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Statistics > Methodology

Title: Supervising Embedding Algorithms Using the Stress

Abstract: While classical scaling, just like principal component analysis, is parameter-free, most other methods for embedding multivariate data require the selection of one or several parameters. This tuning can be difficult due to the unsupervised nature of the situation. We propose a simple, almost obvious, approach to supervise the choice of tuning parameter(s): minimize a notion of stress. We substantiate this choice by reference to rigidity theory. We extend a result by Aspnes et al. (IEEE Mobile Computing, 2006), showing that general random geometric graphs are trilateration graphs with high probability. And we provide a stability result \`a la Anderson et al. (SIAM Discrete Mathematics, 2010). We illustrate this approach in the context of the MDS-MAP(P) algorithm of Shang and Ruml (IEEE INFOCOM, 2004). As a prototypical patch-stitching method, it requires the choice of patch size, and we use the stress to make that choice data-driven. In this context, we perform a number of experiments to illustrate the validity of using the stress as the basis for tuning parameter selection. In so doing, we uncover a bias-variance tradeoff, which is a phenomenon which may have been overlooked in the multidimensional scaling literature. By turning MDS-MAP(P) into a method for manifold learning, we obtain a local version of Isomap for which the minimization of the stress may also be used for parameter tuning.
Subjects: Methodology (stat.ME); Metric Geometry (math.MG); Statistics Theory (math.ST); Machine Learning (stat.ML)
Cite as: arXiv:2207.07218 [stat.ME]
  (or arXiv:2207.07218v1 [stat.ME] for this version)

Submission history

From: Ery Arias-Castro [view email]
[v1] Thu, 14 Jul 2022 22:04:00 GMT (4308kb,D)
[v2] Wed, 18 Oct 2023 03:48:23 GMT (6397kb,D)

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