How well behaved is finite dimensional Diffusion Maps?

Wenyu Bo; Marina Meilă

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arXiv · 2412.03992

How well behaved is finite dimensional Diffusion Maps?

Wenyu Bo·Marina Meilă

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Abstract

Under a set of assumptions on a family of submanifolds $\subset {\mathbb R}^D$, we derive a series of geometric properties that remain valid after finite-dimensional and almost isometric Diffusion Maps (DM), including almost uniform density, finite polynomial approximation and reach. Leveraging these properties, we establish rigorous bounds on the embedding errors introduced by the DM algorithm is $O\left((\frac{\log n}{n})^{\frac{1}{8d+16}}\right)$. Furthermore, we quantify the error between the estimated tangent spaces and the true tangent spaces over the submanifolds after the DM embedding, $\sup_{P\in \mathcal{P}}\mathbb{E}_{P^{\otimes \tilde{n}}} \max_{1\leq j \angle (T_{Y_{\varphi(M),j}}\varphi(M),\hat{T}_j)\leq \tilde{n}} \leq C \left(\frac{\log n }{n}\right)^\frac{k-1}{(8d+16)k}$, which providing a precise characterization of the geometric accuracy of the embeddings. These results offer a solid theoretical foundation for understanding the performance and reliability of DM in practical applications.

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Wenyu Bo, Marina Meilă. 2024-12-05. How well behaved is finite dimensional Diffusion Maps?. https://arxiv.org/abs/2412.03992

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