Robust Euclidean embedding

  • Authors:
  • Lawrence Cayton;Sanjoy Dasgupta

  • Affiliations:
  • University of California, San Diego, CA;University of California, San Diego, CA

  • Venue:
  • ICML '06 Proceedings of the 23rd international conference on Machine learning
  • Year:
  • 2006

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Abstract

We derive a robust Euclidean embedding procedure based on semidefinite programming that may be used in place of the popular classical multidimensional scaling (cMDS) algorithm. We motivate this algorithm by arguing that cMDS is not particularly robust and has several other deficiencies. General-purpose semidefinite programming solvers are too memory intensive for medium to large sized applications, so we also describe a fast subgradient-based implementation of the robust algorithm. Additionally, since cMDS is often used for dimensionality reduction, we provide an in-depth look at reducing dimensionality with embedding procedures. In particular, we show that it is NP-hard to find optimal low-dimensional embeddings under a variety of cost functions.