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Agreement Analysis of Quality Measures for Dimensionality Reduction

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Topological Methods in Data Analysis and Visualization IV (TopoInVis 2015)

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Abstract

High-dimensional data sets commonly occur in various application domains. They are often analysed using dimensionality reduction methods, such as principal component analysis or multidimensional scaling. To determine the reliability of a particular embedding of a data set, users need to analyse its quality. For this purpose, the literature knows numerous quality measures. Most of these measures concentrate on a single aspect, such as the preservation of relative distances, while others aim to balance multiple aspects, such as intrusions and extrusions in k-neighbourhoods. Faced with multiple quality measures with different ranges and different value distributions, it is challenging to decide which aspects of a data set are preserved best by an embedding. We propose an algorithm based on persistent homology that permits the comparative analysis of different quality measures on a given embedding, regardless of their ranges. Our method ranks quality measures and provides local feedback about which aspects of a data set are preserved by an embedding in certain areas. We demonstrate the use of our technique by analysing quality measures on different embeddings of synthetic and real-world data sets.

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Correspondence to Bastian Rieck .

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Rieck, B., Leitte, H. (2017). Agreement Analysis of Quality Measures for Dimensionality Reduction. In: Carr, H., Garth, C., Weinkauf, T. (eds) Topological Methods in Data Analysis and Visualization IV. TopoInVis 2015. Mathematics and Visualization. Springer, Cham. https://doi.org/10.1007/978-3-319-44684-4_6

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