Incremental Construction of Low-Dimensional Data Representations

Various Dimensionality Reduction algorithms transform initial high-dimensional data into their lower-dimensional representations preserving chosen properties of the initial data. Typically, such algorithms use the solution of large-dimensional optimization problems, and the incremental versions are designed for many popular algorithms to reduce their computational complexity. Under manifold assumption about high-dimensional data, advanced manifold learning algorithms should preserve the Data manifold and its differential properties such as tangent spaces, Riemannian tensor, etc. Incremental version of the Grassmann&Stiefel Eigenmaps manifold learning algorithm, which has asymptotically minimal reconstruction error, is proposed in this paper and has significantly smaller computational complexity in contrast to the initial algorithm.