A dynamical systems based framework for dimension reduction
- URL: http://arxiv.org/abs/2204.08155v1
- Date: Mon, 18 Apr 2022 04:02:11 GMT
- Title: A dynamical systems based framework for dimension reduction
- Abstract summary: We propose a framework for learning a low-dimensional representation of data based on nonlinear dynamical systems.
In the DDR model, each point is evolved via a nonlinear flow towards a lower-dimensional subspace.
We show how the DDR method can be trained using a gradient-based optimization method.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We propose a novel framework for learning a low-dimensional representation of
data based on nonlinear dynamical systems, which we call dynamical dimension
reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow
towards a lower-dimensional subspace; the projection onto the subspace gives
the low-dimensional embedding. Training the model involves identifying the
nonlinear flow and the subspace. Following the equation discovery method, we
represent the vector field that defines the flow using a linear combination of
dictionary elements, where each element is a pre-specified linear/nonlinear
candidate function. A regularization term for the average total kinetic energy
is also introduced and motivated by optimal transport theory. We prove that the
resulting optimization problem is well-posed and establish several properties
of the DDR method. We also show how the DDR method can be trained using a
gradient-based optimization method, where the gradients are computed using the
adjoint method from optimal control theory. The DDR method is implemented and
compared on synthetic and example datasets to other dimension reductions
methods, including PCA, t-SNE, and Umap.
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