Convergence, optimization and stability of singular eigenmaps

Abstract: Eigenmaps are important in analysis, geometry, and machine learning, especially in nonlinear dimension reduction. Approximation of the eigenmaps of a Laplace operator depends crucially on the scaling parameter $\epsilon$. If $\epsilon$ is too small or too large, then the approximation is inaccurate or completely breaks down. However, an analytic expression for the optimal $\epsilon$ is out of reach. In our work, we use some explicitly solvable models and Monte Carlo simulations to find the approximately optimal range of $\epsilon$ that gives, on average, relatively accurate approximation of the eigenmaps. Numerically we can consider several model situations where eigen-coordinates can be computed analytically, including intervals with uniform and weighted measures, squares, tori, spheres, and the Sierpinski gasket. In broader terms, we intend to study eigen-coordinates on weighted Riemannian manifolds, possibly with boundary, and on some metric measure spaces, such as fractals.