Topological Singularity Detection at Multiple Scales

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Topological Singularity Detection at Multiple Scales
Julius von Rohrscheidt 1 2 Bastian Rieck 1 2
Abstract
The manifold hypothesis, which assumes that data
lies on or close to an unknown manifold of low
intrinsic dimension, is a staple of modern ma-
chine learning research. However, recent work
has shown that real-world data exhibits distinct
non-manifold structures, i.e. singularities, that
can lead to erroneous findings. Detecting such
singularities is therefore crucial as a precursor to
interpolation and inference tasks. We address this
issue by developing a topological framework that
(i) quantifies the local intrinsic dimension, and
(ii) yields a Euclidicity score for assessing the
‘manifoldness’ of a point along multiple scales.
Our approach identifies singularities of complex
spaces, while also capturing singular structures
and local geometric complexity in image data.
1. Introduction
The ever-increasing amount and complexity of real-world
data necessitate the development of new methods to extract
less complex but still meaningful representations of the un-
derlying data. While numerous methods for approaching
this representation learning problem exist, they all share a
common assumption: the underlying data is supposed to be
close to a manifold with small intrinsic dimension, i.e. while
the input data may have a large ambient dimension
N
, there
is an
n
-dimensional manifold with
nN
that best de-
scribes the data. For some data sets, such as natural images,
this manifold hypothesis is appropriate (Carlsson,2009).
However, recent research shows evidence that the mani-
fold hypothesis does not necessarily hold for complex data
sets (Brown et al.,2023), and that manifold learning tech-
niques tend to fail for non-manifold data (Rieck & Leitte,
2015;Scoccola & Perea,2023). These failures are often
the result of singularities, i.e. regions of a space that viol-
ate the properties of a manifold (see Section 2for details).
1
Helmholtz Munich
2
Technical University of Munich. Cor-
respondence to: Bastian Rieck
<
bastian.rieck@helmholtz-
munich.de>.
Proceedings of the
40 th
International Conference on Machine
Learning, Honolulu, Hawaii, USA. PMLR 202, 2023. Copyright
2023 by the author(s).
Input space with singularities
0.04 0.09 0.14
Euclidicity
Figure 1: Overview of our method. Given a space with
singularities, our Euclidicity score measures the deviation
from a space to a Euclidean model space. Here, Euclidicity
highlights the singularity at the ‘pinch point. Please refer
to Section 4for more details.
For example, the ‘pinched torus, an object obtained by
compressing a random region of the torus (specifically, a
meridian) to a single point, fails to satisfy the manifold hypo-
thesis at the ‘pinch point:’ this point, unlike all other points,
does not have a neighbourhood homeomorphic to
R2
(see
Fig. 1for an illustration). Since singularities—in contrast
to outliers arising from incorrect labels, for example—often
carry relevant information (Jakubowski et al.,2020), new
tools for detecting and handling non-manifold regions in
spaces are needed.
Our contributions. We develop an unsupervised repres-
entation learning framework for detecting singular regions
in point cloud data. Our framework is agnostic with re-
spect to geometric or stochastic properties of the underlying
data and only requires a notion of intrinsic dimension of
neighbourhoods, which, crucially, is allowed to vary across
different points. Our approach is based on a novel formu-
lation of persistent local homology (PLH), a method for
assessing the shape of neighbourhoods at multiple scales
of locality. We use PLH to (i) estimate the intrinsic dimen-
sion of a point locally, and (ii) define Euclidicity, a novel
quantity that measures the deviation of a point from being
Euclidean. We also provide theoretical guarantees on the ap-
proximation quality for certain classes of spaces, including
manifolds. Euclidicity yields a complementary perspective
on data, highlighting regions where the manifold hypothesis
breaks down. We show the utility of this perspective ex-
perimentally on several data sets, ranging from spaces with
known singularities to high-dimensional image data sets.
1
arXiv:2210.00069v4 [cs.LG] 14 Jun 2023
Topological Singularity Detection at Multiple Scales
2. Mathematical Background
We first provide an overview of persistent homology, and
stratified spaces, as well as their relation to local homology.
The former concept constitutes a generic framework for
assessing complex data at multiple scales by measuring to-
pological characteristics such as ‘holes’ and ‘voids’ (Edels-
brunner & Harer,2010), while the latter serves as a general
setting to describe singularities, in which our framework
admits advantageous properties.
Persistent homology. Persistent homology is a method for
computing topological features at different scales, capturing
an intrinsic notion of relevance in terms of spatial scale para-
meters. Given a finite metric space
(X,d)
, the Vietoris–Rips
complex at step
t
is defined as the abstract simplicial com-
plex
V(X, t)
, in which an abstract
k
-simplex
(x0, . . . , xk)
of points in
X
is spanned if and only if
d(xi, xj)t
for all
0ijk
.
1
For
t1t2
, the inclusions
V(X, t1)→ V(X, t2)
yield a filtration, i.e. a sequence of
nested simplicial complexes, which we denote by
V(X,)
.
Applying the
i
th homology functor to this collection of
spaces and inclusions between them induces maps on the
homology level
ft1,t2
i: Hi(V(X, t1)) Hi(V(X, t2))
for
any
t1t2
. The
i
th persistent homology (PH) of
X
with
respect to the Vietoris-Rips construction is defined to be the
collection of all these
i
th homology groups, together with
the respective induced maps between them, and denoted by
PHi(V(X,))
.
PH
can therefore be viewed as a tool that
keeps track of topological features such as holes and voids
on multiple scales. For a more comprehensive introduction
to
PH
in the context of machine learning, see Hensel et al.
(2021). The so-called ‘creation’ and ‘destruction’ times
of these features are summarised in a persistence diagram
D R×R{∞}
, where any point
(b, d)∈ D
corresponds
to a homology class that arises at filtration step
b
, and lasts
until filtration step
d
. The difference
|db|
is referred to
as the lifetime or eponymous persistence of this homology
class. There are several distance measures for comparing
persistence diagrams, one of them being the bottleneck dis-
tance, defined as
dB(D,D) := infγsupx∈D xγ(x)
,
where γranges over all bijections between Dand D.
Stratified spaces. Manifolds are widely studied and par-
ticularly well-behaved topological spaces as they locally
resemble Euclidean space near any point. However, spaces
that arise naturally often violate this local homogeneity
condition (see Fig. 2for an example). Stratified spaces gen-
eralise the concept of a manifold to address singular spaces.
Being intrinsically capable of describing a wider class of
spaces, we argue that stratified spaces are the right tool to
1
For readers familiar with persistent homology, we depart from
the usual convention of using
ϵ
as the threshold parameter since we
use it for the scale of our persistent local homology calculations.
x
y
(a) (b) (c)
Figure 2: (a): Non-manifold space. (b): Annulus around a
regular point
x
.(c): Annulus around a singular point. The
neighbourhood around yis different from all others.
analyse real-world data. In particular, the intrinsic dimen-
sion of points is allowed to vary in this setting, thus leading
to high flexibility in comparison to manifolds. Subsequently,
we define stratified spaces in the setting of simplicial com-
plexes. A stratified simplicial complex of dimension
0
is a
finite set of points with the discrete topology. A stratified
simplicial complex of dimension
n
is an
n
-dimensional sim-
plicial complex
X
, together with a filtration of closed sub-
complexes
X=XnXn1Xn2⊃ · · · ⊃ X1=
such that
Xi\Xi1
is an
i
-dimensional manifold for all
i
,
and such that every point
xX
possesses a distinguished
local neighbourhood
U
=Rk×cL
in
X
, where
L
is a com-
pact stratified simplicial complex of dimension
nk1
and
c
refers to the open cone construction (see Appendix A.1).
If there exists a neighbourhood
U
of
x
that is homeo-
morphic to
Rn
, we say that
x
is a regular point, otherwise
we call xasingularity.
If
X
is a manifold, then independently of the point under
consideration,
L
is given by a sphere since for a manifold,
any point is regular by definition. By contrast, a small
neighbourhood of the pinch point in a pinched torus can
be described as the open cone on the disjoint union of two
circles, and therefore the link
L
is given by
S1S1
in
this case, whose homology is different from homology of
the link of any other point in the pinched torus (which is
just given by a circle for every other point). The insets in
Fig. 1(left) depict the different neighbourhoods.
Local homology. We now formalise the idea of tracking
the homology of a link of a point, following the previous
description. Intuitively, the local homology of a point is ob-
tained by the homology of an infinitesimal small punctured
neighbourhood around the point (see Appendix A.3 for a
more rigorous description). One can show that the local
homology of a singularity usually differs from the local ho-
mology of a regular point. In particular, points that are of
different intrinsic dimensions with respect to the stratified
simplicial complex can be distinguished by local homology;
this includes the disjoint union of manifolds of possibly
varying dimensions. This observation motivates and justi-
fies using local homology for detecting neighbourhoods of
singular points, and serves as the primary motivation for our
novel Euclidicity measure in Section 4.2.
2
Topological Singularity Detection at Multiple Scales
3. Related Work
While manifold learning is concerned with the development
of algorithms that extract geometric information under the
assumption that the given data lie on a manifold, recent
work starts to question this assumption. Brown et al. (2023),
for instance, introduce the union of manifolds hypothesis,
which augments the manifold hypothesis to spaces that can
be modelled as (disjoint) unions of manifolds. Intrinsic
dimension is thus allowed to vary across connected compon-
ents of such a space. However, singularities are excluded
under this assumption, whereas our method detects the cor-
rect intrinsic dimension for large classes of singular spaces.
We assume a fundamental ‘singularity-centric’ perspective
in this paper and argue that a multi-scale analysis of the local
geometry and topology of data is necessary. In this context,
methods from topological data analysis have started attract-
ing attention in machine learning (Hensel et al.,2021). This
is particularly due to persistent homology, which captures
geometrical and topological properties of the underlying
data set on different scales (Bubenik et al.,2020;Turke
ˇ
s
et al.,2022). The idea of tracking objects on multiple scales
can at least be traced back to (Koenderink & van Doorn,
1986;Lindeberg,1994), with scale space theory playing an
eminent role in computer vision. However, the utility of
persistent homology in the context of geometric singularit-
ies in data only came up more recently, since early work in
persistent homology focuses predominantly on the simplific-
ation of functions on manifold domains (Edelsbrunner et al.,
2002). While some research already discusses the utility
of persistent homology for general unsupervised data ana-
lysis workflows (Chazal et al.,2013;Rieck & Leitte,2017;
2016;2015), it focuses more on global structures, whereas
singularities are inherently local. A notable exception is a
work by Wang et al. (2011), which analyses local branching
and global circular features. We give a brief overview of
methods in the emerging field of topology-driven singularity
detection, outlining the differences to our approach below.
Topology-driven singularity detection. Several works as-
sume a local perspective on homology to detect information
about the intrinsic dimensionality of the data or the presence
of certain singularities. Rieck et al. (2020) use pre-defined
stratifications and persistent intersection homology, a tech-
nique developed by Bendich & Harer (2011), whereas Fasy
& Wang (2016) and Bendich (2008) both develop persistent
variants of local homology. By contrast, Stolz et al. (2020)
approximate local homology as the absolute homology of
a small annulus of a given neighbourhood, resulting in an
algorithm for geometric anomaly detection (which requires
knowing the intrinsic dimension of the data set). Moreover,
Bendich et al. (2007) employ persistence vineyards, i.e. con-
tinuous families of persistence diagrams, to assess the local
homology of a point in a stratified space, whereas Dey et al.
(2014) use local homology to estimate the (global) intrinsic
dimension of hidden, possibly noisy manifolds.
Key differences to existing approaches. While existing
methods overall underscore the relevance of a local perspect-
ive, as well as the use of notions such as stratified spaces,
our approach differs from them in essential components.
In comparison to all aforementioned contributions, we cap-
ture additional local geometric information: we consider
multiple scales of locality in a persistent framework for
local homology. Concerning the overall construction, Stolz
et al. (2020) is the closest to our method. However, the
authors assume that the intrinsic dimension is known and
the proposed algorithm uses one global scale, whereas our
approach (i) operates in a multi-scale setting, (ii) provides
local estimates of intrinsic dimensionality of the data space,
and (iii) incorporates model spaces that serve as a compar-
ison. We can thus measure the deviation from an idealised
manifold, requiring fewer assumptions on the structure of
the input data (see Appendix A.7 for a comparison).
4. Methods
Our framework TARDIS (Topological Algorithm for Robust
DIscovery of Singularities) consists of two parts: (i) a
method to calculate a local intrinsic dimension of the data,
and (ii) Euclidicity, a measure for assessing the multi-scale
deviation from a Euclidean space. TARDIS is based on the
assumption that the intrinsic dimension of data may not be
constant across the data set, and is thus best described by
local measurements, i.e. measurements in a small neighbour-
hood of a given point. Since there is no canonical choice for
the magnitude of such a neighbourhood, TARDIS analyses
data on multiple scales. Our main idea involves construct-
ing a collection of local (punctured) neighbourhoods for
varying locality scales, and calculating their topological
features. This procedure allows us to approximate local to-
pological features (specifically, local homology) of a given
point, which we use to measure the intrinsic dimensional-
ity of a space. Moreover, by calculating the distance to
Euclidean model spaces, we are capable of detecting singu-
larities in a large range of input data sets. For the subsequent
description of TARDIS, we only assume that data can be
represented as a finite metric space (i.e. as a point cloud).
4.1. Persistent Intrinsic Dimension
For a finite metric space
(X,d)
and
xX
, let
Bs
r(x) :=
{yX|rd(x, y)s}
denote the intrinsic annulus
of
x
in
X
with respect to radii
r
and
s
. Moreover, let
F
denote a procedure that takes as input a finite metric
space and outputs an ascending filtration of topological
spaces—such as a Vietoris–Rips filtration. By applying
F
to the intrinsic annulus of
x
, we obtain a tri-filtration
3
Topological Singularity Detection at Multiple Scales
Bs
r(x)
x
x
V(Bs
r(x),t)
r
s
Figure 3: The intrinsic annulus
Bs
r(x)
around a point
x
in a
metric space
(X,d)
, as well as one filtration step for some
choice of t. By adjusting rand s, we obtain a tri-filtration.
(F(Bs
r(x), t))r,s,t
, where
t
corresponds to the respective
filtration step that is determined by
F
. Note that this tri-
filtration is covariant in
s
and
t
, but contravariant in
r
; we
denote it by
F(B
(x),)
. Applying
i
th homology to this
filtration yields a tri-parameter persistent module that we
call
i
th persistent local homology (PLH) of
x
, denoted by
PLHi(x;F) := PHi(F(B
(x),))
. Fig. 3illustrates how
to obtain an annulus from a data set and depicts one step of
the filtration process. To the best of our knowledge, this is
the first time that PLH is considered as a multi-parameter
persistence module. Since the Vietoris–Rips filtration is
the pre-eminent filtration in TDA, we will use
PLHi(x) :=
PLHi(x;V)
as an abbreviation. Before developing ways to
detect singularities, we first show that our PLH formulation
enjoys stability properties similar to the seminal stability
theorem in persistent homology (Cohen-Steiner et al.,2007),
making it robust to small parameter changes.
Theorem 1. Given a finite metric space
X
and
x
X
, let
Bs
r(x)
and
Bs
r(x)
denote two intrinsic annuli
with
|rr| ≤ 1
and
|ss| ≤ 2
. Furthermore,
let
D,D
denote the persistence diagrams correspond-
ing to
PHi(V(Bs
r(x),))
and
PHi(V(Bs
r(x),))
. Then
1
2dB(D,D)max{1, 2}.
For a finite set of points
XRN
, we define the persistent
intrinsic dimension (PID) of
xX
at scale
as
ix() :=
max{iN| r < s <  s.t. PHi1(F(Bs
r(x),)) ̸= 0}
.
This measure characterises the intrinsic dimension of data
in a multi-scale fashion. We can also prove that we recover
the correct dimension in case our data set constitutes a
manifold sample.
Theorem 2. Let
MRN
be an
n
-dimensional compact
smooth manifold and let
X:= {x1, . . . , xS}
be a collection
of uniform samples from
M
. For a sufficiently large
S
and
F=V
, there exist constants
1, 2>0
such that
ix() = n
for all
1<  < 2
and any point
xX
. Moreover,
1
can
be chosen arbitrarily small by increasing S.
Theorem 2implies that
ix()
computes the correct intrinsic
dimension of
M
in a certain range of values
 > 0
, provided
the sample size is sufficiently large. Moreover,
ix()
per-
sists in this range, which suggests considering a collection
of
ix()
for varying
to analyse the intrinsic dimension of
x
. We also have the following corollary, which specific-
ally addresses stratified spaces such as the ‘pinched torus,
implying that our method can correctly detect the intrinsic
dimension of individual strata. PID is thus capable of hand-
ling large classes of ‘non-manifold’ data sets.
Corollary 1. Let
X=XnXn1Xn2 · · ·
X1=
be an
n
-dimensional compact stratified simplicial
complex, s.t.
Xi\Xi1
is smooth for every
i
. For a fixed
i
,
let
Xi:= {x1, . . . , xS}
be a collection of uniform samples
from
Xi\Xi1
. For a sufficiently large
S
and
F=V
,
there are constants
1, 2>0
such that
ix() = i
for all
1<  < 2
and any point
xXi
. Moreover,
1
can be
chosen arbitrarily small by increasing S.
4.2. Euclidicity
Knowledge about the intrinsic dimension of a neighbour-
hood is crucial for measuring to what extent such a neigh-
bourhood deviates from being Euclidean. We refer to this
deviation as Euclidicity, with the understanding that low
values indicate Euclidean neighbourhoods while high val-
ues indicate singular regions of a data set. Euclidicity can
be calculated without stringent assumptions on manifold-
ness, requiring only an estimate of the intrinsic dimension
n
of
x
. The previously-described PID estimation procedure
is applicable in this setting and may be used to obtain
n
,
for example by calculating statistics on the set of
ix()
for
varying locality parameters
.Euclidicity can also use other
dimension estimation procedures, which is advantageous
when additional knowledge about the expected structures is
available (see Camastra & Staiano (2016) for a survey).
The main idea of Euclidicity involves assessing how far a
given neighbourhood of a point
x
is from being Euclidean.
To this end, we compare it to a Euclidean model space,
measuring the deviation of their corresponding persistent
local homology features. We first define the Euclidean annu-
lus
EBs
r(x)
of
x
for parameters
r
and
s
to be a set of random
uniform samples of
{yRn|rd(x, y)s}
such that
|EBs
r(x)|=|Bs
r(x)|
. Here,
r
and
s
correspond to the inner
and outer radius of the annulus, respectively. For
rr
and
ss
we extend
EBs
r(x)
by sampling additional points
to obtain
EBs
r(x)
with
|EBs
r(x)|=|Bs
r(x)|
. Iterating
this procedure leads to a tri-filtration
(F(EBs
r(x), t))r,s,t
for any filtration
F
, following our description in Section 4.1.
We now define the persistent local homology of a Euclidean
model space as
PLHE
i(x;F) := PHi(F(EB
(x),)).(1)
Again, for a Vietoris–Rips filtration
V
, we use a short-
form notation, i.e.
PLHE
i(x) := PLHE
i(x;V)
. Notice that
4
Topological Singularity Detection at Multiple Scales
PLHE
i(x)
implicitly depends on the choice of intrinsic di-
mension
n
, and on the samples that are generated randomly.
To remove the dependency on the samples, we consider
PLHE
i(x)
to be a sample of a random variable
PLHE
i(x)
.
Let
D(·,·)
be a distance measure for 3-parameter persist-
ence modules, such as the interleaving distance (Lesnick,
2015). We then define the Euclidicity of
x
, denoted by
E(x), as the expected value of these distances, i.e.
E(x) := EhDPLHn1(x),PLHE
n1(x)i.(2)
This quantity essentially assesses how far
x
is from admit-
ting a regular Euclidean neighbourhood. The choice of
F
and
D(·,·)
leaves us multiple ways of implementing Eq. (2)
in practice. In the following, we describe one particular
implementation with beneficial robustness properties.
Implementation. Calculating
E(x)
requires different
choices, namely (i) a range of locality scales, (ii) a filtration,
and (iii) a distance metric between filtrations
D
. Using a
grid
Γ
of possible radii
(r, s)
with
r < s
, we approximate
Eq. (2) using the mean of the bottleneck distances of fibred
Vietoris–Rips barcodes, i.e.
E(x)DPLHi(x),PLHE
i(x):= 1
CX
(r,s)Γ
dBr,s (3)
where
C
is equal to the cardinality of the grid, and
dBr,s := dB(PHi(V(Bs
r(x),)),PHi(V(EBs
r(x),)))
,
with
PLHE
i(x)
referring to a sample from a Euclidean an-
nulus of the same size as the intrinsic annulus around
x
.
Eq. (3) can be implemented using effective persistent homo-
logy calculation methods (Bauer,2021), thus permitting an
integration into existing TDA and machine learning frame-
works (The GUDHI Project,2015;Tauzin et al.,2020).
Appendix A.4 provides pseudocode implementations, while
Section 5discusses how to pick these parameters in practice.
We make our framework publicly available.2
As the following theorem shows, our approximation of
Eq. (3) is justified in the sense that for smooth manifolds,
E(x)
tends to be arbitrarily small in a large-sample regime.
Theorem 3. Let
MRN
be a smooth
n
-dimensional
manifold and let
XM
be a finite sample of size
S:= |X|
.
For a given
 > 0
, sufficiently large
S
and a point
xX
,
there exists
sϵ>0
that only depends on
and the curvature
of x (w.r.t.
M
), such that the approximation of
E(x)
via
Eq. (3)is bounded above by
, for any grid
Γ
with maximum
outer radius sϵ.
Properties. The main appeal of our formulation is that cal-
culating both PID and Euclidicity does not require strong as-
sumptions about the input data: we only assume that the in-
trinsic dimension
n
of the data is significantly lower than the
2
See the supplementary materials for the code and experiments.
ambient dimension
N
. Treating dimension as a local quant-
ity that may vary across multiple scales makes Euclidicity
broadly applicable. Moreover, as we showed in Section 4.1,
our method is guaranteed to yield the right values for man-
ifolds and stratified simplicial complexes. This increases
both the practical applicability and expressivity, enabling
our framework to handle unions of manifolds of varying
dimensions, for instance. Euclidicity thus generalises to a
larger class of spaces than existing approaches (Brown et al.,
2023), permitting a more fine-grained structural assessment.
Limitations. Our implementation of Euclidicity makes
use of the Vietoris–Rips complex, which is known to grow
exponentially with increasing dimensionality. While all
calculations of Eq. (2) can be performed in parallel—thus
substantially improving scalability vis-
`
a-vis persistent ho-
mology on the complete input data set, both in terms of
dimensions and in terms of samples—the memory require-
ments for a full Vietoris–Rips complex construction may
still prevent our method to be applicable for some high-
dimensional data sets. This can be mitigated by using a
different filtration (Anai et al.,2020;Sheehy,2013). Our
proofs do not assume a specific filtration, and we leave
the derivation of filtration-specific theoretical properties for
future work. Finally, we remark that the reliability of the
Euclidicity score depends on the validity of the intrinsic
dimension; otherwise, the comparison does not take place
with respect to the appropriate model space.
5. Experiments
We demonstrate the expressivity of TARDIS in different
settings, showing that it (i) calculates the correct intrinsic
dimension, and (ii) detects singularities when analysing data
sets with known singularities. We also conduct a brief com-
parison with one-parameter approaches, showcasing how
our multi-scale approach results in more stable outcomes.
Finally, we analyse Euclidicity scores of benchmark and
real-world datasets, giving evidence that our technique can
be used as a measure for the geometric complexity of data.
5.1. Parameter Selection
Since Eq. (2) intrinsically incorporates multiple scales
of locality, we need to specify an upper bound for the
radii (
rmin, rmax, smin, smax
) that define the respective an-
nuli in practice. Given a point
x
, we found the following
procedure to be useful in practice: we set
smax
, i.e. the
maximum of the outer radius, to the distance to the
k
th
nearest neighbour of a point, and
rmin
, i.e the minimum in-
ner radius, to the smallest non-zero distance to a neighbour
of
x
. Finally, we set the minimum outer radius
smin
and
the maximum inner radius
rmax
to the distance to the
k
3
th
nearest neighbour. While we find
k= 50
to yield sufficient
5
摘要:

TopologicalSingularityDetectionatMultipleScalesJuliusvonRohrscheidt12BastianRieck12AbstractThemanifoldhypothesis,whichassumesthatdataliesonorclosetoanunknownmanifoldoflowintrinsicdimension,isastapleofmodernma-chinelearningresearch.However,recentworkhasshownthatreal-worlddataexhibitsdistinctnon-manif...

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