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Introduction

Manifold Learning

Random Projections

Random Projection-Trees

**Manifold Learning & Random Projections
**

Aman Dhesi Special Interest Group in Machine Learning IIT Kanpur

February 13, 2010

Outline

Introduction

Manifold Learning

Random Projections

Random Projection-Trees

Outline

1

Introduction Motivation The Manifold Model Manifold Learning Open Problems Random Projections Random Projection-Trees

2

3

4

high-dimensional data sets Many widely used machine learning techniques scale exponentially with data dimension Diﬃcult to visualize anything above 3D. causing data to have low intrinsic dimension .Outline Motivation Introduction Manifold Learning Random Projections Random Projection-Trees Why reduce dimensionality? “The curse of dimensionality” Massive. diﬃcult to ﬁnd meaningful representation Features may be correlated. redundant.

the up-down and left-right pose. Each image can be described by only two variables.64X 64 pixel images. each image is a point in 4096-dimensional space. .Outline Motivation Introduction Manifold Learning Random Projections Random Projection-Trees Why reduce dimensionality? An example of superﬁcially high-dimensional data .

some features are always 0) Human body motion capture . each marker measures position in 3 dimensions. 300 dimensional feature space.100 markers attached to body. (Data is sparse. (Motion constrained by joints and angles in the human body) .Outline Motivation Introduction Manifold Learning Random Projections Random Projection-Trees Why reduce dimensionality? More examples Handwritten digit images. text document “bag of words” representation.

A line is a 1-dimensional manifold. A d-dimensional aﬃne subspace is a d-dimensional manifold. . An arbitrary curve is a 1-dimensional non-linear manifold. N(x) and a diﬀeomorphism f : N(x) → Rd .Outline Introduction Manifold Learning Random Projections Random Projection-Trees The Manifold Model What is a manifold? Deﬁnition (Manifold) A d-dimensional manifold is a subset M ⊂ RD such that for each x ∈ M. there is an open neighbourhood around x.

. the data comes from a probability distribution. whose support lies on or close to a low-dimensional manifold.Outline Introduction Manifold Learning Random Projections Random Projection-Trees The Manifold Model The manifold assumption Assume that the data lies on a d-dimensional manifold. The learner receives only a few samples from this distribution. isometrically embedded in RD . In other words.

Exploiting this intrinsic low-dimensionality in data to speed up tasks like clustering and classiﬁcation which suﬀer from a curse of dimensionality. . Generally interested in two things: Learning an explicit low dimensional representation of the data for visualization or as a preprocessing step for other algorithms.Outline Introduction Manifold Learning Random Projections Random Projection-Trees What is Manifold Learning? Manifold Learning is the study of algorithms that infer properties of data sampled from a manifold.

Outline Introduction Manifold Learning Random Projections Random Projection-Trees Principal Components Analysis Approximates the data by a low-dimensional aﬃne subspace. . such that the data projected onto the subspace has maximum variance. Algorithm: 1 2 3 Compute sample covariance matrix S of centered data Compute eigenvectors of S corresponding to the d largest eigenvalues. only d eigenvalues will be non-zero. If the dataset lies exactly on a d-dimensional subspace. Project data points onto the linear subspace spanned by these eigenvectors.

Outline Introduction Manifold Learning Random Projections Random Projection-Trees Principal Components Analysis Many machine learning tasks are based on inter-point distances or dissimilarities . quantization etc.clustering. Thus it is desirable that the mapping preserves inter-point distances. Easy to construct instances where PCA is unable to preserve distances - .

t. . Given points x1 . x2 .Outline Introduction Manifold Learning Random Projections Random Projection-Trees Isomap : A non-linear approach Instead of preserving interpoint Euclidean distances. Use metric multidimensional scaling to ﬁnd a set of points in Euclidean space that closely approximate the interpoint geodesic distances. xj ) Estimate geodesic distances between sampled points by a “Nearest-Neighbours Graph”. ﬁnd points y1 ...yn in Rd s. ||yi − yj || = ρM (xi . preserve Geodesic distances..xn from a d-dimensional manifold. y2 ..

Outline Introduction Manifold Learning Random Projections Random Projection-Trees Isomap : A non-linear approach Algorithm: 1 Construct graph G with each sample point connected to its k nearest neighbours with edge weight = euclidean distance. 2 3 4 . Calculate shortest path distance between each pair of points. Embed D using MDS. Construct geodesic distance matrix D with dij equal to the shortest path distance between nodes i and j in G .

the number of nearest neighbours ? How to eﬃciently extend to out-of-sample points? Need a notion of intrinsic dimensionality that generalizes manifold dimension. when is it possible to ﬁnd an embedding f : RD → Rd s. y ∈ M ? . When do manifold learning algorithms ﬁnd good embeddings close to the intrinsic dimension? In other words. ||f (x) − f (y )|| closely approximates the ambient or geodesic distances ρ(x.t.Outline Open Problems Introduction Manifold Learning Random Projections Random Projection-Trees Questions How to choose k . y ) for all x.

.Outline Open Problems Introduction Manifold Learning Random Projections Random Projection-Trees Characterizing the manifold model Question: Under what data model should the algorithms be analyzed? Possible Answer: The bounded curvature condition Suppose M is a d-dimensional submanifold of RD Medial axis: set of points in RD with more than one nearest neighbour in M ber: Find the largest τ > 0 s. condition number = 1/τ . every point on the manifold has distance ≥ τ to the medial axis. The condition number is useful because it upper-bounds the maximum curvature of the manifold. among other things.t. Then.

t. Doubling dimension: a set S ⊂ RD has doubling dimension d if for every ball B. is empirically veriﬁable and facilitates analysis of algorithms? 1 Covering dimension: a set S ⊂ RD has covering dimension d if there is a constant c s. S has an -cover of size c(1/ )d . 2 . S ∩ B can be covered by 2d balls of half the radius. for any .Outline Open Problems Introduction Manifold Learning Random Projections Random Projection-Trees Intrinsic dimension Question: Can we ﬁnd a broad notion of intrinsic dimensionality that generalizes manifold dimension.

t. . . for all x.. Given a set of points in RD ... for an arbitrary ﬁnite point set. project them onto a random subspace of dimension d Theorem (Johnson-Lindenstrauss Flattening Lemma) For any 0 < < 1 and set of n points U in RD . d = Ω( log n ).t. Then there is a linear map Φ : RD → Rd 2 s. let d be a positive integer s.. y ∈ U: (1 − ) ≤ ||Φx − Φy ||2 ≤ (1 + ) ||x − y ||2 A projection onto a random subspace satisﬁes this with high probability.Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random Projections.

. . for a restricted ﬁnite point set The JL-Lemma applies to arbitrary point sets.. as number of sampled points n increases... What if the set has low intrinsic dimension .Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random Projections. embedding dimension increases as log n.for example. or to a low dimensional manifold ? According to the JL-Lemma. can we do better? Yes ! The JL Lemma can be used to show that random projections preserve entire subspaces. if the set is conﬁed to a low dimensional aﬃne subspace. This seems counter-intuitive. . This can be extended to show that they preserve manifolds.

. for every x ∈ V . then with probability > 1 − δ... preserve subspaces Theorem (Subspace Preservation Lemma) Given an n-dimensional aﬃne subspace of Vof RD . and 0 . δ < 1.t. the following holds : (1 − ) d/D ≤ ||Φx||2 ≤ (1 + ) d/D ||x||2 .Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random Projections.. If Φ is a 2 2 δ random projection to d dimensions. . let d be a positive integer s. d = Ω( n log 1 + 1 log 1 ).

inter-point distances in small neighbourhoods are also preserved.Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random Projections of Manifolds Basic outline : At any point x ∈ M. distances between points on the manifold can be approximated by distances between their projections on the tangent space. the tangent space Tx is an aﬃne subspace. By taking an -net of suitable resolution on the manifold. Since the tangent space is preserved under a random projection. Proof relies on bounded curvature (ﬁnite condition number) . faraway points are also preserved. In a small enough neighbourhood around x.

for every x. Pick any 0 < . suppose that for all > 0.Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random Projections of Manifolds Theorem (Manifold Preservation) Given an n-dimensional manifold M in RD with condition number 1/τ . y ∈ M.t. then with probability > 1 − δ. M has an -cover of size ≤ N0 ( 1 )n . d = Ω( n log D + 1 log N0 ). δ < 1 and let d be a positive integer s. If Φ is a random projection to d 2 2 τ δ dimensions. the following holds : (1 − ) d/D ≤ ||Φx||2 ≤ (1 + ) d/D ||x||2 .

Used widely in machine learning & statistics.kd trees Recursively partitions RD into hyperrectangular cells. this requires 2D points.Outline Introduction Manifold Learning Random Projections Random Projection-Trees Spatial data structures . . kd-trees can take D levels to reduce the diameter to half. Eﬀectiveness depends on the rate at which the diameter of individual cells decreases down the tree.

Instead of splitting along the median.Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random-Projection trees What if the data has low intrinsic dimension d << D ? Do kd trees adapt to intrinsic dimensionality ? NO ! Enter Random-Projection trees: Instead of splitting along coordinate directions. split along a random direction in S D−1 . add some random ‘jitter’ Claim: The random-projection tree adapts to doubling dimension .

with probability ≥ 2 .v ≤ median({q. we have: radius(C ) ≤ radius(C )/2 . 1].pick any x ∈ S. 1 Then ∃c1 s. suppose that S ∩ C has doubling dimension d.rule(p):= p.choose δ √ uniformly randomly in [−1. for every descendant C which is more than c1 d log d levels below C . let y ∈ S be the farthest point from it .t.v : q ∈ S} + δ) Theorem (RP-tree adapts to doubling dimension) Suppose an RP-tree is built using data set S ⊂ RD .Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random-Projection trees RP-Tree Split Rule: .6||x − y ||/ D .choose a random unit direction v ∈ RD . Pick any cell C in the RP-tree.

Outline Introduction Manifold Learning Random Projections Random Projection-Trees Random-Projection trees Sketch of proof: Suppose S ∩ C lies in a ball of√ radius ∆.BN of radius ∆/ d Since the doubling dimension of S is d. Cover S ∩ C with balls B1 . each cell will contain points √ from balls that are within distance (∆/2) − (∆/ d) . Thus. B2 . j).. then a single split has a constant probability of seperating them Since there n2 such pairs (i. √ If two balls Bi and Bj are more than (∆/2) − (∆/ d) apart. n = O(d d/2 ) suﬃces.. after Θ(d log d) levels. each pair will have been split. after Θ(d log d) splits.

Outline Introduction Manifold Learning Random Projections Random Projection-Trees References Random projection trees and low dimensional manifolds Dasgupta & Freund (STOC 2008) Random projections of smooth manifolds Baraniuk & Wakin (FoCM 2009) Mathematical Advances in Manifold Learning Nakul Verma (UCSD TR 2008) .

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