r) \sim \frac{1}{r^{\alpha}}$. This change in correlation function is a phase transition different from that induced by spontaneous symmetry breaking, but the proliferation of isolated topological solitons.

Their work started the study of topology in condensed matter system. Not long after this work, there was the study of topological defects in various condensed matter system, and then fractional quantum Hall effect, topological insulators, topological quantum computing, A phase in liquid crystals and helimagnets etc. “Topological” is the buzzword in condensed matter physics community nowadays. Recently, there is a preprint article connecting machine learning and topological physical state. (See: arXiv:1609.09060.)

In machine learning, deep learning is the buzzword. However, to understand how these things work, we may need a theory, or we may need to construct our own features if a large amount of data are not available. Then, topological data analysis (TDA) becomes important in the same way as condensed matter physics.

Previously, I have went through heuristically the description of topology using homology groups in this entry. [Ho 2015] This is the essence of algebraic topology. We describe the topology using Betti numbers, the rank of the homolog groups. What they mean can be summarized as: [Bubenik 2015]

“… homology in degree 0 describes the connectedness of the data; homology in degree 1 detects holes and tunnels; homology in degree 2 captures voids; and so on.

## Concept of Persistence

However, in computational problems, it is the discrete points that we are dealing with. We formulate their connectedness through constructing complexes, as described by my another blog entry. [Ho 2015] From the Wolfram Demonstration that I quoted previously, connectedness depends on some parameters, such as the radii of points that are considered connected. Whether it is Čech Complex, RP complex, or Alpha complex, the idea is similar. With discrete data, therefore, there is no definite answer how the connectedness among the points are, as it depends on the parameters.

Therefore, the concept of persistence has been developed to tackle this problem. This is the core concept for computational topology. There are a lot of papers about persistence, but the most famous work is done by Zomorodian and Carlsson, who algebraically studied it. [Zomorodian & Carlsson 2005] The idea is that as one increases the radii of points, the complexes change, and so do the homology groups. By varying the radii, we can observe which topology persists. Persistence, and barcodes [Christ 2008]From the diagram above, we can see that as the radii ε increase, the diagram becomes more connected. To understand the changes of homologies, there are a few ways. In the diagram above, barcodes represent the “life span” of a connected component as ε increases. The Betti numbers of a certain degree (0, 1, or 2 in this example) at a certain value of ε is the number of barcodes at that degree. For example, look at the left most vertical dashed line, $\beta_0=10$, as there are 10 barcodes existing for $H_0$. Note there are indeed 10 separate connected components. For the second leftmost vertical dashed line, $\beta_0=6$ (6 connected components), and $\beta_1=2$ (2 holes).

Another way is using the persistence diagram, basically plotting the “birth” and “death” times of all the barcodes above. For an explanation of persistence diagram, please refer to this blog entry by Sebastien Bubeck, [Bubeck 2013] or the paper by Fasy et. al. [Fasy et. al. 2014] Another way to describe persistent topology is the persistence landscape. [Bubenik 2015]

## TDA Package in R

There are a lot of tools to perform topological data analysis. Ayasdi Core is a famous one. There are open sources C++ libraries such as Dionysus, or PHAT. There is a Python binding for Dionysus too.

There is a package in R that wraps Dionysus and PHAT, called TDA. To install it, simply open an R session, and enter

install.package('TDA')


library(TDA)


We know that for a circle, $\beta_0=\beta_1=1$, as it has on connected components, and a hole. Prepare the circle and store it in X by the function circleUnif:

X<- circleUnif(n=1000, r=1)
plot(X)


Then we can see a 2-dimensional circle like this: To calculate the persistent homology, use the function gridDiag:

diag.info<- gridDiag(X=X, FUN=kde, h=0.3, lim=cbind(c(-1, 1), c(-1, 1)), by=0.01, sublevel = FALSE, library = 'PHAT', printProgress=FALSE)


To plot the barcodes and persistence diagram, enter:

par(mfrow=c(2,1))
plot(diag.info$diagram) plot(diag.info$diagram, barcode=TRUE) In the plots, black refers to degree 0, and red refers to degree 1.

We can play the same game by adding a horizontal line to cut the circle into two halves:

X<- circleUnif(n=1000, r=1)
hl<- matrix(c(seq(-1, 1, 0.02), rep(0, 201)), ncol=2)
X<- rbind(X, hl)
plot(X) And the barcodes and persistence diagram are: We can try this with three-dimensional objects like sphere, or torus, but I never finished the calculation in reasonable speeds.

Topology has been shown to reveal important information about geometry and shape from data, [Carlsson 2015][Carlsson 2009] as I have talked about in various TDA blog entries. I have also demonstrated how to describe the topology if discrete data points by constructing simplicial complexes, and then calculated the homology and Betti numbers. (I will talk about persistent homology in the future.) Dealing with discrete data points in our digital storage devices, homology is the best way to describe it.

But if you are from a physics background, you may be familiar with the concept of homotopy and fundamental group. Some physicists deal with topology without digging into advanced mathematical tools but simply through solitons. There is a well-written introduction in this blog. In the physical world, an object is said to be topological if:

• there is a singular point that cannot be removed by a continuous deformation of field; [Mermin 1979]
• it has a saddle-point equation of the model that is different from another object of another topology, [Rajaraman 1987] inducing different kinds of physical dynamics; [Bray 1994]
• it can only be removed by crossing an energy barrier, which can be described by an instanton; [Calzetta, Ho, Hu 2010]
• it can proliferate through Kosterlitz-Thouless (BKT) phase transition; [Kosterliz, Thouless 1973]
• it can form in a system through a second-order phase transition at a finite rate, a process known as Kibble-Zurek mechanism (KZM); [Kibble 1976] [Zurek 1985] and
• its topology can be described by a winding number. (c.f. Betti numbers in homology)

Topological objects include vortices in magnets, superfluids, superconductors, or Skyrmions in helimagnets. [Mühlbauer et. al. 2009] [Ho et. al. 2010] They may come in honeycomb order, like Abrikosov vortices in type-II superconductors, [Abrikosov 1957] and helical nanofilaments in smectics. [Matsumoto et. al. 2009] It is widely used in fractional quantum Hall effect [Tsui et. al. 1982] and topological insulators (a lot of references can be found…). They can all be described using homotopy and winding numbers. We can see that topology is useful to describe the physical world for the complexities and patterns. There are ideas in string-net theory to use topology to describe the emergence of patterns and new phases of quantum matter. [Zeng et. al. 2015] Of course, I must not omit topological quantum computing that makes the qubits immune to environmental noise. [Das Sarma, Freedman, Nayak 2005]

However in data analytics, we do not use homotopy, albeit its beauty and usefulness in the physical world. Here are some of the reasons:

• In using homotopy, sometimes it takes decades for a lot of brains to figure out which homotopy groups to use. But in data analysis, we want to grasp the topology simply from data.
• Homotopy deals with continuous mappings, but data are discrete. Simplicial homology captures it more easily.
• In a physical system, we deal with usually one type of homotopy groups. But in data, we often deal with various topologies which we are not aware of in advance. Betti numbers can describe the topology easily by looking at data.
• Of course, homotopy is difficult to compute numerically.

Afra Zomorodian argued the use of homology over homotopy in his book as well. [Zomorodian 2009]

We have been talking about the elements of topological data analysis. In my previous post, I introduced simplicial complexes, concerning the ways to connect points together. In topology, it is the shape and geometry, not distances, which matter ( although while constructing the distance does play a role).

With the simplicial complexes, we can go ahead to describe its topology. We will use the techniques in algebraic topology without going into too much details. The techniques involves homology, but a full explanation of it requires the concepts of normal subgroup, kernel, image, quotient group in group theory. I will not talk about them, although I admit that there is no easy ways to talk about computational topology without touching them. I highly recommend the readers can refer to Zomorodian’s textbook for more details. [Zomorodian 2009]

I will continue with the Python class

SimplicialComplex

that I wrote in the previous blog post. Suppose we have an k-simplex, then the n-th face is any combinations with n+1 vertices. A simplicial complex is such that a face contained in a face is also a face of the complex. In this, we can define the boundary operator by $\partial_k \sigma = \sum_i (-1)^i [v_0 v_1 \ldots \hat{v}_i \ldots v_k]$,

where $\hat{v}_i$ indicates the i-th vertex be removed. This operator gives all the boundary faces of a face $\sigma$. The faces being operated are k-faces, and this operator will be mapped to a (k-1)-faces. Then the boundary operator can be seen as a $(n_k \times n_{k-1})$-matrix, where $n_k$ is the number of k-faces. This can be easily calculated with the following method:

class SimplicialComplex:
...
def boundary_operator(self, i):
source_simplices = self.n_faces(i)
target_simplices = self.n_faces(i-1)

if len(target_simplices)==0:
S = dok_matrix((1, len(source_simplices)), dtype=np.float32)
S[0, 0:len(source_simplices)] = 1
else:
source_simplices_dict = {}
for j in range(len(source_simplices)):
source_simplices_dict[source_simplices[j]] = j
target_simplices_dict = {}
for i in range(len(target_simplices)):
target_simplices_dict[target_simplices[i]] = i

S = dok_matrix((len(target_simplices), len(source_simplices)), dtype=np.float32)
for source_simplex in source_simplices:
for a in range(len(source_simplex)):
target_simplex = source_simplex[:a]+source_simplex[(a+1):]
i = target_simplices_dict[target_simplex]
j = source_simplices_dict[source_simplex]
S[i, j] = -1 if a % 2==1 else 1 # S[i, j] = (-1)**a
return S


With the boundary operator, we can calculate the Betti numbers that characterize uniquely the topology of the shapes. Actually it involves the concept of homology groups that we are going to omit. To calculate the k-th Betti numbers, we calculate: $\beta_k = \text{rank} (\text{ker} \partial_k) - \text{rank} (\text{Im} \partial_{k+1})$.

By rank-nullity theorem, [Jackson] $\text{rank} (\text{ker} \partial_k) +\text{rank} (\text{Im} \partial_k) = \text{dim} (\partial_k)$

the Betti number is then $\beta_k = \text{dim} (\partial_k) - \text{rank}(\text{Im} \partial_k)) - \text{rank} (\text{Im} \partial_{k+1})$

where the rank of the image of an operator can be easily computed using the rank method available in numpy. Then the method of calculating the Betti number is

class SimplicialComplex:
...
def betti_number(self, i):
boundop_i = self.boundary_operator(i)
boundop_ip1 = self.boundary_operator(i+1)

if i==0:
boundop_i_rank = 0
else:
try:
boundop_i_rank = np.linalg.matrix_rank(boundop_i.toarray())
except np.linalg.LinAlgError:
boundop_i_rank = boundop_i.shape
try:
boundop_ip1_rank = np.linalg.matrix_rank(boundop_ip1.toarray())
except np.linalg.LinAlgError:
boundop_ip1_rank = boundop_ip1.shape

return ((boundop_i.shape-boundop_i_rank)-boundop_ip1_rank)


If we draw a simplicial complex on a 2-dimensional plane, we almost have $\beta_0$, $\beta_1$ and $\beta_2$. $\beta_0$ indicates the number of components, $\beta_1$ the number of bases for a tunnel, and $\beta_2$ the number of voids.

Let’s have some examples. Suppose we have a triangle, not filled.

e1 = [(0, 1), (1, 2), (2, 0)]
sc1 = SimplicialComplex(e1)


Then the Betti numbers are:


In : sc1.betti_number(0)
Out: 1

In : sc1.betti_number(1)
Out: 1

In : sc1.betti_number(2)
Out: 0


Let’s try another example with multiple components.

e2 = [(1,2), (2,3), (3,1), (4,5,6), (6,7), (7,4)]
sc2 = SimplicialComplex(e2)


We can graphically represent it using networkx:

import networkx as nx
import matplotlib.pyplot as plt
n2 = nx.Graph()
nx.draw(n2)
plt.show()


And its Betti numbers are as follow:


In : sc2.betti_number(0)
Out: 2

In : sc2.betti_number(1)
Out: 2

In : sc2.betti_number(2)
Out: 0


A better illustration is the Wolfram Demonstration, titled “Simplicial Homology of the Alpha Complex”.

On top of the techniques in this current post, we can describe the homology of discrete points using persistent homology, which I will describe in my future posts. I will probably spend a post on homotopy in comparison to other types of quantitative problems.

In my previous blog post, I introduced the newly emerged topological data analysis (TDA). Unlike most of the other data analytic algorithms, TDA, concerning the topology as its name tells, cares for the connectivity of points, instead of the distance (according to a metric, whether it is Euclidean, Manhattan, Minkowski or any other). What is the best tools to describe topology?

Physicists use a lot homotopy. But for the sake of computation, it is better to use a scheme that are suited for discrete computation. It turns out that there are useful tools in algebraic topology: homology. But to understand homology, we need to understand what a simplicial complex is.

Gunnar Carlsson [Carlsson 2009] and Afra Zomorodian [Zomorodian 2011] wrote good reviews about them, although from a different path in introducing the concept. I first followed Zomorodian’s review [Zomorodian 2011], then his book [Zomorodian 2009] that filled in a lot of missing links in his review, to a certain point. I recently started reading Carlsson’s review.

One must first understand what a simplicial complex is. Without giving too much technical details, simplicial complex is basically a shape connecting points together. A line is a 1-simplex, connecting two points. A triangle is a 2-simplex. A tetrahedron is a 3-complex. There are other more complicated and unnamed complexes. Any subsets of a simplicial complex are faces. For example, the sides of the triangle are faces. The faces and the sides are the faces of the tetrahedron. (Refer to Wolfram MathWorld for more details. There are a lot of good tutorials online.)

Implementing Simplicial Complex

We can easily encoded this into a python code. I wrote a class SimplicialComplex in Python to implement this. We first import necessary libraries:

import numpy as np
from itertools import combinations
from scipy.sparse import dok_matrix


The first line imports the numpy library, the second the iteration tools necessary for extracting the faces for simplicial complex, the third the sparse matrix implementation in the scipy library (applied on something that I will not go over in this blog entry), and the fourth for some reduce operation.

We want to describe the simplicial complexes in the order of some labels (which can be anything, such as integers or strings). If it is a point, then it can be represented as tuples, as below:

 (1,)

Or if it is a line (a 1-simplex), then

 (1, 2)

Or a 2-simplex as a triangle, then

 (1, 2, 3)

I think you get the gist. The integers 1, 2, or 3 here are simply labels. We can easily store this in the class:

class SimplicialComplex:
def __init__(self, simplices=[]):
self.import_simplices(simplices=simplices)

def import_simplices(self, simplices=[]):
self.simplices = map(lambda simplex: tuple(sorted(simplex)), simplices)
self.face_set = self.faces()


You might observe the last line of the codes above. And it is for calculating all the faces of this complex, and it is implemented in this way:

  def faces(self):
faceset = set()
for simplex in self.simplices:
numnodes = len(simplex)
for r in range(numnodes, 0, -1):
for face in combinations(simplex, r):
return faceset


The faces are intuitively sides of a 2D shape (2-simplex), or planes of a 3D shape (3-simplex). But the faces of a 3-simplex includes the faces of all its faces. All the faces are saved in a field called faceset. If the user wants to retrieve the faces in a particular dimension, they can call this method:

  def n_faces(self, n):
return filter(lambda face: len(face)==n+1, self.face_set)


There are other methods that I am not going over in this blog entry. Now let us demonstrate how to use the class by implementing a tetrahedron.

sc = SimplicialComplex([('a', 'b', 'c', 'd')])


If we want to extract the faces, then enter:

sc.faces()


which outputs:

{('a',),
('a', 'b'),
('a', 'b', 'c'),
('a', 'b', 'c', 'd'),
('a', 'b', 'd'),
('a', 'c'),
('a', 'c', 'd'),
('a', 'd'),
('b',),
('b', 'c'),
('b', 'c', 'd'),
('b', 'd'),
('c',),
('c', 'd'),
('d',)}


We have gone over the basis of simplicial complex, which is the foundation of TDA. We appreciate that the simplicial complex deals only with the connectivity of points instead of the distances between the points. And the homology groups will be calculated based on this. However, how do we obtain the simplicial complex from the discrete data we have? Zomorodian’s review [Zomorodian 2011] gave a number of examples, but I will only go through two of them only. And from this, you can see that to establish the connectivity between points, we still need to apply some sort of distance metrics.

Alpha Complex

An alpha complex is the nerve of the cover of the restricted Voronoi regions. (Refer the details to Zomorodian’s review [Zomorodian 2011], this Wolfram MathWorld entry, or this Wolfram Demonstration.) We can extend the class SimplicialComplex to get a class AlphaComplex:

from scipy.spatial import Delaunay, distance
from operator import or_
from functools import partial

def facesiter(simplex):
for i in range(len(simplex)):
yield simplex[:i]+simplex[(i+1):]

def flattening_simplex(simplices):
for simplex in simplices:
for point in simplex:
yield point

def get_allpoints(simplices):
return set(flattening_simplex(simplices))

def contain_detachededges(simplex, distdict, epsilon):
if len(simplex)==2:
return (distdict[simplex, simplex] &gt; 2*epsilon)
else:
return reduce(or_, map(partial(contain_detachededges, distdict=distdict, epsilon=epsilon), facesiter(simplex)))

class AlphaComplex(SimplicialComplex):
def __init__(self, points, epsilon, labels=None, distfcn=distance.euclidean):
self.pts = points
self.labels = range(len(self.pts)) if labels==None or len(labels)!=len(self.pts) else labels
self.epsilon = epsilon
self.distfcn = distfcn
self.import_simplices(self.construct_simplices(self.pts, self.labels, self.epsilon, self.distfcn))

def calculate_distmatrix(self, points, labels, distfcn):
distdict = {}
for i in range(len(labels)):
for j in range(len(labels)):
distdict[(labels[i], labels[j])] = distfcn(points[i], points[j])
return distdict

def construct_simplices(self, points, labels, epsilon, distfcn):
delaunay = Delaunay(points)
delaunay_simplices = map(tuple, delaunay.simplices)
distdict = self.calculate_distmatrix(points, labels, distfcn)

simplices = []
for simplex in delaunay_simplices:
faces = list(facesiter(simplex))
detached = map(partial(contain_detachededges, distdict=distdict, epsilon=epsilon), faces)
if reduce(or_, detached):
if len(simplex)&gt;2:
for face, notkeep in zip(faces, detached):
if not notkeep:
simplices.append(face)
else:
simplices.append(simplex)
simplices = map(lambda simplex: tuple(sorted(simplex)), simplices)
simplices = list(set(simplices))

allpts = get_allpoints(simplices)
for point in (set(labels)-allpts):
simplices += [(point,)]

return simplices


The scipy package already has a package to calculate Delaunay region. The function contain_detachededges is for constructing the restricted Voronoi region from the calculated Delaunay region.

This class demonstrates how an Alpha Complex is constructed, but this runs slowly once the number of points gets big!

Vietoris-Rips (VR) Complex

Another commonly used complex is called the Vietoris-Rips (VR) Complex, which connects points as the edge of a graph if they are close enough. (Refer to Zomorodian’s review [Zomorodian 2011] or this Wikipedia page for details.) To implement this, import the famous networkx originally designed for network analysis.

import networkx as nx
from scipy.spatial import distance
from itertools import product

class VietorisRipsComplex(SimplicialComplex):
def __init__(self, points, epsilon, labels=None, distfcn=distance.euclidean):
self.pts = points
self.labels = range(len(self.pts)) if labels==None or len(labels)!=len(self.pts) else labels
self.epsilon = epsilon
self.distfcn = distfcn
self.network = self.construct_network(self.pts, self.labels, self.epsilon, self.distfcn)
self.import_simplices(map(tuple, list(nx.find_cliques(self.network))))

def construct_network(self, points, labels, epsilon, distfcn):
g = nx.Graph()
zips = zip(points, labels)
for pair in product(zips, zips):
if pair!=pair:
dist = distfcn(pair, pair)
if dist&lt;epsilon:
return g


The intuitiveness and efficiencies are the reasons that VR complexes are widely used.

For more details about the Alpha Complexes, VR Complexes and the related Čech Complexes, refer to this page.

More…

There are other commonly used complexes used, including Witness Complex, Cubical Complex etc., which I leave no introductions. Upon building the complexes, we can analyze the topology by calculating their homology groups, Betti numbers, the persistent homology etc. I wish to write more about it soon.