揭示t-SNE能量景观中大量临界点的成因及其对数据结构的误导性影响
On the Abundance of Critical Points of the t-SNE Energy

- 通过构建特征空间与嵌入空间的对称性配对,发现无限多类临界点
- 这些临界点会破坏数据拓扑,产生虚假聚类,与实际观测一致
- 适用于理解t-SNE在大数据极限下的行为,适合研究可视化算法者
本文研究t-SNE算法的能量景观。尽管该算法广泛应用,但其非凸能量特性使其在多数场景下难以严格分析所捕捉的信息。许多已知数值实例(本文亦复现)表明,能量景观复杂,存在大量不反映原始数据拓扑或聚类结构的局部极小值。本文旨在为这些现象提供初步严格解释。针对一类包含原始t-SNE及近期大样本极限情形的通用能量函数,当特征空间密度满足连续对称性时,构造出无限多个互异的临界点。这些临界点基于原特征空间与目标嵌入空间的离散对称性配对,且在梯度动力学下保持不变。这些配置表现出拓扑破坏、虚假聚类等常见经验现象。文中穿插数值与解析示例以说明方法。
原文摘要 · Abstract (English)
This paper considers the energy landscape of the t-SNE algorithm. While this algorithm has enjoyed broad adoption, the non-convexity of the associated energy has made it difficult to rigorously understand what the algorithm captures in many settings. In particular, a number of well-known numerical examples, several of which are reproduced in this article, suggest a complicated energy landscape with many local minimizers that do not respect the topology or clustering structure of the underlying data. This work seeks to provide first steps towards a rigorous explanation of these phenomena. Specifically, for a general family of energies, which include both the original t-SNE algorithm and recently identified large data limits, and for densities in feature space which obey a continuous symmetry, we construct infinite families of distinct critical points. These critical points are based upon identifying pairs of discrete symmetries, one in the original feature space and the other in the target embedding space, which are preserved under gradient dynamics. These critical configurations exhibit many characteristics, such as topology breaking and spurious clustering, which are often observed empirically. Finally, numerical and analytical examples are given throughout as a means of illustrating the approach.
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