An evaluation framework for dimensionality reduction through sectional curvature

Abstract: Unsupervised machine learning lacks ground truth by definition. This poses a major difficulty when designing metrics to evaluate the performance of such algorithms. In sharp contrast with supervised learning, for which plenty of quality metrics have been studied in the literature, in the field of dimensionality reduction only a few over-simplistic metrics has been proposed. In this work, we aim to introduce the first highly non-trivial dimensionality reduction performance metric. This metric is based on the sectional curvature behaviour arising from Riemannian geometry. To test its feasibility, this metric has been used to evaluate the performance of the most commonly used dimension reduction algorithms in the state of the art. Furthermore, to make the evaluation of the algorithms robust and representative, using curvature properties of planar curves, a new parameterized problem instance generator has been constructed in the form of a function generator. Experimental results are consistent with what could be expected based on the design and characteristics of the evaluated algorithms and the features of the data instances used to feed the method.