Manifold alignment is a class of machine learning algorithms that produce projections between sets of data, given that the original data sets lie on a common manifold. The concept was first introduced as such by Ham, Lee, and Saul in 2003, adding a manifold constraint to the general problem of correlating sets of high-dimensional vectors.
Overview Manifold alignment assumes that disparate data sets produced by similar generating processes will share a similar underlying manifold representation. By learning projections from each original space to the shared manifold, correspondences are recovered and knowledge from one domain can be transferred to another. Most manifold alignment techniques consider only two data sets, but the concept extends to arbitrarily many initial data sets. Consider the case of aligning two data sets, X {\displaystyle X} and Y {\displaystyle Y} , with X i ∈ R m {\displaystyle X_{i}\in \mathbb {R} ^{m}} and Y i ∈ R n {\displaystyle Y_{i}\in \mathbb {R} ^{n}} . Manifold alignment algorithms attempt to project both X {\displaystyle X} and Y {\displaystyle Y} into a new d-dimensional space such that the projections both minimize distance between corresponding points and preserve the local manifold structure of the original data. The projection functions are denoted:
ϕ X : R m → R d {\displaystyle \phi _{X}:\,\mathbb {R} ^{m}\rightarrow \mathbb {R} ^{d}}
ϕ Y : R n → R d {\displaystyle \phi _{Y}:\,\mathbb {R} ^{n}\rightarrow \mathbb {R} ^{d}}
Let W {\displaystyle W} represent the binary correspondence matrix between points in X {\displaystyle X} and Y {\displaystyle Y} :
W i , j = { 1 i f X i ↔ Y j 0 o t h e r w i s e {\displaystyle W_{i,j}={\begin{cases}1&if\,X_{i}\leftrightarrow Y_{j}\\0&otherwise\end{cases}}}
Let S X {\displaystyle S_{X}} and S Y {\displaystyle S_{Y}} represent pointwise similarities within data sets. This is usually encoded as the heat kernel of the adjacency matrix of a k-nearest neighbor graph. Finally, introduce a coefficient 0 ≤ μ ≤ 1 {\displaystyle 0\leq \mu \leq 1} , which can be tuned to adjust the weight of the 'preserve manifold structure' goal, versus the 'minimize corresponding point distances' goal. With these definitions in place, the loss function for manifold alignment can be written:
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