1. Computer Vision Lab. SNU Young Ki Baik Nonlinear Dimensionality Reduction Approach (ISOMAP, LLE)

2. References ISOMAP A global geometric framework for nonlinear dimensionality reduction J.B.Tenenbaum, V.De Silva, J.C.Langford (science 2000) LLE Nonlinear Dimensionality Reduction by Locally Linear Embedding Sam T. Roweis and Lawrence K. Saul (science 2000) ISOMAP and LLE LLE and Isomap Analysis of Spectra and Colour Images Dejan Kulpinski (Thesis 1999) Out-of-Sample Extensions for LLE, Isomap, MDS, Eignemaps, and Spectral Clustering Yoshua Bengio et. Al. (TR2003)

3. Contents Introduction PCA and MDS ISOMAP and LLE Conclusion

4. Dimensionality Reduction Problem Complex stimuli can be represented by points in a high-dimensional vector space. They typically have a much more compact description. The goal The meaningful low-dimensional structures hidden in their high-dimensional observations in order to compress the signals in size and discover compact representations of their variable.

5. Dimensionality Reduction Simple example 3-D data

6. Dimensionality Reduction Linear method PCA (Principle Component Analysis) Preserves the variance MDS (Multi Dimensional Scaling) Preserves inter-point distance Non-linear method ISOMAP LLE …

7. Linear Dimensionality Reduction PCA Find a low-dimensional embedding of the data points that best preserves their variance as measured in the high-dimensional input space. Eigenvectors are the principal directions, and eigen- values represent the variance of the data along each principal direction. is the marginal variance along the principle direction

8. Linear Dimensionality Reduction PCA Projecting onto e 1 captures the majority of the variance and hence it minimizes the error. Choosing subspace dimension M: Large M means lower expected error in the subspace data approximation Reduction

9. Linear Dimensionality Reduction MDS Find an embedding that preserves the inter- point distances, equivalent to PCA when the distances are Euclidean. PCA MDS

10. distances Relation Linear Dimensionality Reduction

11. MDS Providing dimension reduction. Relating tools Linear Dimensionality Reduction PCA MDS Method 1 Method 2 Method … Dimension Reduction

12. Nonlinear Dimensionality Reduction Many data sets contain essential nonlinear structures that invisible to PCA and MDS. Resort to some nonlinear dimensionality reduction approaches.

13. ISOMAP Example of non-linear structure(swiss roll) Only the geodesic distances reflect the true low- dimensional geometry of the manifold. ISOMAP (Isometric feature Mapping) Preserves the intrinsic geometry of the data. Uses the geodesic manifold distances between all pairs.

14. ISOMAP (algorithm description) Step 1 Determining neighboring points within a fixed radius based on the input space distance These neighborhood relation are represented as a weighted graph G over the data points. Step 2 Estimating the geodesic distances between all pairs of points on the manifold by computing their shortest path distances in the graph G. Step 3 Constructing an embedding of the data in d-dimensional Euclidean space Y that best preserves the manifold’s geometry.

15. ISOMAP (algorithm description) ε K=4 i j k Step 1 Determining neighboring points within a fixed radius based on the input space distance # ε-radius # K-nearest neighbors These neighborhood relations are represented as a weighted graph G over the data points.

16. ISOMAP (algorithm description) Step 2 Estimating the geodesic distances between all pairs of points on the manifold by computing their shortest path distances in the graph G. Can be done using Floyd’s algorithm or Dijkstra’s algorithm i j k

17. ISOMAP (algorithm description) Step 3 Constructing an embedding of the data in d-dimensional Euclidean space Y that best preserves the manifold’s geometry. Minimize the cost function Solution: take top d eigenvectors of the matrix

18. Manifold Recovery Guarantee of ISOMAP Isomap is guaranteed asymptotically to recover the true dimensionality and geometric structure of nonlinear manifolds. As the sample data points increases, the graph distances provide increasingly better approximations to the intrinsic geodesic distances.

19. Experimental Results (ISOMAP) # Face # Hand writing : face pose and illumination : bottom loop and top arch MDS : open triangles Isomap : filled circles

20. LLE LLE (Locally Linear Embedding) Neighborhood preserving embeddings. Mapping to global coordinate system of low dimensionality. Recovering global nonlinear structure from locally linear fits. Each data point and it’s neighbors is expected to lie on or close to a locally linear patch. Each data point is constructed by it’s neighbors: Where W ij summarize the contribution of j-th data point to the i-th data reconstruction and is what we will estimated by optimizing the error. Reconstructed from only its neighbors.

21. LLE (algorithm description) We want to minimize the error function With the constraints : Solution (using lagrange multipliers):

22. LLE (algorithm description) Choose d-dimensional coordinates, Y, to minimize: Under : Solution : compute bottom d+1 eigenvectors of M. (discard the last one) Quadratic form: where:

23. LLE (algorithm summary) Step 1 Compute the neighbors of each data point, X i Step 2 Compute the weight W ij that best reconstruct each data point X i from its neighbors, minimizing the cost in eq(1) by constrainted linear fits. Step 3 Compute the vectors Y i best reconstructed by the weights W ij, minimizing the quadratic form in eq(2) by its bottom nonzero eigenvectors. 1 2

24. Experimental Results (LLE) Lips # PCA # LLE

25. Conclusion ISOMAP Use the geodesic manifold distances between all pairs. LLE Recovers global nonlinear structure from locally linear fits. ISOMAP vs LLE Preserving the neighborhoods and their geometric relation. LLE requires massive input data sets and it must have same weight dimension. Merit of Isomap is fast processing time with dijkstra’s algorithm. Isomap is more practical than LLE.