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Local multidimensional scaling for nonlinear dimension reduction, graph drawing, and proximity analysis. (English) Zbl 1388.62182

Summary: In the past decade there has been a resurgence of interest in nonlinear dimension reduction. Among new proposals are “Local Linear Embedding”, “Isomap”, and Kernel Principal Components Analysis which all construct global low-dimensional embeddings from local affine or metric information. We introduce a competing method called “Local Multidimensional Scaling” (LMDS). Like LLE, Isomap, and KPCA, LMDS constructs its global embedding from local information, but it uses instead a combination of MDS and “force-directed” graph drawing. We apply the force paradigm to create localized versions of MDS stress functions with a tuning parameter to adjust the strength of nonlocal repulsive forces. We solve the problem of tuning parameter selection with a meta-criterion that measures how well the sets of \(K\)-nearest neighbors agree between the data and the embedding. Tuned LMDS seems to be able to outperform MDS, PCA, LLE, Isomap, and KPCA, as illustrated with two well-known image datasets. The meta-criterion can also be used in a pointwise version as a diagnostic tool for measuring the local adequacy of embeddings and thereby detect local problems in dimension reductions.

MSC:

62H30 Classification and discrimination; cluster analysis (statistical aspects)