An Efficient Dual Approach to Distance Metric Learning

Distance metric learning is of fundamental interest in machine learning because the distance metric employed can significantly affect the performance of many learning methods. Quadratic Mahalanobis metric learning is a popular approach to the problem, but typically requires solving a semidefinite programming (SDP) problem, which is computationally expensive. Standard interior-point SDP solvers typically have a complexity of $O(D^{6.5})$ (with $D$ the dimension of input data), and can thus only practically solve problems exhibiting less than a few thousand variables. Since the number of variables is $D (D+1) / 2$, this implies a limit upon the size of problem that can practically be solved of around a few hundred dimensions. The complexity of the popular quadratic Mahalanobis metric learning approach thus limits the size of problem to which metric learning can be applied. Here we propose a significantly more efficient approach to the metric learning problem based on the Lagrange dual formulation of the problem. The proposed formulation is much simpler to implement, and therefore allows much larger Mahalanobis metric learning problems to be solved. The time complexity of the proposed method is $O (D ^ 3)$, which is significantly lower than that of the SDP approach. Experiments on a variety of datasets demonstrate that the proposed method achieves an accuracy comparable to the state-of-the-art, but is applicable to significantly larger problems. We also show that the proposed method can be applied to solve more general Frobenius-norm regularized SDP problems approximately

A methodology to compare dimensionality reduction algorithms in terms of loss of quality

Dimensionality Reduction (DR) is attracting more attention these days as a result of the increasing need to handle huge amounts of data effectively. DR methods allow the number of initial features to be reduced considerably until a set of them is found that allows the original properties of the data to be kept. However, their use entails an inherent loss of quality that is likely to affect the understanding of the data, in terms of data analysis. This loss of quality could be determinant when selecting a DR method, because of the nature of each method. In this paper, we propose a methodology that allows different DR methods to be analyzed and compared as regards the loss of quality produced by them. This methodology makes use of the concept of preservation of geometry (quality assessment criteria) to assess the loss of quality. Experiments have been carried out by using the most well-known DR algorithms and quality assessment criteria, based on the literature. These experiments have been applied on 12 real-world datasets. Results obtained so far show that it is possible to establish a method to select the most appropriate DR method, in terms of minimum loss of quality. Experiments have also highlighted some interesting relationships between the quality assessment criteria. Finally, the methodology allows the appropriate choice of dimensionality for reducing data to be established, whilst giving rise to a minimum loss of quality

Using multiple attribute-based explanations of multidimensional projections to explore high-dimensional data

Multidimensional projections (MPs) are effective methods for visualizing high-dimensional datasets to find structures in the data like groups of similar points and outliers. The insights obtained from MPs can be amplified by complementing these techniques by several so-called explanatory mechanisms. We present and discuss a set of six such mechanisms that explain MPs in terms of similar dimensions, local dimensionality, and dimension correlations. We implement our explanatory tools using an image-based approach, which is efficient to compute, scales well visually for large and dense MP scatterplots, and can handle any projection technique. We demonstrate how the provided explanatory views can be combined to augment each other's value and thereby lead to refined insights in the data for several high-dimensional datasets, and how these insights correlate with known facts about the data under study

Implicit Multidimensional Projection of Local Subspaces

We propose a visualization method to understand the effect of multidimensional projection on local subspaces, using implicit function differentiation. Here, we understand the local subspace as the multidimensional local neighborhood of data points. Existing methods focus on the projection of multidimensional data points, and the neighborhood information is ignored. Our method is able to analyze the shape and directional information of the local subspace to gain more insights into the global structure of the data through the perception of local structures. Local subspaces are fitted by multidimensional ellipses that are spanned by basis vectors. An accurate and efficient vector transformation method is proposed based on analytical differentiation of multidimensional projections formulated as implicit functions. The results are visualized as glyphs and analyzed using a full set of specifically-designed interactions supported in our efficient web-based visualization tool. The usefulness of our method is demonstrated using various multi- and high-dimensional benchmark datasets. Our implicit differentiation vector transformation is evaluated through numerical comparisons; the overall method is evaluated through exploration examples and use cases