Large-Scale Manifold Learning by Semidefinite Facial Reduction

نویسنده

  • Wray Buntine
چکیده

The problem of nonlinear dimensionality reduction is often formulated as a semidefinite programming (SDP) problem. However, only SDP problems of limited size can be directly solved directly using current SDP solvers. To overcome this difficulty, we propose a novel SDP formulation for dimensionality reduction based on semidefinite facial reduction that significantly reduces the number of variables and constraints of the SDP problem, allowing us to solve very large manifold learning problems. Moreover, our reduction is exact, so we obtain high quality solutions without the need for post-processing by local gradient descent search methods, as is often required by other SDP-based methods for manifold learning.

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تاریخ انتشار 2012