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Shared Gaussian Process Latent Variables Models - Oxford Brookes ...

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2.5. NON-LINEAR 29<br />

technique but rather an algorithm for feature selection, which we will briefly<br />

comment on in the end of this chapter.<br />

In the next section we will go through a set of algorithms that uses local<br />

similarity measures in the data to find kernels onto which a spectral decom-<br />

position can be applied to find a geometrical representation of the data.<br />

2.5.2 Proximity Graph Methods<br />

Several dimensionality reduction algorithms have been suggested that are<br />

based on local similarity measures in the data. These algorithms are based<br />

on a proximity graph [66, 29, 10] extracted from the data. A proximity graph<br />

is a graph that represent a specific neighborhood relationships in the data.<br />

In the graph each node corresponds to a data point, vertices connects nodes<br />

that are related through the specified relationship potentially associated with<br />

a vertex weight. The fundamental idea behind proximity graph based algo-<br />

rithms for dimensionality reduction is that locally the data can be assumed to<br />

lie on a linear manifold. This means that locally the distance in the original<br />

representation of the data will be a good approximation to the manifold dis-<br />

tance. Therefore the neighborhood relationship used for proximity graphs in<br />

dimensionality reduction is the inter-distance between points in the original<br />

representation. Usually the graphs are constructed either from an N near-<br />

est neighbor algorithm where the N closest points are connected or from a<br />

ǫ nearest neighbor where all points within a ball of radius ǫ are connected.<br />

Setting either parameter is of significant importance as only points whose<br />

inter-distance can be assumed to approximate the manifold distance should

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