This paper has compared the
performance of many algorithms for mapping
various kind of data sets. Algorithms considered include:
PCA,
LLE,
Laplacian Eigenmap,
Isomap and
CCA. The performance comparison are done with diagram of trustworthiness and continuity which visualize, like Shepard diagram, the discrepancies between input- and output-distance matrices.
The advantage of the trustworthiness and continuity diagrams over the Shepard diagram is that they aggregate the discrepancy information uniformly over all data points, so that you get a single curve to show the quality of a map. With Shepard diagram you get a curve for each data point. Thus, trustworthiness/continuity diagrams are much easier to apply in practice. On the other side, the Shepard diagram provides more detailed information that allows, for instance, users to investigate mapping quality with respect to individual data points (not just the whole map).
Whereas those
diagrams provide objective measures for mapping quality, I think they should be used with care. They may not always reflect the
subjective mapping quality perceived by human, and the
ultimately goal should be helping people not machines. Blindly trusting these numbers might discourage development of new useful algorithms. One main problem with these diagrams is, for instance, they don't have the concept of partition. Algorithms (like RPM) which simplify data by partitioning (apart from dimensionality reduction) are
greatly penalized. Partition, as a perception method, is probably as
fundamentally as focusing-by-proximity.
A main message of this paper is that
CCA algorithm clearly and significantly out-performed other algorithms based on explicit unfolding. Our experience supports this assessment. We have not encountered a single data set that
CCA performed
noticeably worse than algorithms like
LLE and
Isomap.
Sammon map and
PCA cannot be compared directly with
CCA as they
preserve long distance information and visualize the over-all
structure of the
data set (instead of unfolding no-linear structure).