On the convergence of maximum variance unfolding

  • Authors:
  • Ery Arias-Castro;Bruno Pelletier

  • Affiliations:
  • Department of Mathematics, University of California, San Diego, La Jolla, CA;Département de Mathématiques, IRMAR-UMR, CNRS, Université Rennes II, France

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2013

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Abstract

Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the underlying submanifold is isometric to a convex subset, and we provide some simple examples where it fails to be consistent.