Title
Supervised T-Distributed Stochastic Neighbor Embedding For Data Visualization And Classification
Abstract
We propose a novel supervised dimension-reduction method called supervised t-distributed stochastic neighbor embedding (St-SNE) that achieves dimension reduction by preserving the similarities of data points in both feature and outcome spaces. The proposedmethod can be used for both prediction and visualization tasks with the ability to handle high-dimensional data. We show through a variety of data sets that when compared with a comprehensive list of existing methods, St-SNE has superior prediction performance in the ultrahigh-dimensional setting in which the number of features p exceeds the sample size n and has competitive performance in the p <= n setting. We also show that St-SNE is a competitive visualization tool that is capable of capturing within-cluster variations. In addition, we propose a penalized Kullback-Leibler divergence criterion to automatically select the reduced-dimension size k for St-SNE.Summary of Contribution: With the fast development of data collection and data processing technologies, high-dimensional data have now become ubiquitous. Examples of such data include those collected from environmental sensors, personal mobile devices, and wearable electronics. High-dimensionality poses great challenges for data analytics routines, both methodologically and computationally. Many machine learning algorithmsmay fail to work for ultrahigh-dimensional data, where the number of the features p is (much) larger than the sample size n. We propose a novel method for dimension reduction that can (i) aid the understanding of high-dimensional data through visualization and (ii) create a small set of good predictors, which is especially useful for prediction using ultrahigh-dimensional data.
Year
DOI
Venue
2021
10.1287/ijoc.2020.0961
INFORMS JOURNAL ON COMPUTING
Keywords
DocType
Volume
classification, dimension size estimation, supervised dimension reduction, ultra-high dimension, visualization
Journal
33
Issue
ISSN
Citations 
2
1091-9856
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Yichen Cheng100.34
Xinlei Wang200.68
Yusen Xia314112.36