A differentiability framework for zigzag persistent homology via linear interpolation
Persistent homology can be differentiated and incorporated into learning pipelines, but no analogous framework exists for zigzag persistence, which is needed when the underlying topological structure evolves non-monotonically over time. We develop such a framework for sequences of simplicial complexes obtained by thresholding time-dependent filtering values on a fixed complex. By assigning persistence diagram endpoints the real-valued times at which linearly interpolated filtering values cross the threshold, we transfer the continuity of the filtering values to the diagram points. This yields smooth local lifts of the resulting persistence-diagram-valued map, from which we derive differentials almost everywhere under mild regularity conditions on the parametrization of the filtering values. We prove local Lipschitz continuity outside an explicit measure-zero exclusion set; standard stochastic subgradient convergence guarantees therefore do not apply directly. We argue that, even without such guarantees, this exclusion set is small enough in practice to allow effective optimization. We test this empirically in two experiments: sensor network coverage optimization and dynamic graph classification.