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method

By default, sneer carries out t-SNE. But other embedding methods are available, which you can access via the method argument. The currently available methods are:

Principal Component Analysis (PCA)

This is neither a distance-based embedding or a probability-based embedding. It just carries out a Principal Component Analysis of the data set and uses the first two principal components as the final coordinates. It’s exactly the same as when you use the PCA option for Output Initialization but do no further optimization. As a result, this method ignores the init option.

iris_pca <- sneer(iris, method = "pca")

Metric Multi Dimensional Scaling (MDS)

There are a whole lot of techniques out there under the rubric “MDS”. Just to be totally clear, the version of MDS that is used here is one that arises naturally from the idea of minimizing the difference between the input and output distances. The cost function is simply the square loss between the input and output distance matrices. There is no re-scaling or any other funny business.

iris_mmds <- sneer(iris, method = "mmds")

I don’t exactly commend this as a shining example of an efficient MDS routine. But it’s the very simplest possible distance-based embedding. I recommend trying this and/or PCA as a sanity check with new data sets before embarking on the more exotic methods on offer.

Sammon Map

Sammon mapping works like metric MDS but it adds an extra weighting to put more emphasis on reproducing short distances rather than long distances. In practice it doesn’t produce results that are all that different from metric MDS.

iris_sammon <- sneer(iris, method = "sammon")

Asymmetric Stochastic Neighbor Embedding (ASNE)

This is the original SNE method as described in the SNE paper, but it’s now referred to as “asymmetric” SNE to differentiate it from other variants.

ASNE is the prototypical probability-based embedding method. It uses the Kullback-Leibler divergence as a cost function. A big difference between it and t-SNE, is that the output kernel is a gaussian, rather than the t-distribution with one degree of freedom used in t-SNE.

iris_asne <- sneer(iris, method = "asne")

Symmetric Stochastic Neighbor Embedding (SSNE)

The SSNE paper (PDF) differentiates itself from ASNE by changing how the normalization procedure works: it does it using the entire weight matrix, rather than per-row of the matrix. See the Gradient theory page for the difference.

In general, I find “symmetric” methods that use the SSNE version of normalization versus the ASNE version tend to optimize a little more easily and show detectable, albeit often very minor, differences in the final configuration. Not everyone agrees, though. For instance, the authors of JSE noted “no significant effect” of the normalization procedure on the results they presented.

iris_ssne <- sneer(iris, method = "ssne")

t-Distributed SNE (t-SNE)

As mentioned, t-SNE is the default method. But to be really sure you can provide "tsne" as the argument:

iris_tsne <- sneer(iris, method = "tsne")

Compared to SSNE, the heavier tail of the output kernel in t-SNE allows close neighbors to take up larger distances in the output configuration.

t-Distributed ASNE (t-ASNE)

This is not a literature method. But if t-SNE is a modified version of SSNE, does an equivalent version exist for ASNE? In sneer, the answer is yes, although I’m not aware of any literature that explicitly defines and studies it, although parts of the literature on NerV and inhomogeneous t-SNE (see below) touch on it.

iris_tasne <- sneer(iris, method = "tasne")

Weighted Symmetric SNE (ws-SNE)

This method scales each weight by its “importance”, which is related to the input probability. The higher the probability, the more important it is. See the ws-SNE paper for the details. Also, note that this is a modification of t-SNE, rather than SSNE.

iris_wssne <- sneer(iris, method = "wssne")

Heavy-tailed Symmetric Stochastic Neighbor Embedding (HSSNE)

HSSNE generalizes SSNE and t-SNE, by introducing a tail-heaviness parameter, alpha, which takes a value between 0 (behaves like method = "ssne"), and 1 (in which case you will get the behavior of method = "tsne").

iris_hssne <- sneer(iris, method = "hssne", alpha = 0) # SSNE
iris_hssne <- sneer(iris, method = "hssne", alpha = 0.5) # default HSSNE
iris_hssne <- sneer(iris, method = "hssne", alpha = 1) # t-SNE

Actually, you can set alpha to values > 1, for those times when the tail-heaviness of t-SNE just isn’t heavy enough. It would be interesting to see a data set where a value of alpha much greater than 1 helped significantly.

Conversely, for lower-dimensional data sets, if t-SNE tends to spend a lot of the optimization slowly separating clusters, that might mean that t-SNE is just too heavy. I suggest trying HSSNE with a value of alpha below 1 - you may find it produces a better, more compact final result.

Neighbor Retrieval Visualizer (NeRV)

As implemented in sneer, NeRV is a generalization of ASNE, that uses a symmetrized version of the Kullback-Leibler divergence.

iris_nerv <- sneer(iris, method = "nerv")

The degree of symmetrization of the KL divergence can be controlled with the lambda parameter which can take a value between 0 and 1 and defaults to 0.5. When it’s set to 1, NeRV should perform just like ASNE. At zero, it effectively uses a “reverse” Kullback-Leibler divergence, which has the effect of strongly penalizing embedded points which get too close together.

iris_nerv <- sneer(iris, method = "nerv", lambda = 0.5) # default NeRV
iris_nerv <- sneer(iris, method = "nerv", lambda = 1) # ASNE
iris_nerv <- sneer(iris, method = "nerv", lambda = 0) # "reverse" ASNE

See the NeRV paper for more details. In that publication, they suggest transferring the input kernel precisions directly to the output kernel. To do this, set the prec_scale parameter with an argument of "t"

iris_nerv <- sneer(iris, method = "nerv", prec_scale = "t") # original NeRV

Later publications (see, for example, the ws-SNE paper) don’t mention this difference and I recommend not setting prec_scale. See the Input Initialization section for more on prec_scale.

Jensen-Shannon Embedding (JSE)

JSE is a technique that is similar to NeRV in that it uses a symmetrized version of a divergence as a cost function. In the case of JSE, however, it used the Jensen-Shannon divergence, rather than the Kullback-Leibler divergence. To try it, set method = "jse":

iris_jse <- sneer(iris, method = "jse")

Like NeRV, JSE has a parameter to control the degree of symmetrization of the cost function. And like NeRV, it takes a value between 0 and 1, with its default being set to 0.5. And like NeRV, at one extreme, you get an embedding that’s the same as ASNE. Except for JSE, the parameter is called kappa, and you get ASNE-like behavior when it’s set to 0:

iris_jse <- sneer(iris, method = "jse", kappa = 0.5) # default JSE
iris_jse <- sneer(iris, method = "jse", kappa = 1) # "reverse" ASNE
iris_jse <- sneer(iris, method = "jse", kappa = 0) # ASNE

Due to numerical issues with how the JSE cost function and gradient is calculated, don’t expect to get results exactly like ASNE/NeRV when setting kappa to its minimum and maximum, but it gets close.

If you find it confusing that there are two separate parameters with Greek letter names, that do nearly the same thing, but apply to two different embedding methods, you’re not alone, but I decided to try and stick with the nomenclature used in the original publications wherever possible, to make comparison with literature results easier.

Inhomogeneous t-SNE (it-SNE)

Inhomogeneous t-SNE is reminiscent of HSSNE, in that it defines a parameter that controls the amount of “stretching” that’s allowed of the output space compared to the input space. To editorialize for a moment, it’s so similar that I am surprised that a reference to HSSNE does not appear in this paper.

Anyway, two big differences to HSSNE are that the stretching parameter is now defined per point, and that each of these values are optimized independently along with the coordinates.

The initial value of the stretching parameters, which are associated with the degrees of freedom of the t-distribution, can be controlled by setting dof. dof = 1 is the t-distribution as used in t-SNE, and making dof infinite gives a gaussian distribution.

iris_itsne <- sneer(iris, method = "itsne", dof = 1) # initial t-distribution
iris_itsne <- sneer(iris, method = "itsne", dof = 1e3) # initial Gaussian

It’s probably better to initialize the dof parameters to a larger value, (the authors suggest dof = 10, which is the default) to ensure that the gradients are initially large for all points. Otherwise you run the risk of outlying points losing their gradients and not moving.

If you are curious about what the values of dof end up as, you can ask for the extra parameters to be exported:

iris_itsne <- sneer(iris, method = "itsne", ret = c("dyn"))
# Results are in a vector called dof, itself part of the dyn list
summary(iris_itsne$dyn$dof)

See the Exported Data for more on exporting. Some extra control over the optimization can be had by using the dyn parameter. See its section below.

Because you are mixing both coordinates and the dof parameter for optimizing, I strongly suggest you stick with a standard optimizer (like the default L-BFGS) when using inhomogeneous t-SNE. Adding these extra parameters does also slow down convergence.

Finally, a minor point on nomenclature: like JSE and NerV, it-SNE uses a point-wise, rather than a pair-wise normalization approach. The embedding is therefore more closely related to ASNE and t-ASNE than t-SNE, despite the name. If you don’t like the results you see with it-SNE compared with t-SNE, you may want to compare with method = "asne" and method = "tasne".

Dynamic HSSNE (DHSSNE)

The similarities between HSSNE and it-SNE inspired me to create the obvious extension to HSSNE: instead of having to choose a fixed version of HSSNE’s alpha parameter, optimize it directly. Because the value of alpha fluctuates throughout the optimization, I call this “dynamic” HSSNE.

Two reasons to choose between DHSSNE and it-SNE are that DHSSNE provides a dynamic generalization between SSNE and t-SNE, whereas it-SNE generalizes ASNE and t-ASNE; and DHSSNE only optimizes a single global parameter. This makes it less flexible, but it might make convergence a bit easier.

You can continue to specify alpha to provide an initial value. Like it-SNE, it makes sense to initialize it to give gaussian-like behavior (so alpha = 0, which makes it like SSNE initially), although maybe because it’s using a single global parameter, DHSSNE seems less sensitive to initialization issues than it-SNE, which needs to optimize multiple parameters.

The ret parameter also apply to dhssne.

# Initialize alpha to 0, store optimized alpha
iris_dhssne <- sneer(iris, method = "dhssne", alpha = 0, ret = c("dyn"))
# Optimized alpha:
iris_dhssne$dyn$alpha

I made this method up, so you’re not going to find it in any literature anywhere. But I think it might be useful. There is some extra background material on computing the gradient for DHSSNE, if you’re interested in more details.

Like itsne, you can gain a little extra control over this method with the dyn parameter, which is described next.

dyn

If you’re interested in the way that the itsne and dhssne methods optimize the kernel parameters, you can apply this to any method that uses either the exponential or heavy-tailed kernel, which is pretty much ever method listed here except tsne, tasne and wssne, which don’t have any free parameters associated with their output kernels.

To “dynamize” a kernel (my own terrible term), supply the dyn parameter with a named list, where the names are the names of the kernel parameters to optimize, and the values whether they should be static, global or point-wise optimized (more on what the acceptable values are below):

Exponential Kernel

For the exponential kernel, the free parameter is beta:

iris_dyn <- sneer(iris, method = "asne", dyn = list(beta = "global"))

This should work with methods asne, ssne, jse and nerv.

Heavy-tailed Kernel

For the heavy-tailed kernel, you must specify one or both of alpha and beta:

iris_dyn <- sneer(iris, method = "hssne", dyn = list(alpha = "static", beta = "point"))

This will work with hssne.

The acceptable values of the list and their meanings are:

  • static - don’t optimize this parameter. For the exponential kernel, because there’s only one parameter, this is pointless. This is useful for the heavy-tailed kernel though, if you want to only optimize the heavy-tailedness parameter alpha, and not touch the precisions, beta.
  • global - optimize a single global parameter that applies to every point.
  • point - optimize multiple parameters, with one parameter per point. This allows the parameters for the kernel to be optimized for each point individually.

For dhssne, where a single value of alpha is applied to all points, the following two commands are equivalent:

iris_dhssne    <- sneer(iris, method = "dhssne")
iris_dyn_hssne <- sneer(iris, method = "hssne", dyn = list(alpha = "global", beta = "static"))

itsne kernel

You can also modify itsne in a similar way, although the itsne kernel uses dof as a name. It’s already dynamic, so this is one place where the use of static in the dyn list would have an effect.

Because itsne already allows its kernel to be optimized for each point, it’s the equivalent of invoking it like this:

iris_itsne <- sneer(iris, method = "itsne", dyn = list(dof = "point"))

but in this case, the dyn parameter is redundant. However, you can change its behavior:

# Optimize one value of dof for all points (initialized to 5)
iris_itsne <- sneer(iris, method = "itsne", dyn = list(dof = "global"), dof = 5)

# Keep dof fixed to its input value(s) for the entire embedding (5 in this case)
iris_itsne <- sneer(iris, method = "itsne", dyn = list(dof = "static"), dof = 5)

If you “dynamize” the heavy-tailed, exponential or itsne kernel in this way, you can get to the final optimized values by passing ret = c("dyn") to sneer just as described for dhssne and itsne methods above.

kernel_opt_iter

The itsne authors also suggest not starting the optimization of dof immediately. Their procedure is the usual t-SNE optimization process of starting from a small random, normal distribution, using early exaggeration, continuing to optimize just the coordinates, and then adding optimization of dof.

When to start optimizing kernel parameters is controlled by the kernel_opt_iter member of the dyn list, and if not specified, is 50 iterations by default (if you were using early exaggeration, is the default iteration number at which that stops). You may not have to wait as long (or at all) if you are initializing from a non-random configuration.

# Start optimizing dof straight away
iris_itsne <- sneer(iris, method = "itsne", dyn = list(kernel_opt_iter = 0))

alt_opt

The itsne paper doesn’t say if the kernel parameters are optimized separately from the coordinates or together in one big vector. By default, sneer uses two separate optimizers, but with the configuration specified by the opt parameter in both cases. The coordinates are optimized first, and then the kernel parameters, using the newly optimized coordinate data where needed for the gradient. If you would rather optimize them together, set alt_opt = FALSE:

# Optimize dof parameters jointly with coordinates
iris_itsne <- sneer(iris, method = "itsne", dyn = list(alt_opt = FALSE))

I don’t yet have enough experience to say which way provides more robust results.

The embedder method

If none of the pre-canned embedding methods are suitable, more control over the embedding method is available by passing the result of calling the embedder function to the method parameter. See the Advanced Embedding Methods section for more details.

Console log

The details of what appears during optimization is covered in the Reporting section. Just be aware that the choice of method changes the cost function that is being optimized, which in turn will affect the meaning of the cost and norm values that are output. Don’t attempt to compare these values between different methods.

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