September 21, 2020 | Leland McInnes, John Healy, James Melville
UMAP (Uniform Manifold Approximation and Projection) is a novel dimensionality reduction technique based on Riemannian geometry and algebraic topology. It is designed to preserve both local and global structures of data while being computationally efficient. UMAP is competitive with t-SNE in visualization quality and outperforms it in runtime and scalability. It can handle large datasets and is not restricted by embedding dimension, making it a general-purpose dimensionality reduction method for machine learning.
UMAP is built on theoretical foundations related to manifold learning and topological data analysis. It uses local manifold approximations and fuzzy simplicial sets to construct a topological representation of high-dimensional data. The algorithm approximates geodesic distances on a manifold and constructs a fuzzy topological representation by converting metric spaces into fuzzy simplicial sets. This allows for the merging of incompatible local views into a consistent global structure.
The algorithm optimizes the layout of data in a low-dimensional space to minimize the cross-entropy between the topological representations of the original and reduced data. This is achieved by using a probabilistic t-conorm for fuzzy unions and stochastic gradient descent for optimization. UMAP is implemented as a force-directed graph layout algorithm, where attractive and repulsive forces are applied to vertices and edges to position points in a low-dimensional space.
The algorithm involves constructing a weighted k-neighbour graph, applying a kernel transform, and optimizing the embedding using fuzzy set cross entropy. The implementation uses efficient approximate k-nearest-neighbor search and stochastic gradient descent for optimization. UMAP has been widely applied in fields such as bioinformatics, materials science, and machine learning.
The theoretical and practical aspects of UMAP are detailed in the paper, including its mathematical foundations, algorithmic description, implementation details, and performance on real-world datasets. UMAP provides a scalable and efficient method for dimensionality reduction that preserves the topological structure of data.UMAP (Uniform Manifold Approximation and Projection) is a novel dimensionality reduction technique based on Riemannian geometry and algebraic topology. It is designed to preserve both local and global structures of data while being computationally efficient. UMAP is competitive with t-SNE in visualization quality and outperforms it in runtime and scalability. It can handle large datasets and is not restricted by embedding dimension, making it a general-purpose dimensionality reduction method for machine learning.
UMAP is built on theoretical foundations related to manifold learning and topological data analysis. It uses local manifold approximations and fuzzy simplicial sets to construct a topological representation of high-dimensional data. The algorithm approximates geodesic distances on a manifold and constructs a fuzzy topological representation by converting metric spaces into fuzzy simplicial sets. This allows for the merging of incompatible local views into a consistent global structure.
The algorithm optimizes the layout of data in a low-dimensional space to minimize the cross-entropy between the topological representations of the original and reduced data. This is achieved by using a probabilistic t-conorm for fuzzy unions and stochastic gradient descent for optimization. UMAP is implemented as a force-directed graph layout algorithm, where attractive and repulsive forces are applied to vertices and edges to position points in a low-dimensional space.
The algorithm involves constructing a weighted k-neighbour graph, applying a kernel transform, and optimizing the embedding using fuzzy set cross entropy. The implementation uses efficient approximate k-nearest-neighbor search and stochastic gradient descent for optimization. UMAP has been widely applied in fields such as bioinformatics, materials science, and machine learning.
The theoretical and practical aspects of UMAP are detailed in the paper, including its mathematical foundations, algorithmic description, implementation details, and performance on real-world datasets. UMAP provides a scalable and efficient method for dimensionality reduction that preserves the topological structure of data.