Dimensionality Reduction has Quantifiable Imperfections: Two Geometric Bounds
Dimensionality Reduction has Quantifiable Imperfections: Two Geometric Bounds
复制标题
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:
影响因子:
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通讯作者:
R. McCann
中科院分区:
文献类型:
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作者:
Kry Yik;G. Ding;Ruitong Huang;R. McCann
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.