Towards One Model for Classical Dimensionality Reduction: A Probabilistic Perspective on UMAP and t-SNE

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May 27, 2024
Aditya Ravuri, Neil D. Lawrence
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This paper shows that the dimensionality reduction methods, UMAP and t-SNE, can be approximately recast as MAP inference methods corresponding to a generalized Wishart-based model introduced in ProbDR. This interpretation offers deeper theoretical insights into these algorithms, while introducing tools with which similar dimensionality reduction methods can be studied.

* Workshop preprint  
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