A Spectral Decomposition Framework for Multiscale Nonlinear Dimensionality Reduction
Dimensionality reduction (DR) involves two longstanding trade-offs. First, preserving local neighborhoods can come at the cost of global structure. Neighbor embedding methods such as t-SNE and UMAP prioritize local similarity preservation but do not explicitly constrain global organization, whereas standard spectral methods such as Laplacian Eigenmaps capture smooth, coarse-scale graph structure but offer limited flexibility to depict finer local structure. Second, the flexibility of nonlinear DR methods often comes at the cost of analytical transparency. Many methods do not explicitly reveal how high-dimensional structure produces patterns in the embedding. We introduce SDMP (Spectral Decomposition for Multiscale Projection), a nonlinear DR framework built on an explicit spectral decomposition. In this formulation, each embedding dimension is expressed as a weighted combination of Laplacian eigenvectors derived from a neighborhood graph, with the weights learned via a UMAP-style cross-entropy objective. By progressively expanding the spectral subspace to capture increasingly fine graph structure, SDMP produces a sequence of embeddings, making the evolving balance between global organization and local detail explicit, controllable, and inspectable. The explicit decomposition also reveals which spectral scales shape the overall embedding and how individual eigenvectors influence point positions. Quantitative evaluations on synthetic, image, and single-cell data show competitive local and global structure preservation, while case studies illustrate how the decomposition supports interpretation of clusters and developmental trajectories across spectral scales.