Locally Linear Embedding

Locally Linear Embedding (LLE) technique builds a single global coordinate system of lower dimensionality. By exploiting the local symmetries of linear reconstructions, LLE is able to learn the global structure of nonlinear manifolds [1].

This package defines a LLE type to represent a LLE results, and provides a set of methods to access its properties.

Properties

Let M be an instance of LLE, n be the number of observations, and d be the output dimension.

outdim(M)

Get the output dimension d, i.e the dimension of the subspace.

projection(M)

Get the projection matrix (of size (d, n)). Each column of the projection matrix corresponds to an observation in projected subspace.

neighbors(M)

The number of nearest neighbors used for approximating local coordinate structure.

eigvals(M)

The eigenvalues of alignment matrix.

Data Transformation

One can use the transform method to perform HLLE over a given dataset.

transform(LLE, X; ...)

Perform LLE over the data given in a matrix X. Each column of X is an observation.

This method returns an instance of LLE.

Keyword arguments:

name description default
k The number of nearest neighbors for determining local coordinate structure. 12
d Output dimension. 2

Example:

using ManifoldLearning

# suppose X is a data matrix, with each observation in a column
# apply LLE transformation to the dataset
Y = transform(LLE, X; k = 12, d = 2)

References

[1]Roweis, S. & Saul, L. “Nonlinear dimensionality reduction by locally linear embedding”, Science 290:2323 (2000). DOI:10.1126/science.290.5500.2323