Isometric Gaussian Process Latent Variable Model for Dissimilarity Data

We present a probabilistic model where the latent variable respects both the distances and the topology of the modeled data. The model leverages the Riemannian geometry of the generated manifold to endow the latent space with a well-defined stochastic distance measure, which is modeled locally as Nakagami distributions. These stochastic distances are sought to be as similar as possible to observed distances along a neighborhood graph through a censoring process. The model is inferred by variational inference based on observations of pairwise distances. We demonstrate how the new model can encode invariances in the learned manifolds.Comment: ICML 202

Intrinsic Universal Measurements of Non-linear Embeddings

A basic problem in machine learning is to find a mapping $f$ from a low dimensional latent space to a high dimensional observation space. Equipped with the representation power of non-linearity, a learner can easily find a mapping which perfectly fits all the observations. However such a mapping is often not considered as good as it is not simple enough and over-fits. How to define simplicity? This paper tries to make such a formal definition of the amount of information imposed by a non-linear mapping. This definition is based on information geometry and is independent of observations, nor specific parametrizations. We prove these basic properties and discuss relationships with parametric and non-parametric embeddings.Comment: work in progres

Effective and Trustworthy Dimensionality Reduction Approaches for High Dimensional Data Understanding and Visualization

In recent years, the huge expansion of digital technologies has vastly increased the volume of data to be explored. Reducing the dimensionality of data is an essential step in data exploration and visualisation. The integrity of a dimensionality reduction technique relates to the goodness of maintaining the data structure. The visualisation of a low dimensional data that has not captured the high dimensional space data structure is untrustworthy. The scale of maintained data structure by a method depends on several factors, such as the type of data considered and tuning parameters. The type of the data includes linear and nonlinear data, and the tuning parameters include the number of neighbours and perplexity. In reality, most of the data under consideration are nonlinear, and the process to tune parameters could be costly since it depends on the number of data samples considered. Currently, the existing dimensionality reduction approaches suffer from the following problems: 1) Only work well with linear data, 2) The scale of maintained data structure is related to the number of data samples considered, and/or 3) Tear problem and false neighbours problem.To deal with all the above-mentioned problems, this research has developed Same Degree Distribution (SDD), multi-SDD (MSDD) and parameter-free SDD approaches , that 1) Saves computational time because its tuning parameter does not 2) Produces more trustworthy visualisation by using degree-distribution that is smooth enough to capture local and global data structure, and 3) Does not suffer from tear and false neighbours problems due to using the same degree-distribution in the high and low dimensional spaces to calculate the similarities between data samples. The developed dimensionality reduction methods are tested with several popu- lar synthetics and real datasets. The scale of the maintained data structure is evaluated using different quality metrics, i.e., Kendall’s Tau coefficient, Trustworthiness, Continuity, LCMC, and Co-ranking matrix. Also, the theoretical analysis of the impact of dissimilarity measure in structure capturing has been supported by simulations results conducted in two different datasets evaluated by Kendall’s Tau and Co-ranking matrix. The SDD, MSDD, and parameter-free SDD methods do not outperform other global methods such as Isomap in data with a large fraction of large pairwise distances, and it remains a further work task. Reducing the computational complexity is another objective for further work