A More Globally Accurate Dimensionality Reduction Method Using Triplets
Authors: Ehsan Amid, Manfred K. Warmuth
Keywords: Dimensionality Reduction, Visualization, Triplets, t-SNE, LargeVis
TL;DR: A new dimensionality reduction method using triplets which is significantly faster than t-SNE and provides more accurate results globally
Abstract: We first show that the commonly used dimensionality reduction (DR) methods such as t-SNE and LargeVis
poorly capture the global structure of the data in the low dimensional embedding. We show this via a number of tests for the DR methods that can be easily applied by any practitioner to the dataset at hand. Surprisingly enough, t-SNE performs the best w.r.t. the commonly used measures that reward the local neighborhood accuracy such as precision-recall while having the worst performance in our tests for global structure. We then contrast the performance of these two DR method
against our new method called TriMap. The main idea behind TriMap is to capture higher orders of structure with triplet information (instead of pairwise information used by t-SNE and LargeVis), and to minimize a robust loss function for satisfying the chosen triplets. We provide compelling experimental evidence on large natural datasets for the clear advantage of the TriMap DR results. As LargeVis, TriMap is fast and and provides comparable runtime on large datasets.