Neuc-MDS: Non-Euclidean Multidimensional Scaling Through Bilinear Forms
Chengyuan Deng, Jie Gao, Kevin Lu, Feng Luo, Hongbin Sun, Cheng Xin
TL;DR
Neuc-MDS addresses embedding non-Euclidean, non-metric dissimilarities by replacing the Euclidean inner product with a symmetric bilinear form $f(u,v)=u^TAv$ and optimizing over both positive and negative Gram-eigenvalues to minimize $\|\hat{D}-D\|_F^2$. It provides a three-term STRESS decomposition and an efficient $O(n)$ eigenvalue-selection algorithm (EV-Selection), plus a generalized Neuc-MDS$^+$ that optimizes a rank-$k$ transform for tighter lower bounds; random-matrix analysis further clarifies when Neuc-MDS outperform classical MDS. Extensive experiments on synthetic and real data (including CuMiDa genomics and image datasets) demonstrate substantial reductions in STRESS and distortion and resolve the dimensionality paradox, with Neuc-MDS$^+$ offering favorable behavior regarding negative distances. By recovering classical MDS under EDM conditions and accommodating a broad family of dissimilarities (e.g., cosine, KL, etc.), this framework enables principled, scalable non-Euclidean embeddings for a wide range of applications.
Abstract
We introduce Non-Euclidean-MDS (Neuc-MDS), an extension of classical Multidimensional Scaling (MDS) that accommodates non-Euclidean and non-metric inputs. The main idea is to generalize the standard inner product to symmetric bilinear forms to utilize the negative eigenvalues of dissimilarity Gram matrices. Neuc-MDS efficiently optimizes the choice of (both positive and negative) eigenvalues of the dissimilarity Gram matrix to reduce STRESS, the sum of squared pairwise error. We provide an in-depth error analysis and proofs of the optimality in minimizing lower bounds of STRESS. We demonstrate Neuc-MDS's ability to address limitations of classical MDS raised by prior research, and test it on various synthetic and real-world datasets in comparison with both linear and non-linear dimension reduction methods.
