[python] t-SNE(Stochastic Neighbor Embedding)

t-SNE, which stands for Stochastic Neighbor Embedding, is a popular machine learning algorithm used for data visualization. It is commonly used to visualize high-dimensional data in a lower-dimensional space (typically 2D or 3D) while preserving the local structure of the data.

How t-SNE works

The t-SNE algorithm works by creating a probability distribution over pairs of high-dimensional data points and a probability distribution over pairs of corresponding low-dimensional points. It then aims to minimize the divergence between these two distributions.

The steps involved in t-SNE are as follows:

  1. Compute pairwise similarities: First, the algorithm calculates the similarity between each pair of data points in the high-dimensional space. This similarity is typically calculated using a Gaussian kernel function.

  2. Construct conditional probabilities: The algorithm then constructs a probability distribution that represents the affinities between data points in the high-dimensional space. This is done by normalizing the pairwise similarities.

  3. Construct joint probabilities: In this step, the algorithm constructs another probability distribution that represents the similarities between data points in the low-dimensional space. This is done using a Student’s t-distribution with one degree of freedom.

  4. Minimize the divergence: Finally, t-SNE minimizes the Kullback-Leibler divergence between the conditional and joint probability distributions. This is achieved by altering the positions of the low-dimensional points iteratively.

Advantages of t-SNE

t-SNE offers several advantages over other dimensionality reduction techniques:

Usage in Python

To apply t-SNE in Python, you can use the scikit-learn library, which provides an implementation of t-SNE. Here’s an example:

from sklearn.manifold import TSNE

# Create a TSNE object with desired parameters
tsne = TSNE(n_components=2, perplexity=30, learning_rate=200)

# Fit and transform the data to the lower-dimensional space
embedded_data = tsne.fit_transform(data)

# Plot the embedded data
plt.scatter(embedded_data[:, 0], embedded_data[:, 1])
plt.show()

In this example, data is the high-dimensional input data. The n_components parameter specifies the dimensionality of the embedded space (2D in this case). The perplexity parameter controls the balance between preserving local and global structures, while the learning_rate parameter determines the step size during optimization.

Conclusion

t-SNE is a powerful algorithm for visualizing high-dimensional data in a lower-dimensional space. It can capture local structures, handle non-linear relationships, and is robust to outliers. By applying t-SNE, you can gain valuable insights into your data and uncover hidden patterns.

If you want to learn more about t-SNE, you can refer to the following references:

Happy exploring with t-SNE!