Learning an affine transformation for non-linear dimensionality reduction

  • Authors:
  • Pooyan Khajehpour Tadavani;Ali Ghodsi

  • Affiliations:
  • David R. Cheriton School of Computer Science, University of Waterloo, Waterloo, Ontario, Canada;David R. Cheriton School of Computer Science and Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada

  • Venue:
  • ECML PKDD'10 Proceedings of the 2010 European conference on Machine learning and knowledge discovery in databases: Part II
  • Year:
  • 2010

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Abstract

The foremost nonlinear dimensionality reduction algorithms provide an embedding only for the given training data, with no straightforward extension for test points. This shortcoming makes them unsuitable for problems such as classification and regression. We propose a novel dimensionality reduction algorithm which learns a parametric mapping between the high-dimensional space and the embedded space. The key observation is that when the dimensionality of the data exceeds its quantity, it is always possible to find a linear transformation that preserves a given subset of distances, while changing the distances of another subset. Our method first maps the points into a high-dimensional feature space, and then explicitly searches for an affine transformation that preserves local distances while pulling non-neighbor points as far apart as possible. This search is formulated as an instance of semidefinite programming, and the resulting transformation can be used to map out-of-sample points into the embedded space.