Dimensionality Reduction has Quantifiable Imperfections: Two Geometric Bounds

Dimensionality Reduction has Quantifiable Imperfections: Two Geometric Bounds
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降维具有可量化的缺陷:两个几何界限

DOI:
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发表时间:
2018
期刊:
Neural Information Processing Systems
影响因子:
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通讯作者:
R. McCann
R. McCann
中科院分区:
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文献类型:
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作者:
Kry Yik;G. Ding;Ruitong Huang;R. McCann

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在本文中,我们研究了从定量拓扑学的角度来看,在信息检索设置的简化(DR)地图。特别是,我们表明,没有DR地图可以同时实现完美的精度和完美的召回。因此,连续的DR图必须具有不完美的精度。我们进一步证明了Lipschitz连续DR映射精度的一个上界。虽然精确度是信息检索设置中的一个自然度量,但它并不度量检索到的数据有“多”错。因此,我们提出了一个新的措施的基础上Wasserstein距离,具有类似的理论保证。在我们的证明中的一个关键技术步骤是一个特殊的优化问题的$L_2$-Wasserstein距离的分布约束集。我们提供了一个完整的解决方案,这个优化问题,这可以在技术方面的独立利益。
In this paper, we investigate Dimensionality reduction (DR) maps in an information retrieval setting from a quantitative topology point of view. In particular, we show that no DR maps can achieve perfect precision and perfect recall simultaneously. Thus a continuous DR map must have imperfect precision. We further prove an upper bound on the precision of Lipschitz continuous DR maps. While precision is a natural measure in an information retrieval setting, it does not measure `how' wrong the retrieved data is. We therefore propose a new measure based on Wasserstein distance that comes with similar theoretical guarantee. A key technical step in our proofs is a particular optimization problem of the $L_2$-Wasserstein distance over a constrained set of distributions. We provide a complete solution to this optimization problem, which can be of independent interest on the technical side.