Learning manifolds from non-stationary streams

Abstract

Abstract Streaming adaptations of manifold learning based dimensionality reduction methods, such as Isomap, are based on the assumption that a small initial batch of observations is enough for exact learning of the manifold, while remaining streaming data instances can be cheaply mapped to this manifold. However, there are no theoretical results to show that this core assumption is valid. Moreover, such methods typically assume that the underlying data distribution is stationary and are not equipped to detect, or handle, sudden changes or gradual drifts in the distribution that may occur when the data is streaming. We present theoretical results to show that the quality of a manifold asymptotically converges as the size of data increases. We then show that a Gaussian Process Regression (GPR) model, that uses a manifold-specific kernel function and is trained on an initial batch of sufficient size, can closely approximate the state-of-art streaming Isomap algorithms, and the predictive variance obtained from the GPR prediction can be employed as an effective detector of changes in the underlying data distribution. Results on several synthetic and real data sets show that the resulting algorithm can effectively learn lower dimensional representation of high dimensional data in a streaming setting, while identifying shifts in the generative distribution. For instance, key findings on a Gas sensor array data set show that our method can detect changes in the underlying data stream, triggered due to real-world factors, such as introduction of a new gas in the system, while efficiently mapping data on a low-dimensional manifold.

Keywords

• Manifold learning
• Dimension reduction
• Streaming data
• Isomap
• Gaussian process