Unsupervised Learning: Neighbor Embedding
Unsupervised Learning: Neighbor Embedding
Neighbor Embedding
Manifold Learning
𝑥 𝑖 − 𝑤𝑖𝑗 𝑥 𝑗
𝑖 𝑗 2
𝑥𝑗
𝑤𝑖𝑗 𝑧𝑗
𝑖 𝑧𝑖
𝑥 𝑤𝑖𝑗
𝑤𝑖𝑗 𝑤𝑖𝑗
Source of image:
http://feetsprint.blogspot.tw/2016
/02/blog-post_29.html
LLE Lawrence K. Saul, Sam T. Roweis, “Think Globally, Fit Locally:
Unsupervised Learning of Low Dimensional Manifolds”, JMLR, 2013
Laplacian Eigenmaps
• Graph-based approach Distance defined by
graph approximate the
distance on manifold
𝐿 = 𝐶 𝑦 𝑟 , 𝑦ො 𝑟 +𝜆𝑆
𝑥𝑟
As a regularization term
1 2
𝑆 = 𝑤𝑖,𝑗 𝑦 𝑖 − 𝑦 𝑗 = 𝒚𝑇 𝐿𝒚
2
𝑖,𝑗
L: (R+U) x (R+U) matrix
S evaluates how
smooth your label is Graph Laplacian
𝐿 =𝐷−𝑊
Laplacian Eigenmaps
• Dimension Reduction: If 𝑥 1 and 𝑥 2 are close in a high
density region, 𝑧1 and 𝑧 2 are close to each other.
1 2
𝑆 = 𝑤𝑖,𝑗 𝑧 𝑖 − 𝑧 𝑗
2
𝑖,𝑗
Any problem? How about 𝑧 𝑖 = 𝑧 𝑗 = 𝟎?
Giving some constraints to z:
If the dim of z is M, Span{z1, z2, … zN} = RM
Spectral clustering: clustering on z
Belkin, M., Niyogi, P. Laplacian eigenmaps and spectral techniques for embedding
and clustering. Advances in neural information processing systems . 2002
T-distributed Stochastic Neighbor
Embedding (t-SNE)
• Problem of the previous approaches
• Similar data are close, but different data may collapse
𝐿 = 𝐾𝐿 𝑃 ∗ |𝑥 𝑖 ||𝑄 ∗ |𝑧 𝑖
𝑖 𝑗 |𝑥 𝑖
𝑃 𝑥
= 𝑃 𝑥 𝑗 |𝑥 𝑖 𝑙𝑜𝑔
𝑄 𝑧 𝑗 |𝑧 𝑖
𝑖 𝑗
Ignore 𝜎 for
simplicity
t-SNE –Similarity Measure
SNE:
𝑆 𝑥𝑖, 𝑥 𝑗 𝑆′ 𝑧 𝑖 , 𝑧 𝑗 = 𝑒𝑥𝑝 − 𝑧 𝑖 − 𝑧 𝑗 2
= 𝑒𝑥𝑝 − 𝑥 𝑖 − 𝑥 𝑗 t-SNE:
2
𝑆′ 𝑧 𝑖 , 𝑧 𝑗 = 1ൗ1 + 𝑧 𝑖 − 𝑧 𝑗 2
1ൗ1 + 𝑧 𝑖 − 𝑧 𝑗 2
𝑒𝑥𝑝 − 𝑥 𝑖 − 𝑥 𝑗 2
𝑥𝑖 − 𝑥 𝑗 2
, 𝑧 𝑖
− 𝑧 𝑗
2
t-SNE
• Good at visualization