Geometry Helps to Compare Persistence Diagrams

Michael Kerber, Dmitriy Morozov, Arnur Nigmetov.
Proceedings of the Workshop on Algorithm Engineering and Experiments (ALENEX), 2016.
Code: Wasserstein matching
Code: Bottleneck matching
Exploiting geometric structure to improve the asymptotic complexity of discrete assignment problems is a well-studied subject. In contrast, the practical advantages of using geometry for such problems have not been explored. We implement geometric variants of the Hopcroft–Karp algorithm for bottleneck matching (based on previous work by Efrat el al.), and of the auction algorithm by Bertsekas for Wasserstein distance computation. Both implementations use k-d trees to replace a linear scan with a geometric proximity query. Our interest in this problem stems from the desire to compute distances between persistence diagrams, a problem that comes up frequently in topological data analysis. We show that our geometric matching algorithms lead to a substantial performance gain, both in running time and in memory consumption, over their purely combinatorial counterparts. Moreover, our implementation significantly outperforms the only other implementation available for comparing persistence diagrams.