Diffusion Maps and Transfer Subspace Learning

Total Page:16

File Type:pdf, Size:1020Kb

Diffusion Maps and Transfer Subspace Learning Wright State University CORE Scholar Browse all Theses and Dissertations Theses and Dissertations 2017 Diffusion Maps and Transfer Subspace Learning Olga L. Mendoza-Schrock Wright State University Follow this and additional works at: https://corescholar.libraries.wright.edu/etd_all Part of the Computer Engineering Commons, and the Computer Sciences Commons Repository Citation Mendoza-Schrock, Olga L., "Diffusion Maps and Transfer Subspace Learning" (2017). Browse all Theses and Dissertations. 1845. https://corescholar.libraries.wright.edu/etd_all/1845 This Dissertation is brought to you for free and open access by the Theses and Dissertations at CORE Scholar. It has been accepted for inclusion in Browse all Theses and Dissertations by an authorized administrator of CORE Scholar. For more information, please contact [email protected]. DIFFUSION MAPS AND TRANSFER SUBSPACE LEARNING A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy by OLGA L. MENDOZA-SCHROCK B.S., University of Puget Sound, 1998 M.S., University of Kentucky, 2004 M.S., Wright State University, 2013 2017 Wright State University WRIGHT STATE UNIVERSITY GRADUATE SCHOOL July 25, 2017 I HEREBY RECOMMEND THAT THE DISSERTATION PREPARED UNDER MY SUPERVISION BY Olga L. Mendoza-Schrock ENTITLED Diffusion Maps and Transfer Subspace Learning BE ACCEPTED IN PARTIAL FULFILL- MENT OF THE REQUIREMENTS FOR THE DEGREE OF Doctor of Philosophy Mateen M. Rizki, Ph.D. Dissertation Director Michael L. Raymer, Ph.D. Director, Ph.D. in Computer Science and Engineering Program Robert E. W. Fyffe, Ph.D. Vice President for Research and Dean of the Graduate School Committee on Final Examination John C. Gallagher, Ph.D. Frederick D. Garber, Ph.D. Michael L. Raymer, Ph.D. Vincent J. Velten, Ph.D. ABSTRACT Mendoza-Schrock, Olga L., Ph.D., Computer Science and Engineering Ph.D. Program, De- partment of Computer Science and Engineering, Wright State University, 2017. Diffusion Maps and Transfer Subspace Learning. Transfer Subspace Learning has recently gained popularity for its ability to perform cross-dataset and cross-domain object recognition. The ability to leverage existing data without the need for additional data collections is attractive for Aided Target Recognition applications. For Aided Target Recognition (or object assessment) applications, Trans- fer Subspace Learning is particularly useful, as it enables the incorporation of sparse and dynamically collected data into existing systems that utilize large databases. In this dis- sertation, Manifold Learning and Transfer Subspace Learning are combined to create new Aided Target Recognition systems capable of achieving high target recognition rates for cross-dataset conditions and cross-domain applications. The Manifold Learning technique used in this dissertation is Diffusion Maps, a nonlinear dimensionality reduction technique based on a heat diffusion analogy. The Transfer Subspace Learning technique used is Transfer Fishers Linear Discriminative Analysis. The new Aided Target Recognition sys- tems introduced in this dissertation are (i) Manifold Transfer Subspace Learning, which combines Manifold Learning and Transfer Subspace Learning sequentially, and (ii) Trans- fer Diffusion Maps, which simultaneously integrates Manifold Learning and Transfer Sub- space Learning. Finally, the ability of the new techniques to achieve high target recognition rates for cross-dataset and cross-domain applications is illustrated using a variety of diverse datasets. iii Abbreviations and Symbols Throughout this dissertation numerous abbreviations and symbols are used. While the definitions can be found in surrounding text, this section provides a quick reference. List of Abbreviations AFRL Air Force Research Laboratory ARL Army Research Laboratory BAA Broad Agency Announcements BKR Biomedical Knowledge Repository BRCA Breast Invasive Carcinoma CCR Correct Classification Rate CRC Classification, Regression, and Clustering DARPA Defense Advanced Research Projects Agency DM Diffusion Maps FLDA Fisher’s Linear Discriminative Analysis FLIR Forward Looking infrared GTL Genetic Transfer Learning HPC High Performance Computer ICML International Conference on Machine Learning IPTO Information Processing Technology Office IR Infrared KKT Karush–Kuhn–Tucker Lung Adenocarcionoma (LUAD) MNIST Modified National Institute of Standards and Technology MTSL Manifold Transfer Subspace Learning NIST National Institute of Standards and Technology NLM National Library of Medicine NIPS Neural Information Processing Systems OSE Out-Of-Sample Extension PC Principal Component PCA Principal Component Analysis RMSE Root Mean Squared Error SVD Singular Value Decomposition SVM Support Vector Machines TRACE Target Recognition and Adaptation in Contested Environments TrDM Transfer Diffusion Maps TrFLDA Transfer Fisher’s Linear Discriminative Analysis TNL Transfer Network Learning TSL Transfer Subspace Learning iv Contents 1 Introduction 1 1.1 Motivation . .3 1.2 Contributions . .5 1.2.1 Improved TrFLDA Algorithm . .7 1.2.2 Manifold Transfer Subspace Learning (MTSL) . .7 1.2.3 Transfer Diffusion Maps (TrDM) . .8 1.2.4 Published Papers Related to this Dissertation . .9 1.3 Outline of Dissertation . 10 1.4 Notation . 10 2 Background 12 2.1 Relevant Scholarship . 12 2.1.1 Aided Target Recognition . 12 2.1.2 Manifold Learning . 13 2.1.3 Transfer Learning . 15 3 Transfer Fisher’s Linear Discriminant Analysis (TrFLDA) Enhancements 19 3.1 Transfer Fisher’s Linear Discriminant Analysis . 19 3.2 Enhancements . 22 v 3.2.1 Implementation of Relative Weight . 22 3.2.2 Reformulation of the Optimization Problem . 25 3.3 Improvements to Kernel Density Estimation (KDE) Technique . 27 4 Manifold Transfer Subspace Learning (MTSL) 29 4.1 Diffusion Maps . 29 4.2 Manifold Transfer Subspace Learning (MTSL) Implementation . 32 4.2.1 The Manifold Learning Step . 32 4.2.2 The Transfer Subspace Learning Step . 34 4.2.3 Selection of Parameters . 35 5 Transfer Diffusion Maps (TrDM) 38 5.1 Eigenvalue Problems and Optimization . 39 5.2 Diffusion Maps and Optimization . 40 5.3 Transfer Diffusion Maps . 48 6 Datasets and Experimental Design 53 6.1 Description of Datasets . 53 6.1.1 Electro-optical synthetic civilian vehicle data domes (EO-SCVDD) 54 6.1.2 Geometric shapes dataset . 55 6.1.3 Cancer Data . 57 6.1.4 MNIST . 60 6.1.5 Comanche Dataset . 61 6.2 Experimental Design . 62 7 Experimental Results 67 7.1 Verification of the Efficacy of Diffusion Maps and TrFLDA . 67 7.1.1 Geometric Shapes using Diffusion Maps and TrFLDA . 68 7.1.2 Electro-optical synthetic civilian vehicle data domes (EO-SCVDD) 77 vi 7.2 Performance of MTSL and TrDM . 85 7.2.1 (Electro-optical synthetic civilian vehicle data domes (EO-SCVDD) 85 7.2.2 MNIST Handwritten Digits . 89 7.2.3 Gene Expressions . 101 7.3 Performance predictors . 106 7.4 Analysis . 111 7.4.1 Observations . 111 7.4.2 Experimental Robustness . 112 7.4.3 Computational Requirements for New Algorithm . 115 8 Closing Remarks 116 8.1 Summary of Contributions and Expected Impact . 117 8.1.1 Manifold Transfer Subspace Learning (MTSL) . 117 8.1.2 Transfer Diffusion Maps (TrDM) . 119 8.2 Future Research . 121 Bibliography 123 vii List of Figures 1.1 Types of Transfer Learning (a) cross-dataset learning, (b) partial cross- domain learning, and (c) cross-domain learning. .5 6.1 (a) The distribution of lighting positions in blue triangles and camera po- sitions in red circles; lighting condition 16 is highlighted as it is the nadir position at (0; 0; 41) (b) Sample vehicle images. 55 6.2 The five shapes in the geometric shapes dataset (a) Cube with dimensions (1; 1; 1), (b) Box (1; 1:5; 1), (c) Longer box (1; 2; 1), (d) Tall box (1; 1; 1:5), and (e) Sphere (1; 1; 1)............................. 56 6.3 The mesh in Blender. 57 6.4 The Cube under the three different lighting conditions . 58 6.5 Graphical view of average root mean square error (RMSE) for the geomet- ric shapes. 59 7.1 Diffusion maps for all five shapes. (a) Displays the Box and Tall box, (b) Box, Long Box, and Sphere and (c) Cube, Box, and Tall Box. 69 7.2 Diffusion maps for cube under all three lighting conditions. 70 7.3 The first three dimensions of the diffusion map for the cube under the first lighting condition. 71 viii 7.4 The first three dimensions of the diffusion map for the cube under the sec- ond lighting condition. 71 7.5 The first three dimensions of the diffusion map for the cube under the third lighting condition. 72 7.6 The different elevations shown in the diffusion map for the cube under the first lighting condition. 72 7.7 The different elevations shown in the diffusion map for the cube under the second lighting condition. 73 7.8 The different elevations shown in the diffusion map for the cube under the third lighting condition. 73 7.9 Graphical view of Hausdorff distance for the geometric shapes. 74 7.10 Graphical view of modified hausdorff distance for the geometric shapes. 75 7.11 (a) The k-nearest-neighbors (kNN) accuracy for the validation experiment. (b) The objective function TrFLDA results for the validation experiment. 75 7.12 (a) The TrFLDA results for λ = 256 for the validation experiment. (b) The TrFLDA results for λ = 256 for the validation experiment when shapes are inverted. 76 7.13 Nearest neighbors accuracy for the first experiment where the source data is the cube and the tall box while the target data is the sphere and the tall box. 76 7.14 (a) The TrFLDA results for λ = 2 for the cross-domain experiment. (b) The TrFLDA results for λ = 512 for the cross-domain experiment. 78 7.15 (a) The KNN accuracy for the cross-domain experiment. (b) The objective function TrFLDA results for the cross-domain experiment. 78 7.16 Example images from the Toyota Avalon swath used in the study, image (a) one, (b) 178, (c) 356, and (d) 533-the last image in the swath. 79 ix 7.17 The diffusion maps for the Toyota Avalon and Nissan Sentra in three dif- ferent lighting conditions.
Recommended publications
  • DIFFUSION MAPS 43 5.1 Clustering
    Di®usion Maps: Analysis and Applications Bubacarr Bah Wolfson College University of Oxford A dissertation submitted for the degree of MSc in Mathematical Modelling and Scienti¯c Computing September 2008 This thesis is dedicated to my family, my friends and my country for the unflinching moral support and encouragement. Acknowledgements I wish to express my deepest gratitude to my supervisor Dr Radek Erban for his constant support and valuable supervision. I consider myself very lucky to be supervised by a person of such a wonderful personality and enthusiasm. Special thanks to Prof I. Kevrekidis for showing interest in my work and for motivating me to do Section 4.3 and also for sending me some material on PCA. I am grateful to the Commonwealth Scholarship Council for funding this MSc and the Scholarship Advisory Board (Gambia) for nominating me for the Commonwealth Scholarship award. Special thanks to the President Alh. Yahya A.J.J. Jammeh, the SOS and the Permanent Secretary of the DOSPSE for being very instrumental in my nomination for this award. My gratitude also goes to my employer and former university, University of The Gambia, for giving me study leave. I appreciate the understanding and support given to me by my wife during these trying days of my studies and research. Contents 1 INTRODUCTION 2 1.1 The dimensionality reduction problem . 2 1.1.1 Algorithm . 4 1.2 Illustrative Examples . 5 1.2.1 A linear example . 5 1.2.2 A nonlinear example . 8 1.3 Discussion . 9 2 THE CHOICE OF WEIGHTS 13 2.1 Optimal Embedding .
    [Show full text]
  • Visualization and Analysis of Single-Cell Data Using Diffusion Maps
    Visualization and Analysis of Single-Cell Data using Diffusion Maps Lisa Mariah Beer Born 23rd December 1994 in Suhl, Germany 24th September 2018 Master’s Thesis Mathematics Advisor: Prof. Dr. Jochen Garcke Second Advisor: Prof. Dr. Martin Rumpf Institute for Numerical Simulation Mathematisch-Naturwissenschaftliche Fakultat¨ der Rheinischen Friedrich-Wilhelms-Universitat¨ Bonn Contents Symbols and Abbreviations 1 1 Introduction 3 2 Single-Cell Data 5 3 Data Visualization 9 3.1 Dimensionality Reduction . .9 3.2 Diffusion Maps . 10 3.2.1 Bandwidth Selection . 14 3.2.2 Gaussian Kernel Selection . 16 3.3 Experiments . 17 4 Group Detection 25 4.1 Spectral Clustering . 25 4.2 Diffusion Pseudotime Analysis . 27 4.2.1 Direct Extension . 30 4.3 Experiments . 31 5 Consideration of Censored Data 43 5.1 Gaussian Kernel Estimation . 43 5.2 Euclidean Distance Estimation . 45 5.3 Experiments . 46 6 Conclusion and Outlook 51 A Appendix 53 References 63 i ii Symbols and Abbreviations Symbols N Set of natural numbers R Set of real numbers m d m is much smaller than d k · k2 Euclidean norm G = (V, E) A graph consisting of a set of vertices V and (weighted) edges E 1 A vector with ones diag(v) A diagonal matrix with v being the diagonal ρ(A) The spectral radius of a matrix A O(g) Big O notation χI The indicator function of a set I erfc The Gaussian complementary error function E[X] The expectation of a random variable X V ar[X] The variance of a random variable X |X| The cardinality of a set X X A given data set M The manifold, the data is lying on n The number
    [Show full text]
  • 10 Diffusion Maps
    10 Diffusion Maps - a Probabilistic Interpretation for Spectral Embedding and Clustering Algorithms Boaz Nadler1, Stephane Lafon2,3, Ronald Coifman3,and Ioannis G. Kevrekidis4 1 Department of Computer Science and Applied Mathematics, Weizmann Institute of Science, Rehovot, 76100, Israel, [email protected] 2 Google, Inc. 3 Department of Mathematics, Yale University, New Haven, CT, 06520-8283, USA, [email protected] 4 Department of Chemical Engineering and Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ 08544, USA, [email protected] Summary. Spectral embedding and spectral clustering are common methods for non-linear dimensionality reduction and clustering of complex high dimensional datasets. In this paper we provide a diffusion based probabilistic analysis of al- gorithms that use the normalized graph Laplacian. Given the pairwise adjacency matrix of all points in a dataset, we define a random walk on the graph of points and a diffusion distance between any two points. We show that the diffusion distance is equal to the Euclidean distance in the embedded space with all eigenvectors of the normalized graph Laplacian. This identity shows that characteristic relaxation times and processes of the random walk on the graph are the key concept that gov- erns the properties of these spectral clustering and spectral embedding algorithms. Specifically, for spectral clustering to succeed, a necessary condition is that the mean exit times from each cluster need to be significantly larger than the largest (slowest) of all relaxation times inside all of the individual clusters. For complex, multiscale data, this condition may not hold and multiscale methods need to be developed to handle such situations.
    [Show full text]
  • Diffusion Maps and Transfer Subspace Learning
    DIFFUSION MAPS AND TRANSFER SUBSPACE LEARNING A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy by OLGA L. MENDOZA-SCHROCK B.S., University of Puget Sound, 1998 M.S., University of Kentucky, 2004 M.S., Wright State University, 2013 2017 Wright State University WRIGHT STATE UNIVERSITY GRADUATE SCHOOL July 25, 2017 I HEREBY RECOMMEND THAT THE DISSERTATION PREPARED UNDER MY SUPERVISION BY Olga L. Mendoza-Schrock ENTITLED Diffusion Maps and Transfer Subspace Learning BE ACCEPTED IN PARTIAL FULFILL- MENT OF THE REQUIREMENTS FOR THE DEGREE OF Doctor of Philosophy Mateen M. Rizki, Ph.D. Dissertation Director Michael L. Raymer, Ph.D. Director, Ph.D. in Computer Science and Engineering Program Robert E. W. Fyffe, Ph.D. Vice President for Research and Dean of the Graduate School Committee on Final Examination John C. Gallagher, Ph.D. Frederick D. Garber, Ph.D. Michael L. Raymer, Ph.D. Vincent J. Velten, Ph.D. ABSTRACT Mendoza-Schrock, Olga L., Ph.D., Computer Science and Engineering Ph.D. Program, De- partment of Computer Science and Engineering, Wright State University, 2017. Diffusion Maps and Transfer Subspace Learning. Transfer Subspace Learning has recently gained popularity for its ability to perform cross-dataset and cross-domain object recognition. The ability to leverage existing data without the need for additional data collections is attractive for Aided Target Recognition applications. For Aided Target Recognition (or object assessment) applications, Trans- fer Subspace Learning is particularly useful, as it enables the incorporation of sparse and dynamically collected data into existing systems that utilize large databases.
    [Show full text]
  • Arxiv:1506.07840V1 [Stat.ML] 25 Jun 2015 Are Nonlinear, Which Is Essential As Real-World Data Typically Does Not Lie on a Hyperplane
    Diffusion Nets Gal Mishne, Uri Shaham, Alexander Cloninger and Israel Cohen∗ June 26, 2015 Abstract Non-linear manifold learning enables high-dimensional data analysis, but requires out- of-sample-extension methods to process new data points. In this paper, we propose a manifold learning algorithm based on deep learning to create an encoder, which maps a high-dimensional dataset and its low-dimensional embedding, and a decoder, which takes the embedded data back to the high-dimensional space. Stacking the encoder and decoder together constructs an autoencoder, which we term a diffusion net, that performs out-of- sample-extension as well as outlier detection. We introduce new neural net constraints for the encoder, which preserves the local geometry of the points, and we prove rates of con- vergence for the encoder. Also, our approach is efficient in both computational complexity and memory requirements, as opposed to previous methods that require storage of all train- ing points in both the high-dimensional and the low-dimensional spaces to calculate the out-of-sample-extension and the pre-image. 1 Introduction Real world data is often high dimensional, yet concentrates near a lower dimensional mani- fold, embedded in the high dimensional ambient space. In many applications, finding a low- dimensional representation of the data is necessary to efficiently handle it and the representation usually reveals meaningful structures within the data. In recent years, different manifold learn- ing methods have been developed for high dimensional data analysis, which are based on the geometry of the data, i.e. preserving distances within local neighborhoods of the data.
    [Show full text]
  • Variational Diffusion Autoencoders with Random
    Under review as a conference paper at ICLR 2020 VARIATIONAL DIFFUSION AUTOENCODERS WITH RANDOM WALK SAMPLING Anonymous authors Paper under double-blind review ABSTRACT Variational inference (VI) methods and especially variational autoencoders (VAEs) specify scalable generative models that enjoy an intuitive connection to manifold learning — with many default priors the posterior/likelihood pair q(zjx)/p(xjz) can be viewed as an approximate homeomorphism (and its inverse) between the data manifold and a latent Euclidean space. However, these approx- imations are well-documented to become degenerate in training. Unless the sub- jective prior is carefully chosen, the topologies of the prior and data distributions often will not match. Conversely, diffusion maps (DM) automatically infer the data topology and enjoy a rigorous connection to manifold learning, but do not scale easily or provide the inverse homeomorphism. In this paper, we propose a) a principled measure for recognizing the mismatch between data and latent dis- tributions and b) a method that combines the advantages of variational inference and diffusion maps to learn a homeomorphic generative model. The measure, the locally bi-Lipschitz property, is a sufficient condition for a homeomorphism and easy to compute and interpret. The method, the variational diffusion autoen- coder (VDAE), is a novel generative algorithm that first infers the topology of the data distribution, then models a diffusion random walk over the data. To achieve efficient computation in VDAEs, we use stochastic versions of both variational inference and manifold learning optimization. We prove approximation theoretic results for the dimension dependence of VDAEs, and that locally isotropic sam- pling in the latent space results in a random walk over the reconstructed manifold.
    [Show full text]
  • Diffusion Maps Meet Nystr\" Om
    DIFFUSION MAPS MEET NYSTROM¨ N. Benjamin Erichson? Lionel Matheliny Steven Brunton? Nathan Kutz? ? Applied Mathematics, University of Washington, Seattle, USA y LIMSI-CNRS (UPR 3251), Campus Universitaire d’Orsay, 91405 Orsay cedex, France ABSTRACT of randomization as a computational strategy and propose a Nystrom-accelerated¨ diffusion map algorithm. Diffusion maps are an emerging data-driven technique for non-linear dimensionality reduction, which are especially useful for the analysis of coherent structures and nonlinear 2. DIFFUSION MAPS IN A NUTSHELL embeddings of dynamical systems. However, the compu- Diffusion maps explore the relationship between heat diffu- tational complexity of the diffusion maps algorithm scales sion and random walks on undirected graphs. A graph can with the number of observations. Thus, long time-series data be constructed from the data using a kernel function κ(x; y): presents a significant challenge for fast and efficient em- X × X ! , which measures the similarity for all points in bedding. We propose integrating the Nystrom¨ method with R the input space x; y 2 X . A similarity measure is, in some diffusion maps in order to ease the computational demand. sense, the inverse of a distance function, i.e., similar objects We achieve a speedup of roughly two to four times when take large values. Therefore, different kernel functions cap- approximating the dominant diffusion map components. ture distinct features of the data. Index Terms— Dimension Reduction, Nystrom¨ method Given such a graph, the connectivity between two data points can be quantified in terms of the probability p(x; y) of 1. MOTIVATION jumping from x to y.
    [Show full text]
  • Comparison of Systems Using Diffusion Maps
    Proceedings of the 44th IEEE Conference on Decision and Control, and ThC07.2 the European Control Conference 2005 Seville, Spain, December 12-15, 2005 Comparison of Systems using Diffusion Maps Umesh Vaidya, Gregory Hagen, Stephane´ Lafon, Andrzej Banaszuk, Igor Mezic,´ Ronald R. Coifman Abstract— In this paper we propose an efficient method of data. The idea in [13] is to use the eigenvectors of Frobenius- comparing data sets obtained from either an experiment or Perron operator to analyze the spectral characteristics of the simulation of dynamical system model for the purpose of model data. These approach captures both the geometry and the validation. The proposed approach is based on comparing the intrinsic geometry and the associated dynamics linked with dynamics linked with the data set. In [14] [13] the method the data sets, and requires no a priori knowledge of the was applied to the comparison of a noise-driven combustion qualitative behavior or the dimension of the phase space. The process with experimental data [8]. The time-series data approach to data analysis is based on constructing a diffusion from both the model and experiment was obtained from a map defined on the graph of the data set as established in single pressure measurement. The system observable was a the work of Coifman, Lafon, et al.[5], [10]. Low dimensional embedding is done via a singular value decomposition of the collection of indicator functions covering the phase space. approximate diffusion map. We propose some simple metrics The essential ingredients of the metric employed in [14] constructed from the eigenvectors of the diffusion map that were a component that captured the spatial, or geometric, describe the geometric and spectral properties of the data.
    [Show full text]
  • Diffusion Maps
    Appl. Comput. Harmon. Anal. 21 (2006) 5–30 www.elsevier.com/locate/acha Diffusion maps 1 Ronald R. Coifman ∗, Stéphane Lafon Mathematics Department, Yale University, New Haven, CT 06520, USA Received 29 October 2004; revised 19 March 2006; accepted 2 April 2006 Available online 19 June 2006 Communicated by the Editors Abstract In this paper, we provide a framework based upon diffusion processes for finding meaningful geometric descriptions of data sets. We show that eigenfunctions of Markov matrices can be used to construct coordinates called diffusion maps that generate efficient representations of complex geometric structures. The associated family of diffusion distances,obtainedbyiteratingtheMarkov matrix, defines multiscale geometries that prove to be useful in the context of data parametrization and dimensionality reduction. The proposed framework relates the spectral properties of Markov processes to their geometric counterparts and it unifies ideas arising in a variety of contexts such as machine learning, spectral graph theory and eigenmap methods. 2006 Published by Elsevier Inc. Keywords: Diffusion processes; Diffusion metric; Manifold learning; Dimensionality reduction; Eigenmaps; Graph Laplacian 1. Introduction Dimensionality reduction occupies a central position in many fields such as information theory, where it is related to compression and coding, statistics, with latent variables, as well as machine learning and sampling theory. In essence, the goal is to change the representation of data sets, originally in a form involving a large number of variables, into a low-dimensional description using only a small number of free parameters. The new representation should describe the data in a faithful manner, by, say, preserving some quantities of interest such as local mutual distances.
    [Show full text]
  • An Introduction to Diffusion Maps
    An Introduction to Diffusion Maps J. de la Portey, B. M. Herbsty, W. Hereman?, S. J. van der Walty y Applied Mathematics Division, Department of Mathematical Sciences, University of Stellenbosch, South Africa ? Colorado School of Mines, United States of America [email protected], [email protected], [email protected], [email protected] Abstract This paper describes a mathematical technique [1] for ances in the observations, and therefore clusters the data dealing with dimensionality reduction. Given data in a in 10 groups, one for each digit. Inside each of the 10 high-dimensional space, we show how to find parameters groups, digits are furthermore arranged according to the that describe the lower-dimensional structures of which it angle of rotation. This organisation leads to a simple two- is comprised. Unlike other popular methods such as Prin- dimensional parametrisation, which significantly reduces ciple Component Analysis and Multi-dimensional Scal- the dimensionality of the data-set, whilst preserving all ing, diffusion maps are non-linear and focus on discov- important attributes. ering the underlying manifold (lower-dimensional con- strained “surface” upon which the data is embedded). By integrating local similarities at different scales, a global description of the data-set is obtained. In comparisons, it is shown that the technique is robust to noise perturbation and is computationally inexpensive. Illustrative examples and an open implementation are given. Figure 1: Two images of the same digit at different rota- 1. Introduction: Dimensionality Reduction tion angles. The curse of dimensionality, a term which vividly re- minds us of the problems associated with the process- On the other hand, a computer sees each image as a ing of high-dimensional data, is ever-present in today’s data point in Rnm, an nm-dimensional coordinate space.
    [Show full text]
  • Diffusion Maps, Reduction Coordinates and Low Dimensional Representation of Stochastic Systems
    DIFFUSION MAPS, REDUCTION COORDINATES AND LOW DIMENSIONAL REPRESENTATION OF STOCHASTIC SYSTEMS R.R. COIFMAN¤, I.G. KEVREKIDISy , S. LAFON¤z , M. MAGGIONI¤x , AND B. NADLER{ Abstract. The concise representation of complex high dimensional stochastic systems via a few reduced coordinates is an important problem in computational physics, chemistry and biology. In this paper we use the ¯rst few eigenfunctions of the backward Fokker-Planck di®usion operator as a coarse grained low dimensional representation for the long term evolution of a stochastic system, and show that they are optimal under a certain mean squared error criterion. We denote the mapping from physical space to these eigenfunctions as the di®usion map. While in high dimensional systems these eigenfunctions are di±cult to compute numerically by conventional methods such as ¯nite di®erences or ¯nite elements, we describe a simple computational data-driven method to approximate them from a large set of simulated data. Our method is based on de¯ning an appropriately weighted graph on the set of simulated data, and computing the ¯rst few eigenvectors and eigenvalues of the corresponding random walk matrix on this graph. Thus, our algorithm incorporates the local geometry and density at each point into a global picture that merges in a natural way data from di®erent simulation runs. Furthermore, we describe lifting and restriction operators between the di®usion map space and the original space. These operators facilitate the description of the coarse-grained dynamics, possibly in the form of a low-dimensional e®ective free energy surface parameterized by the di®usion map reduction coordinates.
    [Show full text]
  • Multivariate Time-Series Analysis and Diffusion Maps
    1 Multivariate Time-Series Analysis and Diffusion Maps 1Wenzhao Lian, 2Ronen Talmon, 3Hitten Zaveri, 1Lawrence Carin and 2Ronald Coifman 1Department of Electrical & Computer Engineering, Duke University 2Department of Mathematics, Yale University 3School of Medicine, Yale University Abstract—Dimensionality reduction in multivariate time series The basic assumption in dimensionality reduction is that has broad applications, ranging from financial-data analysis to the observed data samples do not fill the ambient space biomedical research. However, high levels of ambient noise and uniformly, but rather lie on a low-dimensional manifold. Such random interference result in nonstationary signals, which may lead to inefficient performance of conventional methods. In this an assumption does not hold for many types of signals, for paper, we propose a nonlinear dimensionality-reduction frame- example, data with high levels of noise [4], [12], [13], [14]. work, using diffusion maps on a learned statistical manifold. This In [13] and [14], the authors consider a different, relaxed yields a low-dimensional representation of the high-dimensional dimensionality reduction problem on the domain of the un- time series. We show that diffusion maps, with affinity kernels derlying probability distributions. The main idea is that the based on the Kullback-Leibler divergence between the local statistics of samples, allow for efficient approximation of pairwise varying distributions, rather than the samples themselves, are geodesic distances. To construct the statistical manifold, we driven by few underlying controlling processes, yielding a low- estimate time-evolving parametric distributions, by designing a dimensional smooth manifold in the domain of the distribution family of Bayesian generative models. The proposed framework parameters.
    [Show full text]