Unsupervised Learning:Neighbor Embedding

Unsupervised Learning:Neighbor Embedding

(非线性降维)

Manifold Learning

将高维空间的 Manifold 映射到低维空间“摊平”,这样就可以计算他的直线距离,以便于聚类和监督学习

Unsupervised Learning:Neighbor Embedding

Locally Linear Embedding (LLE)

Unsupervised Learning:Neighbor Embedding

Unsupervised Learning:Neighbor Embedding

也就是说,我们先在高维空间中通过minimize Unsupervised Learning:Neighbor Embedding找到Xi和Xj的关系Wij,然后在低维空间中通过 minimize Unsupervised Learning:Neighbor Embedding

,求出Zi。

注意的是要选择合适的相邻点的数目:

Unsupervised Learning:Neighbor Embedding

Laplacian Eigenmaps

Unsupervised Learning:Neighbor Embedding

Unsupervised Learning:Neighbor Embedding

z的解就是L的(特征值比较小的)特征向量

                                       Unsupervised Learning:Neighbor Embedding

                                      Unsupervised Learning:Neighbor Embedding

T-distributed Stochastic Neighbor Embedding (t-SNE)

Problem of the previous approaches:

      • Similar data are close, but different data may collapse

Unsupervised Learning:Neighbor Embedding

假设还是x降维到z

Unsupervised Learning:Neighbor Embedding

t-SNE会计算所有datapoint的 similarity ,所以所以计算量会很大。一般会用其他方法(如PCA)先降维,再用t-SNE。

对于新加入的x,t-SNE会重新跑一遍,所以t-SNE不适合用在training testing的base上,一般用来做visualization.

 

t-SNE –Similarity Measure

Unsupervised Learning:Neighbor Embedding

Unsupervised Learning:Neighbor Embedding