Approximately-isometric diffusion maps

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Publication:723009

DOI10.1016/J.ACHA.2016.10.003zbMATH Open1391.68096arXiv1511.06208OpenAlexW4206927375WikidataQ110233659 ScholiaQ110233659MaRDI QIDQ723009FDOQ723009

Moshe Salhov, Amir Averbuch, Guy Wolf, Amit Bermanis

Publication date: 30 July 2018

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric structures in the data. Recently, it was suggested to replace the standard kernel by a measure-based kernel that incorporates information about the density of the data. Thus, the manifold assumption is replaced by a more general measure-based assumption. The measure-based diffusion kernel incorporates two separate independent representations. The first determines a measure that correlates with a density that represents normal behaviors and patterns in the data. The second consists of the analyzed multidimensional data points. In this paper, we present a representation framework for data analysis of datasets that is based on a closed-form decomposition of the measure-based kernel. The proposed representation preserves pairwise diffusion distances that does not depend on the data size while being invariant to scale. For a stationary data, no out-of-sample extension is needed for embedding newly arrived data points in the representation space. Several aspects of the presented methodology are demonstrated on analytically generated data.


Full work available at URL: https://arxiv.org/abs/1511.06208




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