Optimization Equivalence of Divergences Improves Neighbor Embedding


Zhirong Yang, Jaakko Peltonen, Samuel Kaski ;
Proceedings of the 31st International Conference on Machine Learning, PMLR 32(2):460-468, 2014.


Visualization methods that arrange data objects in 2D or 3D layouts have followed two main schools, methods oriented for graph layout and methods oriented for vectorial embedding. We show the two previously separate approaches are tied by an optimization equivalence, making it possible to relate methods from the two approaches and to build new methods that take the best of both worlds. In detail, we prove a theorem of optimization equivalences between beta- and gamma-, as well as alpha- and Renyi-divergences through a connection scalar. Through the equivalences we represent several nonlinear dimensionality reduction and graph drawing methods in a generalized stochastic neighbor embedding setting, where information divergences are minimized between similarities in input and output spaces, and the optimal connection scalar provides a natural choice for the tradeoff between attractive and repulsive forces. We give two examples of developing new visualization methods through the equivalences: 1) We develop weighted symmetric stochastic neighbor embedding (ws-SNE) from Elastic Embedding and analyze its benefits, good performance for both vectorial and network data; in experiments ws-SNE has good performance across data sets of different types, whereas comparison methods fail for some of the data sets; 2) we develop a gamma-divergence version of a PolyLog layout method; the new method is scale invariant in the output space and makes it possible to efficiently use large-scale smoothed neighborhoods.

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