生物資訊的降維演算法及視覺化¶

Comparison of tSNE and UMAP¶

Yueh-Hua Tu 杜岳華¶

2020.4.10¶

Outline¶

Brief introduction of Dimensional reduction
Types of dimensional reduction
T-distributed stochastic neighbor embedding (t-SNE)
Uniform manifold approximation and projection (UMAP)
Comparison of two models
Dimensional reduction via graph

Biological Data¶

Before we start...¶

Notation¶

$\large p_{j|i} = p(x_j | x_i)$ : the probability of a path from $x_i$ to $x_j$

$\large q_{j|i} = q(y_j | y_i)$ : the probability of a path from $y_i$ to $y_j$

T-distributed Stochastic Neighbor Embedding (t-SNE)¶

$p_{j|i} = \frac{exp(-||x_i - x_j||^2 / 2 \sigma_i^2)}{\sum_{k \ne i} exp(-||x_i - x_k||^2 / 2 \sigma_i^2)}$

How likely $x_i$ would pick $x_j$ as its neighbor.

van der Maaten, L. & Hinton, G. (2008). Visualizing Data using t-SNE . Journal of Machine Learning Research, 9, 2579--2605.

Stochastic neighbor embedding (SNE)¶

Similarity in (high-dimension) original space¶

$\large p_{j|i} = \frac{exp(-||x_i - x_j||^2 / 2 \sigma_i^2)}{\sum_{k \ne i} exp(-||x_i - x_k||^2 / 2 \sigma_i^2)}$

Similarity in (low-dimension) reconstructed space¶

$\large q_{j|i} = \frac{exp(-||y_i - y_j||^2)}{\sum_{k \ne i} exp(-||y_i - y_k||^2)}$

SNE¶

Loss function¶

$\large \arg\min D_{KL}(p || q) = \sum_i D_{KL}(p_i || q_i) = \sum_i \sum_j p_{j|i} \log \frac{p_{j|i}}{q_{j|i}}$

Minimize the dissimilarity of distribution between $p$ and $q$ ¶

Optimization: gradient descent¶

T-distributed Stochastic Neighbor Embedding (t-SNE)¶

Similarity in high dimension¶

$\large p_{j|i} = \frac{exp(-||x_i - x_j||^2 / 2 \sigma_i^2)}{\sum_{k \ne i} exp(-||x_i - x_k||^2 / 2 \sigma_i^2)}$

Similarity in low dimension¶

$\large q_{j|i} = \frac{(1 + ||y_i - y_j||^2)^{-1}}{\sum_{k \ne i} (1 + ||y_i - y_k||^2)^{-1}}$

How to decide the variance of Gaussian distribution?¶

Perplexity 困惑度¶

In information theory, to measure how well a probability distribution predicts a sample. A low perplexity indicates the prediction is precise.

$perp(p) = 2^{H(p_i)}$

where $H(p_i) = -\sum_j p_{j|i} \log_2 p_{j|i}$

Perplexity: how smooth a Gaussian distribution would be¶

$Perplexity \uparrow \Rightarrow H(p_i) \uparrow \Rightarrow \sigma_i \uparrow$

σi:
- large: points get crowded
- small: components break into segments

Making it symmetric¶

$p_{j|i}, p_{i|j} \rightarrow p_{i,j}$ :

$\large p_{i,j} = \frac{1}{2n} (p_{j|i} + p_{i|j})$

Assumption: make each data point contributes significantly.¶

$\sum_j p_{j|i} > \frac{1}{2n}$

t-SNE¶

Loss function¶

$\large D_{KL}(p || q) = \sum_i D_{KL}(p_i || q_i) = \sum_i \sum_j -p_{j|i} \log \frac{q_{j|i}}{p_{j|i}}$

To make $p$ and $q$ as likely as possible.

$\epsilon$ -neighborhood¶

Use fuzzy metric $p_{j|i}$ ¶

UMAP¶

Similarity in original space¶

$\large p_{j|i} = exp(-\frac{||x_i - x_j||^2 - \rho_i}{\sigma_i})$

Oskolkov, N. (2019, November 6). How Exactly UMAP Works.

Oskolkov, N. (2019, November 3). How to Program UMAP from Scratch.

Make it symmetric¶

Probabilistic fuzzy union¶

$\large p_{i,j} = p_{j|i} + p_{i|j} - p_{j|i} p_{i|j}$

k-nearest neighbor graph construction¶

Given k, search $\sigma_i$ s.t.¶

$\large \log_2 k = \sum_i p_{i,j}$

where $\large p_{j|i} = exp(-\frac{||x_i - x_j||^2 - \rho_i}{\sigma_i})$

Reconstruction in low-dimensional space¶

t distribution with $\nu = 1$ ¶

$\large q_{i,j} = (1 + a||y_i - y_j||^2b)^{-1}$

UMAP¶

Binary cross entropy loss¶

$\large H(p, q) = -\sum_i (p_i \log q_i) + ((1 - p_i) \log (1 - q_i))$

$= \underline{H(p)} + D_{KL}(p || q)$

Optimization: gradient descent¶

Initialization¶

Eigenvectors of normalized Laplacian for initialization¶

For fast convergence, normalized Laplacian is constructed from $p_{i,j}$ . Eigenvectors of normalized Laplacian is used as initialization of $q_{i,j}$ and further gradient descent method is used.

$\large Lu = \lambda u$

kNN graph provides a underling backbone of data points, which somehow provides the global structure (connection) to dimensional reduction¶

How to decide the topology of graph?¶

Discrete approach (which generates a sparse graph)¶

ϵ-neighborhood
- consider vertecies within $\epsilon$ as neighbors
k-nearest neighbor
- consider the k nearest vertecies as neighbors

Continuous approach (which generates a dense graph)¶

distance
- $\Large d(x_i, x_j) = ||x_i - x_j||^2$ as pairwise distance
probability derived from distance (could be asymmetric)
- $\Large p_{ij} = e^{-d(x_i, x_j)/\sigma}$ as pairwise distance