Learning Interpretable, Tree-Based Projection Mappings for Nonlinear Embeddings

Mar 28, 2022

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Nonlinear embeddings that are based on neighborhood graphs (such as t-SNE) are popular dimensionality reduction methods that can effectively visualize high-dimensional data. However, they are typically non-parametric and cannot be directly applied to out-of-sample points. This problem is typically addressed by learning a parametric mapping (e.g. neural nets) which projects inputs into low-dimensional manifold. Although a number of methods exist to train various mappings, only few of them consider decision trees which have important practical property: ability to interpret the mapping while still being nonlinear and accurate model. In this paper, we formulate the training of nonlinear embeddings as constrained optimization problem where low-dimensional projections must be provided by decision tree. We show that the solution for this problem can be obtained by applying quadratic penalty methods which yields the proposed alternating optimization algorithm. As a subproduct of the algorithm, we introduce the notion of the controlled interpretability to manage a trade-off between model accuracy and the level of interpretability.

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