Principal manifold learning by sparse grids

Abstract

In this paper we deal with the construction of lower-dimensional manifolds from high-dimensional data which is an important task in data mining, machine learning and statistics. Here, we consider principal manifolds as the minimum of a regularized, non-linear empirical quantization error functional. For the discretization we use a sparse grid method in latent parameter space. This approach avoids, to some extent, the curse of dimension of conventional grids like in the GTM approach. The arising nonlinear problem is solved by a descent method which resembles the expectation maximization algorithm. We present our sparse grid principal manifold approach, discuss its properties and report on the results of numerical experiments for one-, two- and three-dimensional model problems.