Title
Type 1 and 2 mixtures of Kullback-Leibler divergences as cost functions in dimensionality reduction based on similarity preservation
Abstract
Stochastic neighbor embedding (SNE) and its variants are methods of dimensionality reduction (DR) that involve normalized softmax similarities derived from pairwise distances. These methods try to reproduce in the low-dimensional embedding space the similarities observed in the high-dimensional data space. Their outstanding experimental results, compared to previous state-of-the-art methods, originate from their capability to foil the curse of dimensionality. Previous work has shown that this immunity stems partly from a property of shift invariance that allows appropriately normalized softmax similarities to mitigate the phenomenon of norm concentration. This paper investigates a complementary aspect, namely, the cost function that quantifies the mismatch between similarities computed in the high- and low-dimensional spaces. Stochastic neighbor embedding and its variant t-SNE rely on a single Kullback-Leibler divergence, whereas a weighted mixture of two dual KL divergences is used in neighborhood retrieval and visualization (NeRV). We propose in this paper a different mixture of KL divergences, which is a scaled version of the generalized Jensen-Shannon divergence. We show experimentally that this divergence produces embeddings that better preserve small K-ary neighborhoods, as compared to both the single KL divergence used in SNE and t-SNE and the mixture used in NeRV. These results allow us to conclude that future improvements in similarity-based DR will likely emerge from better definitions of the cost function.
Year
DOI
Venue
2013
10.1016/j.neucom.2012.12.036
Neurocomputing
Keywords
Field
DocType
kl divergence,weighted mixture,single kl divergence,generalized jensen-shannon divergence,low-dimensional embedding space,stochastic neighbor embedding,different mixture,dual kl divergence,cost function,single kullback-leibler divergence,similarity preservation,dimensionality reduction,manifold learning,divergence
Pairwise comparison,Dimensionality reduction,Embedding,Divergence,Softmax function,Pattern recognition,Curse of dimensionality,Artificial intelligence,Nonlinear dimensionality reduction,Kullback–Leibler divergence,Machine learning,Mathematics
Journal
Volume
ISSN
Citations 
112,
0925-2312
26
PageRank 
References 
Authors
1.13
26
5
Name
Order
Citations
PageRank
John A. Lee130828.72
Emilie Renard2261.47
Guillaume Bernard3405.23
Pierre Dupont438029.30
Michel Verleysen52291221.75