We identify a fundamental issue in the popular Stochastic Neighbour Embedding (SNE and t-SNE), i.e., the "learned" similarity of any two points in high-dimensional space is not defined and cannot be computed. It underlines two previously unexplored issues in the algorithm which have undermined the quality of its final visualisation output and its ability to process large datasets. The issues are:(a) the reference probability in high-dimensional space is set based on entropy which has undefined relation with local density; and (b) the use of data independent kernel which leads to the need to determine n bandwidths for a dataset of n points. This paper establishes a principle to set the reference probability via a data-dependent kernel which has a well-defined kernel characteristic that linked directly to local density. A solution based on a recent data-dependent kernel called Isolation Kernel addresses the fundamental issue as well as its two ensuing issues. As a result, it significantly improves the quality of the final visualisation output and removes one obstacle that prevents t-SNE from processing large datasets. The solution is extremely simple, i.e., simply replacing the existing data independent kernel with Isolation Kernel, leaving the rest of the t-SNE procedure unchanged.
There are some improvements based on revised Gaussian Kernel functions in order to get better similarity measurements. @cite_8 proposes a symmetrised SNE, @cite_3 enable t-SNE to accommodate various heavy-tailed embedding similarity functions; and @cite_1 propose an algorithm based on similarity triplets of the form A is more similar to B than to C'' to model the local structure of the data more effectively.
@cite_1 @cite_3 @cite_8
2115584288 2088247287 2120157859 2280799770
Stochastic Neighbor Embedding (SNE) has shown to be quite promising for data visualization. Currently, the most popular implementation, t-SNE, is restricted to a particular Student t-distribution as its embedding distribution. Moreover, it uses a gradient descent algorithm that may require users to tune parameters such as the learning step size, momentum, etc., in finding its optimum. In this paper, we propose the Heavy-tailed Symmetric Stochastic Neighbor Embedding (HSSNE) method, which is a generalization of the t-SNE to accommodate various heavy-tailed embedding similarity functions. With this generalization, we are presented with two difficulties. The first is how to select the best embedding similarity among all heavy-tailed functions and the second is how to optimize the objective function once the heavy-tailed function has been selected. Our contributions then are: (1) we point out that various heavy-tailed embedding similarities can be characterized by their negative score functions. Based on this finding, we present a parameterized subset of similarity functions for choosing the best tail-heaviness for HSSNE; (2) we present a fixed-point optimization algorithm that can be applied to all heavy-tailed functions and does not require the user to set any parameters; and (3) we present two empirical studies, one for unsupervised visualization showing that our optimization algorithm runs as fast and as good as the best known t-SNE implementation and the other for semi-supervised visualization showing quantitative superiority using the homogeneity measure as well as qualitative advantage in cluster separation over t-SNE. This paper considers the problem of learning an embedding of data based on similarity triplets of the form “A is more similar to B than to C”. This learning setting is of relevance to scenarios in which we wish to model human judgements on the similarity of objects. We argue that in order to obtain a truthful embedding of the underlying data, it is insufficient for the embedding to satisfy the constraints encoded by the similarity triplets. In particular, we introduce a new technique called t-Distributed Stochastic Triplet Embedding (t-STE) that collapses similar points and repels dissimilar points in the embedding — even when all triplet constraints are satisfied. Our experimental evaluation on three data sets shows that as a result, t-STE is much better than existing techniques at revealing the underlying data structure. Domain specific (dis-)similarity or proximity measures used e.g. in alignment algorithms of sequence data are popular to analyze complicated data objects and to cover domain specific data properties. Without an underlying vector space these data are given as pairwise (dis-)similarities only. The few available methods for such data focus widely on similarities and do not scale to large datasets. Kernel methods are very effective for metric similarity matrices, also at large scale, but costly transformations are necessary starting with non-metric (dis-) similarities. We propose an integrative combination of Nystrom approximation, potential double centering and eigenvalue correction to obtain valid kernel matrices at linear costs in the number of samples. By the proposed approach effective kernel approaches become accessible. Experiments with several larger (dis-)similarity datasets show that the proposed method achieves much better runtime performance than the standard strategy while keeping competitive model accuracy. The main contribution is an efficient and accurate technique, to convert (potentially non-metric) large scale dissimilarity matrices into approximated positive semi-definite kernel matrices at linear costs. HighlightsWe propose a linear time and memory efficient approach for converting low rank dissimilarity matrices to similarity matrices and vice versa.Our approach is applicable for proximities obtained from non-metric proximity measures (indefinite kernels, non-standard dissimilarity measures).The presented approach also comprises a generalization of Landmark MDS - the presented approach is in general more accurate and flexible than Landmark MDS.We provide an alternative derivation of the Nystrom approximation together with a convergence proof, also for indefinite kernels not given in the workshop paper as a core element of the approach. We introduce a novel kernel that upgrades the Weisfeiler-Lehman and other graph kernels to effectively exploit high-dimensional and continuous vertex attributes. Graphs are first decomposed into subgraphs. Vertices of the subgraphs are then compared by a kernel that combines the similarity of their labels and the similarity of their structural role, using a suitable vertex invariant. By changing this invariant we obtain a family of graph kernels which includes generalizations of Weisfeiler-Lehman, NSPDK, and propagation kernels. We demonstrate empirically that these kernels obtain state-of-the-art results on relational data sets.