Think Globally, Fit Locally : Unsupervised Learning of Low Dimensional Manifolds

Abstract

The problem of dimensionality reduction arises in many fields of information processing, including machine learning, data compression, scientific visualization, pattern recognition, and neural computation. Here we describe locally linear embedding (LLE), an unsupervised learning algorithm that computes low dimensional, neighborhood preserving embeddings of high dimensional data. The data, assumed to lie on a nonlinear manifold, is mapped into a single global coordinate system of lower dimensionality. The mapping is derived from the symmetries of locally linear reconstructions, and the actual computation of the embedding reduces to a sparse eigenvalue problem. Notably, the optimizations in LLE— though capable of generating highly nonlinear embeddings—are simple to implement, and they do not involve local minima. We describe the implementation of the algorithm in detail and discuss several extensions that enhance its performance. The algorithm is applied to manifolds of known structure, as well as real data sets consisting of images of faces, digits, and lips. We provide extensive illustrations of the algorithm’s performance. 1.