Out-of-Sample Embedding with Proximity Data: Projection versus Restricted Reconstruction

Fuente: arXiv
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Hauptverfasser: Trosset, Michael W., Tan, Kaiyi, Tang, Minh, Priebe, Carey E.
Format: Preprint
Veröffentlicht: 2025
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author Trosset, Michael W.
Tan, Kaiyi
Tang, Minh
Priebe, Carey E.
author_facet Trosset, Michael W.
Tan, Kaiyi
Tang, Minh
Priebe, Carey E.
contents The problem of using proximity (similarity or dissimilarity) data for the purpose of "adding a point to a vector diagram" was first studied by J.C. Gower in 1968. Since then, a number of methods -- mostly kernel methods -- have been proposed for solving what has come to be called the problem of *out-of-sample embedding*. We survey the various kernel methods that we have encountered and show that each can be derived from one or the other of two competing strategies: *projection* or *restricted reconstruction*. Projection can be analogized to a well-known formula for adding a point to a principal component analysis. Restricted reconstruction poses a different challenge: how to best approximate redoing the entire multivariate analysis while holding fixed the vector diagram that was previously obtained. This strategy results in a nonlinear optimization problem that can be simplified to a unidimensional search. Various circumstances may warrant either projection or restricted reconstruction.
format Preprint
id arxiv_https___arxiv_org_abs_2505_06756
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Out-of-Sample Embedding with Proximity Data: Projection versus Restricted Reconstruction
Trosset, Michael W.
Tan, Kaiyi
Tang, Minh
Priebe, Carey E.
Machine Learning
Computation
The problem of using proximity (similarity or dissimilarity) data for the purpose of "adding a point to a vector diagram" was first studied by J.C. Gower in 1968. Since then, a number of methods -- mostly kernel methods -- have been proposed for solving what has come to be called the problem of *out-of-sample embedding*. We survey the various kernel methods that we have encountered and show that each can be derived from one or the other of two competing strategies: *projection* or *restricted reconstruction*. Projection can be analogized to a well-known formula for adding a point to a principal component analysis. Restricted reconstruction poses a different challenge: how to best approximate redoing the entire multivariate analysis while holding fixed the vector diagram that was previously obtained. This strategy results in a nonlinear optimization problem that can be simplified to a unidimensional search. Various circumstances may warrant either projection or restricted reconstruction.
title Out-of-Sample Embedding with Proximity Data: Projection versus Restricted Reconstruction
topic Machine Learning
Computation
url https://arxiv.org/abs/2505.06756