The Noisy Laplacian: a Threshold Phenomenon for Non-Linear Dimension Reduction

摘要

In this paper, we clarify the effect of noise on common spectrallymotivated algorithms such as Diffusion Maps (DM) for dimensionreduction. Empirically, these methods are much more robust to noisethan current work suggests. Specifically, existing consistency resultsrequire that either the noise amplitude or dimensionality must varywith the sample size $n$. We provide new theoretical resultsdemonstrating that low-frequency eigenpairs reliably capture thegeometry of the underlying manifold under a constant noise level, up to a dimension independent threshold $O(r^{-2})$, where $r$ is the noise amplitude. Our results rely on a decomposition of the manifold Laplacian in the Sasakimetric, a technique not used before in this area, to our knowledge. We experimentally validate our theoretical predictions. Additionally, we observesimilar robust behavior for other manifold learning algorithms which are not based on computing the Laplacian, namely LTSA and VAE.