Most NDR algorithms need to solve large-scale eigenvalue problems or some variation of eigenvalue problems, which is of quadratic complexity of time and might be unpractical in case of large-size data sets. Besides, current algorithms are global, which are often sensitive to noise and disturbed by ill-conditioned matrix. In this paper, we propose a novel self-organizing NDR algorithm: SIE. The time complexity of SIE is O(NlogN). The main computing procedure of SIE is local, which improves the robustness of the algorithm remarkably.
['Yuexian Hou', 'Liyue Yao', 'Pilian He']
Robust nonlinear dimension reduction: a self-organizing approach