How well behaved is finite dimensional Diffusion Maps?

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Hauptverfasser: Bo, Wenyu, Meilă, Marina
Format: Preprint
Veröffentlicht: 2024
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author Bo, Wenyu
Meilă, Marina
author_facet Bo, Wenyu
Meilă, Marina
contents Under a set of assumptions on a family of submanifolds $\subset {\mathbb R}^D$, we derive a series of geometric properties that remain valid after finite-dimensional and almost isometric Diffusion Maps (DM), including almost uniform density, finite polynomial approximation and reach. Leveraging these properties, we establish rigorous bounds on the embedding errors introduced by the DM algorithm is $O\left((\frac{\log n}{n})^{\frac{1}{8d+16}}\right)$. Furthermore, we quantify the error between the estimated tangent spaces and the true tangent spaces over the submanifolds after the DM embedding, $\sup_{P\in \mathcal{P}}\mathbb{E}_{P^{\otimes \tilde{n}}} \max_{1\leq j \angle (T_{Y_{φ(M),j}}φ(M),\hat{T}_j)\leq \tilde{n}} \leq C \left(\frac{\log n }{n}\right)^\frac{k-1}{(8d+16)k}$, which providing a precise characterization of the geometric accuracy of the embeddings. These results offer a solid theoretical foundation for understanding the performance and reliability of DM in practical applications.
format Preprint
id arxiv_https___arxiv_org_abs_2412_03992
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle How well behaved is finite dimensional Diffusion Maps?
Bo, Wenyu
Meilă, Marina
Machine Learning
Statistics Theory
Under a set of assumptions on a family of submanifolds $\subset {\mathbb R}^D$, we derive a series of geometric properties that remain valid after finite-dimensional and almost isometric Diffusion Maps (DM), including almost uniform density, finite polynomial approximation and reach. Leveraging these properties, we establish rigorous bounds on the embedding errors introduced by the DM algorithm is $O\left((\frac{\log n}{n})^{\frac{1}{8d+16}}\right)$. Furthermore, we quantify the error between the estimated tangent spaces and the true tangent spaces over the submanifolds after the DM embedding, $\sup_{P\in \mathcal{P}}\mathbb{E}_{P^{\otimes \tilde{n}}} \max_{1\leq j \angle (T_{Y_{φ(M),j}}φ(M),\hat{T}_j)\leq \tilde{n}} \leq C \left(\frac{\log n }{n}\right)^\frac{k-1}{(8d+16)k}$, which providing a precise characterization of the geometric accuracy of the embeddings. These results offer a solid theoretical foundation for understanding the performance and reliability of DM in practical applications.
title How well behaved is finite dimensional Diffusion Maps?
topic Machine Learning
Statistics Theory
url https://arxiv.org/abs/2412.03992