Manifold Topology Divergence: a Framework for Comparing Data Manifolds.

We propose a framework for comparing data manifolds, aimed, in particular, towards the evaluation of deep generative models. We describe a novel tool, Cross-Barcode(P,Q), that, given a pair of distributions in a high-dimensional space, tracks multiscale topology spacial discrepancies between manifolds on which the distributions are concentrated. Based on the Cross-Barcode, we introduce the Manifold Topology Divergence score (MTop-Divergence) and apply it to assess the performance of deep generative models in various domains: images, 3D-shapes, time-series, and on different datasets: MNIST, Fashion MNIST, SVHN, CIFAR10, FFHQ, market stock data, ShapeNet. We demonstrate that the MTop-Divergence accurately detects various degrees of mode-dropping, intra-mode collapse, mode invention, and image disturbance. Our algorithm scales well (essentially linearly) with the increase of the dimension of the ambient high-dimensional space. It is one of the first TDA-based methodologies that can be applied universally to datasets of different sizes and dimensions, including the ones on which the most recent GANs in the visual domain are trained. The proposed method is domain agnostic and does not rely on pre-trained networks.