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.
To reduce the runtime of t-SNE, @cite_2 explores tree-based indexing schemes and uses the Barnes-Hut approximation to reduce the time complexity to @math . This gives a trade-off between speed and mapping quality. To further reduce the time complexity to @math , @cite_6 utilise a fast Fourier transform to dramatically reduce the time of computing the gradient during each iteration. The method uses vantage-point trees and approximate nearest neighbours in dissimilarity calculation with rigorous bounds on the approximation error.
@cite_6 @cite_2
1875842236 1546311336
The paper investigates the acceleration of t-SNE--an embedding technique that is commonly used for the visualization of high-dimensional data in scatter plots--using two tree-based algorithms. In particular, the paper develops variants of the Barnes-Hut algorithm and of the dual-tree algorithm that approximate the gradient used for learning t-SNE embeddings in O(N log N). Our experiments show that the resulting algorithms substantially accelerate t-SNE, and that they make it possible to learn embeddings of data sets with millions of objects. Somewhat counterintuitively, the Barnes-Hut variant of t-SNE appears to outperform the dual-tree variant. We prove the approximation ratio 8 5 for the metric s,t -path-TSP, and more generally for shortest connected T-joins. The algorithm that achieves this ratio is the simple "Best of Many" version of Christofides' algorithm (1976), suggested by An, Kleinberg and Shmoys (2012), which consists in determining the best Christofides s,t -tour out of those constructed from a family @math of trees having a convex combination dominated by an optimal solution x* of the Held-Karp relaxation. They give the approximation guarantee @math for such an s,t -tour, which is the first improvement after the 5 3 guarantee of Hoogeveen's Christofides type algorithm (1991). Cheriyan, Friggstad and Gao (2012) extended this result to a 13 8-approximation of shortest connected T-joins, for |T|≥4. The ratio 8 5 is proved by simplifying and improving the approach of An, Kleinberg and Shmoys that consists in completing x* 2 in order to dominate the cost of "parity correction" for spanning trees. We partition the edge-set of each spanning tree in @math into an s,t -path (or more generally, into a T-join) and its complement, which induces a decomposition of x*. This decomposition can be refined and then efficiently used to complete x* 2 without using linear programming or particular properties of T, but by adding to each cut deficient for x* 2 an individually tailored explicitly given vector, inherent in x*. A simple example shows that the Best of Many Christofides algorithm may not find a shorter s,t -tour than 3 2 times the incidentally common optima of the problem and of its fractional relaxation.