Out-of-sample embedding techniques insert additional points into previously constructed configurations. An out-of-sample extension of classical multidimensional scaling is presented. The out-of-sample extension is formulated as an unconstrained nonlinear least-squares problem. The objective function is a fourth-order polynomial, easily minimized by standard gradient-based methods for numerical optimization. Two examples are presented.
['Michael W. Trosset', 'Carey E. Priebe']
The out-of-sample problem for classical multidimensional scaling