Statistical and computational analysis of locality preserving projection

Recently, several manifold learning algorithms have been proposed, such as ISOMAP (Tenenbaum et al., 2000), Locally Linear Embedding (Roweis & Saul, 2000), Laplacian Eigenmap (Belkin & Niyogi, 2001), Locality Preserving Projection (LPP) (He & Niyogi, 2003), etc. All of them aim at discovering the meaningful low dimensional structure of the data space. In this paper, we present a statistical analysis of the LPP algorithm. Different from Principal Component Analysis (PCA) which obtains a subspace spanned by the largest eigenvectors of the global covariance matrix, we show that LPP obtains a subspace spanned by the smallest eigenvectors of the local covariance matrix. We applied PCA and LPP to real world document clustering task. Experimental results show that the performance can be significantly improved in the subspace, and especially LPP works much better than PCA.

• Type: Conference
• Year: 2005
• Where: ICML
• Authors: Xiaofei He, Deng Cai, Wanli Min
• Keywords: Global Covariance Matrix, ICML 2005, Local Covariance Matrix, Machine Learning, Smallest Eigenvectors