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Eurographics Conference on Visualization (EuroVis) 2016 K.-L. Ma, G. Santucci, and J. van Wijk (Guest Editors) Volume 35 (2016), Number 3 The Grassmannian Atlas: A General Framework for Exploring Linear Projections of High-Dimensional Data S. Liu 1 , P.-T Bremer 2 , J. J. Jayaraman 2 , B. Wang 1 , B. Summa 3 and V. Pascucci 1 1 Scientific Computing and Imaging Institute, University of Utah 2 Lawrence Livermore National Laboratory 3 Department of Computer Science, Tulane University Abstract Linear projections are one of the most common approaches to visualize high-dimensional data. Since the space of possible projections is large, existing systems usually select a small set of interesting projections by ranking a large set of candidate projections based on a chosen quality measure. However, while highly ranked projections can be informative, some lower ranked ones could offer important complementary information. Therefore, selection based on ranking may miss projections that are important to provide a global picture of the data. The proposed work fills this gap by presenting the Grassmannian Atlas, a framework that captures the global structures of quality measures in the space of all projections, which enables a systematic exploration of many complementary projections and provides new insights into the properties of existing quality measures. Categories and Subject Descriptors (according to ACM CCS): I.3.3 [Computer Graphics]: Picture/Image Generation—Line and curve generation 1. Introduction Understanding high-dimensional data has become a central prob- lem in a wide variety of applications ranging from the physical sci- ences and engineering to business and the social sciences. Among the large numbers of available techniques, linear projection (which produce 2D embeddings) remains the most popular approach as it is relatively cheap to compute and easy to interpret. One fun- damental challenge is how to identify interesting and informative linear projections from all the possible projection directions. Even for datasets with moderate dimensions, exploring all possible axis- aligned projections, let alone all linear ones, becomes impracti- cal. A method such as PCA (principal component analysis) can be used to obtain one optimal (maximizing variance) linear pro- jection, however, high-dimensional datasets likely contain complex structures that cannot be adequately captured by a single linear pro- jection. Therefore, a common strategy is to search through a large num- ber of potentially interesting projections and select a small set based on a ranking quality measure computed from the projec- tions. The large number of candidates is usually generated by all axis-aligned projections [EDF08] or random sampling with dimension composition [Asi85, STBC03]. User-defined qual- ity measures, such as the projection pursuit index [FT74], the rank-by-feature framework [SS05], and graph-theoretic scagnos- tics [WAG05, WAG06], are used to rank the candidates. However, few techniques explicitly consider diversity when choosing representative projections. As a result, multiple highly ranked but redundant (similar) projections may be selected. At the same time, lower ranked ones are discarded even though they may contain complementary information. On the other hand, each qual- ity measure is designed to capture some aspects of the data, yet lit- tle is known regarding the properties of the measure. For example, understanding the smoothness of a measure and the distribution of its local maxima is crucial in choosing the right representative pro- jections. In particular, we demonstrate in our study that for some datasets, many quality measures contain a single maxima globally that may not be suitable for finding multiple projections. We introduce the Grassmannian Atlas, a new framework to ana- lyze, compare, and explore the space of all linear projections based on different quality measures. Rather than working with a few se- lected projections, the space of linear projections is modeled by the so-called Grassmannian [Har92], which abstracts the space of linear subspaces in a data-independent manner and compensates for affine transformations of the projections. The Grassmannian is approximated by connecting a set of sampled points (each corre- sponding to a subspace) on the surface of the manifold with a neigh- borhood graph based on well-defined geodesics. We then analyze a given quality measure as a scalar function defined on the Grass- mannian and introduce the notion of locally optimal projections: the local maxima of the quality measure that are robust to small perturbations of the function. Consequently, using tools from scalar field topology, we extract a topological skeleton that describes the number, locations, and relationships among optimal projections, vi- sualized by the topological spine [CLB11]. The topological spine captures the global structure of the quality measure across multi- c 2016 The Author(s) Computer Graphics Forum c 2016 The Eurographics Association and John Wiley & Sons Ltd. Published by John Wiley & Sons Ltd.

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Page 1: The Grassmannian Atlas: A General Framework for …Eurographics Conference on Visualization (EuroVis) 2016 K.-L. Ma, G. Santucci, and J. van Wijk (Guest Editors) Volume 35 (2016),

Eurographics Conference on Visualization (EuroVis) 2016K.-L. Ma, G. Santucci, and J. van Wijk(Guest Editors)

Volume 35 (2016), Number 3

The Grassmannian Atlas: A General Framework for ExploringLinear Projections of High-Dimensional Data

S. Liu1, P.-T Bremer2, J. J. Jayaraman2, B. Wang1, B. Summa3 and V. Pascucci1

1Scientific Computing and Imaging Institute, University of Utah2Lawrence Livermore National Laboratory

3Department of Computer Science, Tulane University

AbstractLinear projections are one of the most common approaches to visualize high-dimensional data. Since the space of possibleprojections is large, existing systems usually select a small set of interesting projections by ranking a large set of candidateprojections based on a chosen quality measure. However, while highly ranked projections can be informative, some lowerranked ones could offer important complementary information. Therefore, selection based on ranking may miss projections thatare important to provide a global picture of the data. The proposed work fills this gap by presenting the Grassmannian Atlas,a framework that captures the global structures of quality measures in the space of all projections, which enables a systematicexploration of many complementary projections and provides new insights into the properties of existing quality measures.

Categories and Subject Descriptors (according to ACM CCS): I.3.3 [Computer Graphics]: Picture/Image Generation—Line andcurve generation

1. Introduction

Understanding high-dimensional data has become a central prob-lem in a wide variety of applications ranging from the physical sci-ences and engineering to business and the social sciences. Amongthe large numbers of available techniques, linear projection (whichproduce 2D embeddings) remains the most popular approach asit is relatively cheap to compute and easy to interpret. One fun-damental challenge is how to identify interesting and informativelinear projections from all the possible projection directions. Evenfor datasets with moderate dimensions, exploring all possible axis-aligned projections, let alone all linear ones, becomes impracti-cal. A method such as PCA (principal component analysis) canbe used to obtain one optimal (maximizing variance) linear pro-jection, however, high-dimensional datasets likely contain complexstructures that cannot be adequately captured by a single linear pro-jection.

Therefore, a common strategy is to search through a large num-ber of potentially interesting projections and select a small setbased on a ranking quality measure computed from the projec-tions. The large number of candidates is usually generated byall axis-aligned projections [EDF08] or random sampling withdimension composition [Asi85, STBC03]. User-defined qual-ity measures, such as the projection pursuit index [FT74], therank-by-feature framework [SS05], and graph-theoretic scagnos-tics [WAG05, WAG06], are used to rank the candidates.

However, few techniques explicitly consider diversity whenchoosing representative projections. As a result, multiple highly

ranked but redundant (similar) projections may be selected. At thesame time, lower ranked ones are discarded even though they maycontain complementary information. On the other hand, each qual-ity measure is designed to capture some aspects of the data, yet lit-tle is known regarding the properties of the measure. For example,understanding the smoothness of a measure and the distribution ofits local maxima is crucial in choosing the right representative pro-jections. In particular, we demonstrate in our study that for somedatasets, many quality measures contain a single maxima globallythat may not be suitable for finding multiple projections.

We introduce the Grassmannian Atlas, a new framework to ana-lyze, compare, and explore the space of all linear projections basedon different quality measures. Rather than working with a few se-lected projections, the space of linear projections is modeled bythe so-called Grassmannian [Har92], which abstracts the space oflinear subspaces in a data-independent manner and compensatesfor affine transformations of the projections. The Grassmannian isapproximated by connecting a set of sampled points (each corre-sponding to a subspace) on the surface of the manifold with a neigh-borhood graph based on well-defined geodesics. We then analyzea given quality measure as a scalar function defined on the Grass-mannian and introduce the notion of locally optimal projections:the local maxima of the quality measure that are robust to smallperturbations of the function. Consequently, using tools from scalarfield topology, we extract a topological skeleton that describes thenumber, locations, and relationships among optimal projections, vi-sualized by the topological spine [CLB11]. The topological spinecaptures the global structure of the quality measure across multi-

c© 2016 The Author(s)Computer Graphics Forum c© 2016 The Eurographics Association and JohnWiley & Sons Ltd. Published by John Wiley & Sons Ltd.

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S. Liu, P.-T Bremer, J. J. Jayaraman, B. Wang, B. Summa & V. Pascucci / Grassmannian Atlas

ple scales and provides important insights into its properties. It alsoleads to a visual map for exploring the space of projections in anintuitive manner.

Our key contributions are summarized below:

• We model the space of all linear projections based on a Grass-mannian that parameterizes all linear subspaces of a high-dimensional dataset, and provide a sampling strategy to approx-imate the Grassmannian in any dimension;

• We construct a given quality measure as a scalar function on theGrassmannian and compute, analyze, and simplify its topologi-cal structure via the notion of topological spine;

• We provide a linked view interface based on topological spinesto study locally optimal projections and explore the global struc-ture of the space of all projections across different quality mea-sures.

2. Related Work

Quality measures. A large number of quality measures have beenproposed due to their practicality and simplicity for selecting inter-esting linear projections based on dimension selection. Tukey pro-posed a set of measures, coined scagnostics, to identify interestingaxis-aligned scatterplots. The set of measures includes the area ofthe peeled convex hull, a modality measure of the kernel densities,a nonlinearity measure based on principal curves fitted to the scat-terplots, etc. [WAG05]. This idea was extended by Wilkinson et al.[WAG05, WAG06] to include nine quality measures that captureproperties such as outliers, shape, trend, and density. Guo [Guo03]introduced an interactive feature selection method for evaluatingthe maximum conditional entropy of all plots in a scatterplot ma-trix. Similarly, the rank-by-feature framework [SS04, SS06] al-lowed users to choose a ranking criterion for axis-aligned projec-tions, such as histogram characteristics and correlation coefficientsbetween axes.

In addition to measuring the quality of dimension selectionamong scatterplots, a large class of work is dedicated to assess-ing and measuring the quality of dimensionality reduction basedon dimension composition (i.e., create new dimensions by combin-ing existing ones). Projection Pursuit [FT74], one of the early ap-proaches, defined the interestingness of a projection as its amountof deviation from a normal distribution. Mokbel et al. [MLGH13]used a pointwise co-ranking measure, which calculates the aver-age number of neighbors that agree in high and low dimensions.Liu et al. [LWBP14] introduced a set of measures derived fromobjective functions that dimensionality reduction techniques aimedto minimize, such as stress and strain [BG05]. Other criteria in-clude measurements of distance distortions, density differences, orranking discrepancies. Their system allowed direct manipulationof low-dimensional embeddings, guided by pointwise quality mea-sures that get updated interactively to resolve structural ambigu-ities. An excellent survey that offered a comprehensive summaryof various quality measures for visualizing high-dimensional datawas provided by Bertini et al. [BTK11]. Our proposed frameworkis general enough to utilize any quality measure, but we focus onanalyzing the global properties of a few popular ones, including theprojection pursuit index, scagnostics, and stress.

Subspace clustering. Various subspace clustering methods provideinteresting alternatives for selecting multiple linear projections tounderstand different aspects of high-dimensional data. These sub-spaces can be constructed either by selecting different subsets of thedimensions (subspace search) or by grouping subsets of the datathat occupy common linear subspaces (subspace clustering). Theformer class of methods (e.g., [CFZ99]) was adopted for visualiza-tion [TMF∗12] to capture complex multivariate structures. How-ever, these subspace search methods are limited to finding axis-aligned subspaces only. In a recent work [LWT∗14], the later classof subspace clustering methods [Vid11] is introduced, which iden-tify views that focus on various subsets of data points that share asubspace. By assuming that, the high-dimensional dataset can berepresented by a mixture of low-dimensional linear subspaces withmixed dimensions, this approach can produce views that focus ona specific region of the space spanned by each of the clusters. Ourproposed framework is different in that we not only care about se-lecting multiple interesting linear projections, but also aim to gaina holistic understanding of their relationships. Such an understand-ing is made possible by first viewing quality metrics as a functionon the Grassmannian and then summarizing the function and visu-alizing its abstraction.

Recently, Lehmann et al. introduced an interesting ap-proach [LT16] to capturing the optimal set of linear projections.The proposed method adopted a dissimilarity measure, which pro-duces a set of linear projections optimized for differences amongthem in order to remove duplicated data patterns. Compared to ourapproach, which is optimized for obtaining locally optimal viewsbased on quality metrics, their method is tuned to maximizing dis-similarity, which may not guarantee the “quality” of the selectedviews.

3. Method

As mentioned above, the Grassmannian Atlas is designed to pro-vide a more intuitive and reliable approach to select a set of 2D lin-ear projections for visualization of a given high-dimensional pointcloud. The challenge is that there exist an infinite number of possi-ble projections, and the top ranked ones according to some qualitymeasure may not be the most informative ones. In particular, sim-ilar projections are likely to have similar quality measures. Conse-quently, a cluster of very similar projections will be chosen overa potentially very different and more informative projection withslightly lower ranking. Instead, we propose to select a set of lo-cally optimal projections as representatives based on computing thehigh-dimensional topological structure of the chosen quality mea-sure. Figure 1 provides an overview of the approach. First, we ran-domly choose a (large) set of linear projections represented as lin-ear subspaces and together with their neighborhood graph use themas a discrete approximation of the Grassmannian manifold, whichdefines the space of all possible linear projections (see Section 3.1).We then evaluate the chosen quality measure on the Grassmannianand compute its topological spine (Section 3.2). The local maximaof the topological spine then indicate locally optimal projections(with respect to the given measure), i.e., those that cannot be im-proved with incremental changes. Finally, the topological spines

c© 2016 The Author(s)Computer Graphics Forum c© 2016 The Eurographics Association and John Wiley & Sons Ltd.

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Sample the Grassmannian

Build neighborhood graph

Calculate quality measureson all the sampled locations

Construct topological spinesCreate Grassmannian Atlas

. . .Saddle

Extrema

Topological Spines

Figure 1: First row: the three steps (marked with different colors) for constructing the Grassmannian Atlas. Bottom row: examine the spaceof linear projections involving a 3D example. For illustration purposes, the left panel displays point cloud samples representing projectionsrather than subspaces as the Gassmannian has no intuitive embedding.

also serve as a convenient and intuitive interface to navigate be-tween different projections.

3.1. Grassmannian Manifold

Grassmannian. We are interested in understanding the structureof quality measures on the space of projections. In a visualizationsetting, one typically can consider a set of projections to be equiv-alent if they produce the same scatterplots under affine transforma-tions. Therefore, a somewhat simpler yet equivalent approach is todirectly consider the space of 2D linear subspaces rather than thespace of projections. Since projections that transform the data intothe same subspaces produce equivalent scatterplots under affinetransformations, the space of linear subspaces is much smaller thanthe space of projections, does not suffer from redundancies, andmost importantly, admits a well-known geodesic distance metricamong the subspaces.

The space of r-dimensional linear subspaces of Rn is called theGrassmannian, denoted by Gr(r,n), and is known to be an embed-ded manifold of dimension r(n−r) [Har92]. Each point on Gr(r,n)represents a linear subspace typically encoded by its orthonormalbasis. Given two subspaces with orthonormal basis A and B, theirgeodesic distance on the manifold can be computed by decompos-ing AT B using its SVD (singular value decomposition) and ob-

taining ∑ri=1(θ 2

i) 1

2 . Each θi = cos−1 σi denotes a principal angle,where σi is the corresponding singular value. In our context, wehave r = 2 and study the space of 2D linear subspaces Gr(2,n) foran n-dimensional (i.e., nD) dataset.

Uniform sampling. To obtain an approximation of the Grass-mannian Gr(2,n), we generate a discrete point cloud sample ofthe manifold and construct a neighborhood graph based upon the

geodesic distances on the manifold. Ideally, the sample should beuniformly random and dense to adequately capture the structure ofthe manifold, as well as the structure of a reasonable function de-fined on the manifold. We first discuss how to construct an approx-imately uniform sampling of a given size, and later in this section,we provide experiments for understanding the relationships amonginput data dimension, sample size, and sample density. The sam-pling quality is evaluated in Section 4.

A random sample on the Grassmannian Gr(2,n) can be gen-erated by constructing uniformly distributed random rotation ma-trices [Mez06]. More specifically, we use the QR decomposi-tion [JM92] of a Gaussian random matrix S (i.e., a matrix thatcontains random numbers with a Gaussian distribution) to computea random rotation matrix T , that is, T = Q · diag(sign(diag(R)))where S = QR. A random sample on the Grassmannian thereforecorresponds to a 2D subspace generated by applying a random ro-tation matrix to a pair of standard basis in Rn. To ensure the setof rotation matrices is approximately uniformly distributed, we canresample the initial points using the k-means++ seed point initial-ization algorithm [AV07], which maximizes the spread of pointsby selecting points away from already selected samples. Finally,we construct a neighborhood graph connecting the sampled pointsusing geodesics. Since the sample is approximately uniform, a k-nearest neighbor graph (kNN) is sufficient (with an appropriatelychosen k). Such a graph is a discrete approximation of Gr(2,n) thatsupports the subsequent topological analysis.

Sampling experiments. In practice, for a given data dimension n,the choice of the number of samples is crucial for reliable analy-sis of the data. To this end, we study the relationships among thenumber of samples (m), the data dimension (n), and the samplingdensity defined by the average nearest neighbor distance (dann). In

c© 2016 The Author(s)Computer Graphics Forum c© 2016 The Eurographics Association and John Wiley & Sons Ltd.

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Figure 2: Sampling experiments. Let m be the sample size, dann be the average nearest neighbor distance, and n be the data dimension. (a) Fora fixed m = 1500, dann increases with an exponential increase of n (x-axis, log-scale). (b) For a fixed n (4 ≤ n ≤ 7), dann (y-axis) decreaseswith an exponential increase of m (x-axis, log-scale). (c) To maintain a fixed density dann ≈ 0.3, m (y-axis, log-scale) scales exponentiallywith n (x-axis).

Figure 2(a), for a fixed m = 1500, we vary the data dimension nwhere 3 ≤ n ≤ 10, and compute dann. We observe that dann in-creases as n grows exponentially (notice that x-axis is log-scale),indicating increasing sparsity in higher dimensions. In Figure 2(b),for a fixed n (4 ≤ n ≤ 7), we observe that dann decreases with theexponential increase of m (notice that the x-axis is log-scale). Fi-nally in Figure 2(c), we illustrate that for an approximately fixeddann ≈ 0.3, the required number of samples m increases exponen-tially with the number of dimensions n (notice that the y-axis islog-scale).

3.2. Quality Measures

Our framework applies to any quality measure; in this work, wefocus on three categories: scagnostics [WAG05, WAG06], pro-jection pursuit indices [CBC93, LCKL05], and the measures de-rived from objective functions of dimensionality reduction meth-ods [LWBP14].

The graph-theoretic scagnostics comprises a set of nine mea-sures describing the shape, trend, and density of points from lin-ear projections: outlying, skewed, sparse, clumpy, striated, con-vex, skinny, stringy, and monotonic. These measures help to auto-matically highlight interesting or unusual scatterplots from a scat-terplot matrix. Scagnostics computation relies on graph-theoreticmeasures such as the convex hull, alpha hull, and minimal span-ning tree of the points. Take the skinny measure for example,cskinny = 1−

√4πarea(A)/perimeter(A), where A indicates an al-

pha hull of the points in the projection.

Projection pursuit indices are quality measures developed on thebasis of the original projection pursuit approach [FT74] to capturevarious features in a projection. In particular, we include gini, en-tropy [LCKL05] (highlighting class separation), central mass, andhole [CBC93] measures in this study. Finally, the objective func-tions of dimensionality reduction methods are also used for identi-fying interesting projections. Linear Discriminant Analysis (LDA)

can be adopted to measure the amount of class separation. Stress,which is the objective function in the distance scaling version ofMultidimensional Scaling (MDS), measures the quality of distancepreservation. Let di j be the distance between a pair of points i, j inRn and d̂i j be the corresponding distance in Rk, where k < n. Stressis defined as ∑i, j(di j− d̂i j)

2/∑i, j d2i j [BSL∗08].

Given an approximation of the Grassmannian, we consider var-ious quality measures of interest as scalar functions on the Grass-mannian, and calculate their values on all the sampled locations.

3.3. Topological Summaries of Quality Measures

Given the list of subspace (samples) with the corresponding qual-ity values, the tradition approach simply selects the highest rankingviews and presents them to the user. However, as discussed above,some of these views may be similar and thus redundant. Considerthe 1D example of Figure 3(a). The two highest ranking samplesare close together, i.e., represent a very similar projection, but thesecond peak is ignored, even though in practice it may provide avery different view and thus likely more information. Treating thesamples as individual points, these relationships between subspacesare difficult to consider. Exploiting the underlying manifold struc-ture, however, leads to an intuitive definition of locally optimal sub-space. Given both the samples and their neighborhood relations itis natural to consider only those subspaces that have no neighborwith a higher metric value. Intuitively, we prefer views where nosmall adjustment could lead to a higher quality value. Such a ten-dency naturally leads to the concepts of topology and in particularthe Morse complex of the metrics.

Morse complex and persistence. We use the topological notionsof Morse complex to identify local maxima of a function and per-sistence to quantify their robustness.

Given an Morse function defined on a smooth manifold, f :M→

c© 2016 The Author(s)Computer Graphics Forum c© 2016 The Eurographics Association and John Wiley & Sons Ltd.

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S. Liu, P.-T Bremer, J. J. Jayaraman, B. Wang, B. Summa & V. Pascucci / Grassmannian Atlas

(a)

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Figure 3: Selecting projections based purely on the ranking of aquality measure, (a) fails to identify structurally distinct projectionsas those obtained via topological analysis (b).

R, An integral line of f is a path in M whose tangent vector agreeswith the gradient of f at each point along the path. An integral linestarts at a local minimum and ends at a local maximum of f . De-scending manifolds (surrounding local maxima) are constructed asclusters of integral lines that have common destinations. The de-scending manifolds form a cell complex that partitions M, referredto as the Morse complex.

In our context, M is the Grassmannian, a smooth manifold with-out a boundary, and f is a quality measure of interest. We identifylocal maxima of f based on the Morse complex, and they corre-spond to structurally distinct regions within the landscape of f . Tofurther quantify the robustness of a local maximum, we use thenotion of topological persistence. The persistence of a local max-imum is defined to be the minimum amount of perturbation to thefunction that removes it. In Figure 3, for example, the right peakis less persistent than the left peak, since it can be removed with anearby critical point (e.g., a local minimum) with a smaller amountof perturbation. We use the discrete algorithm of [GBPW10] to ap-proximate the Morse complex of a measure, given a sampling andneighborhood graph as discussed in Section 3.1.

SaddleMaxima

Persistence Plot

Figure 4: Multiscale topological spine representations. The persis-tence plots are shown on the left: the x-axis corresponds to the per-sistence threshold, and the y-axis is the number of current cells inthe simplification. The long plateau in the persistence plot (bottom)corresponds to a stable topological structure.

Topological spines. The Morse complex provides a structural sum-mary of the topology of a function, and is well defined in any di-mension, but it is not easy to visualize. Instead, we use the conceptof topological spines [CLB11] to visualize both the space of pro-jections and an intuitive interface for users to select and explorevarious projections (see Figure 4)

The topological spine adapts a terrain metaphor, as shown in Fig-ure 4, that connects local maxima whose corresponding descendingmanifolds have shared boundaries. Intuitively, these connectionscan be interpreted as the ridge-lines between neighboring peaks ofa terrain. The topological spine uses two parameters to simplify itsstructure. First, persistence is used to remove noise and artifactsto construct a simplified dual complex. Second, a variation thresh-old is provided to determine which of the remaining connectionsshould be considered “ridge-like”, and only those above the thresh-old are visualized. Furthermore, the size of each cell in the Morsecomplex, i.e., the number of samples it contains, is encoded by thewidth of the topological spine. The persistence plot (see Figure 4)is essential for understanding the distribution of robust features inthe function: a long flat plateau indicates the existence of multi-ple robust peaks that are good candidates for selection, whereas adescending slope suggests excessive noise and the lack of robuststructures.

3.4. Interactive User Interface

Apart from the automatic selection of locally optimal views, oursystem also allows users to interactively explore the different viewpoints using the topological spine as a selection interface. In partic-ular, the system allows selection of the simplification (persistence)levels that automatically updates the spine and provide dynamictransitions between maxima/projections. The interface consists oftwo linked views, the topological spine panel and the dynamic pro-jection panel. The former displays the topological spine of the cho-sen quality measure at the selected persistence set directly via theembedded persistence plot (see Figure 4). The projection panel dis-plays the dataset using the currently selected linear projection (localmaxima). To better understand the relationships between projec-tions we use the dynamic projection approach [STBC03] to createanimated transitions between projections by displaying a set of in-termediate linear projections (see the supplementary video for moredetails).

3.5. Computation Complexity

Since the sampling of Grassmannian Gr(2,n) and the constructionof neighborhood graphs are independent from the actual datasetas well as the quality measures, the sampling process need to becomputed for each dimension n only once. Let m be the numberof data points, n the number of data dimensions, and k the numberof samples on the Grassmannian. Evaluating the quality measuresfor each linear projection takes between O(mn2) (Scagnostics withbinning optimization) and O(m2n) (Stress). The algorithm used toconstruct the topological spine from the samples of a given qual-ity measure has a complexity of O(k logk). Therefore, the overallcomputation complexity for a given data with a selected qualitymeasure is O(m2nk+ k logk). The theoretical relationship between

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the number of samples k and data dimension n is examined in Sec-tion 4. Quality measures and their corresponding topological spinesare pre-computed to support interactive exploration. For the exam-ples in this paper, the computation time varies between 2 to 30 min-utes, depending on the data dimension, sample size, and the numberof quality measures. The test setup consists of a machine with IntelCore i5 2.8GHz processor running Linux. The software frameworkis written in C++/Qt and compiled with GCC 4.8.

4. Results and Evaluation

In this section, we first evaluate our sampling procedure by show-ing that our approach samples the Grassmannian evenly and com-pletely. Subsequently, we show that the topological structure is sta-ble for different sampling sizes and neighborhood graphs. We thencompare the topological structures of various metrics on differentdatasets to better understand the behavior of each metric. Finally,we show our collaboration with domain experts for applying theproposed framework to the Word2Vec dataset.

4.1. Parameter Validation: Sampling Density and SamplingSize

To reliably represent functions defined on the Grassmannian, werequire a uniformly distributed sample that covers the entire man-ifold. For moderate input dimensions, the Grassmannian has com-paratively low dimensions, and creating sufficient samples, espe-cially during offline pre-processing, is straightforward. If the datadimension becomes too large for the available resources, the Grass-mannian has been shown to be amenable to dimension reduction,i.e., a PCA [Jol05].

Pointwise farthest neighbor distance Pointwise nearest neighbor distance

Figure 5: A histogram showing the distribution of pointwise nearest(blue) and farthest (orange) neighbor distances for Gr(2,5) with10K samples.

To validate our results, Figure 5 shows the histogram of near-est neighbor distances and farthest neighbor distances for 10k sam-ples from Gr(2,5). As expected, the nearest neighbor distances aretightly clustered, indicating a nearly uniform distribution. Simi-larly, the farthest neighbor distances indicate that the entire man-ifold has a “diameter” of 1.4. As the sample is random and/or re-sampled, the uniform farthest neighbor distance makes it unlikely(though not impossible) that the manifold is not completely cov-ered. However, a high-quality sample of the Grassmannian doesnot necessarily guarantee that a given metric defined on the Grass-mannian is well sampled.

Figure 6 shows the persistence plots and topological spines forthe two-planes dataset (see below) for different numbers of samplesand different neighborhood sizes for graph construction. All resultsare stable, indicating that at least for this dataset the Grassmannianis sufficiently sampled and our approach is numerically stable. Wehave performed similar parameter studies for all experiments in thepaper and found similar results.

1500 Samples 5k Samples 10k Samples

k-NN, k=7 k-NN, k=8 k-NN, k=9

"Outlying"

"Clumpy"

Figure 6: Validating the stability of topological spines by varyingthe number of samples and the number of neighbors for the k-NNgraph.

4.2. Validation With Synthetic Two-Planes Dataset

To evaluate the effectiveness of our approach we analyze a syn-thetic dataset containing samples from two 2D planes embeddedin R3 that intersect with a 75-degree angle (see Figure 7(a)). Thescagnostics skinny measure (Figure 7(b)) identifies the head-onprojection in which both planes are skinny as the main mode andvarious other projections where only a single plane is “skinny” asalternatives. The Stress measure (Figure 7(c)) finds only a single,stable maximum, which identifies an average view in which bothplanes are equally distorted. The projection pursuit index centralmass (Figure 7(d)), on the other hand identifies good projections forboth planes as local maxima. These experiments demonstrate thatthe Grassmannian Atlas not only is able to identify good projec-tions but also provides insights into the measure itself. A measurewith only a single stable maximum likely produces some globallyaverage view whereas multiple maxima indicate several comple-mentary views emphasizing different, local aspects of the data.

4.3. Quality Measure Comparisons

The Grassmannian Atlas not only helps to identify complementaryprojections and summarize the structure of quality measures, butalso provides an avenue for examining and comparing high-levelstructures of quality measures in general. In particular, the persis-tence plot encodes a number of interesting properties in a conciseand intuitive manner. As discussed in Section 3.3, the persistenceplot records the number of salient local maxima depending on thesimplification threshold. In general, the most interesting feature ina persistence plot is the number and width of stairs. Multiple stairsindicate several sets of complementary projections, and the widthencodes how stable these features are.

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(a) (b) (d)(c)

Scagnostics-Skinny Projection Pursuit Index-Central Mass

plane-1

plane-2

Stress

Figure 7: Validate the Grassmannian Atlas framework on a synthetic two-planes dataset. The dataset is sampled from the space illustratedin (a). In (b), the two maxima within the topological spine correspond to the projections where one or both planes are at the “skinniest”. In(c), the (global) stress measure captures one only interesting projection at its global maxima. In (d), the projection pursuit index central massmeasure captures the two projections where one of the two planes becomes “skinny".

Dataset Stress LDA Central-Mass ClumpyHole Outlying Stress-RangeMonotonic Sparse Skinny Striated

Iris

Olive Oil

E. coli

2plane

Figure 8: Quality measures comparison by evaluating their respective persistence plots, which provide concise summaries of the multireso-lution topological structure. Only four datasets are shown here due to space constrains.

We compute the persistence plots for all 16 quality measures (9scagnostics, 3 projection pursuit indices, 4 based on objective func-tions of dimension reduction techniques) and include 11 of thesein Figure 8. For each measure we evaluate its behavior for fivedatasets: (i) 2-planes synthetic dataset (3D), (ii) UCI Iris dataset(150 samples in 4D), (iii) UCI E. coli dataset (332 samples in 6D, asubset of the original 336 samples in 8D), (iv) olive oil dataset (572samples in 8D), and (v) housing dataset (506 samples in 14D). Thedetails for each dataset can be found in the UCI machine learningrepository (http://archive.ics.uci.edu/ml/).

As shown in Figure 8, surprisingly few measures ever show morethan two or three complementary projections based on the numberof wide stairs in their persistence plots, and the stress measure cap-tures a single robust projection in most cases. Such an observationhas important implications for ranking-based projection selection -selecting more projections would most likely result in informationredundancy. The significant discrepancies among the topologicalstructures of different quality measures can be explained by theirformulations and design goals. The stress measure originates fromthe objective function of MDS [BSL∗08], and is designed to cre-ate a single embedding that best preserves the pairwise distances.

Therefore the stress measure typically produces a single projectionthat is optimal on average. On the other hand, quality measuresthat focus on evaluating the quality of projections based on localstructure preservation typically provide multiple, complementaryprojections. As shown in Figure 8, the clumpy, outlying measuresare some of the more effective ones for identifying complementaryprojections.

In general, given an appropriate quality measure, the Grassman-nian Atlas can reliably identify potentially diverse and locally opti-mal projections. Compared to conventional rank-based approaches,our framework summarizes the structural relationships among pro-jections according to the topology of the quality measure, and pro-vides a more reliable and locally optimal set of projections for vi-sualization.

For example, as shown in Figure 9, based on the clumpy qualitymeasure, our framework identifies multiple interesting projectionsfor the E. coli dataset that capture meaningful biological relation-ships.

The data points (corresponding to different E. coli strains) inthe two highlighted projections form clear clusters that are well

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Outlier

Global Maximum

Local Maximum

Figure 9: The complementary projections captured by Grassman-nian Atlas using the scagnostics clumpy measure for the E. colidataset.

aligned with the localization site classification labels (see detailsin [HN96]). The black corresponds to the cytoplasm localiza-tion site, which comprises cytosol (the gel-like substance enclosedwithin the cell membrane) and the organelles (the cell’s inter-nal sub-structures); the purple represents inner membrane with-out signal sequence; the orange contains inner membrane withuncleavable signal sequence; the light green corresponds to outermembrane; the brown (with only 5 points) is the outer membranelipoprotein; and the dark green corresponds to perisplasm, a con-centrated gel-like matrix in the space between the inner cytoplas-mic membrane and the bacterial outer membrane. The projectionat the global maxima captures clear separation between the black,and the (light and dark) green points, separating materials from theinner membrane to the ones from or close to the outer membrane.On the other hand, the projection at the local maxima merges theblack with the green points. Both projections group the purple andorange points into one cluster that contains information regardingthe inner membrane.

Average Number of Rooms (RM) Crime Rate (CRIM)

Figure 10: The different outliers captured by the Grassmannian At-las using the scagnostics outlying measure for the housing dataset.The outliers are highlighted by small solid circles.

Figure 10 shows a set of housing data in which each entry recordsvarious property characteristics (14 in total), such as crime rate, me-dian property value, average number of rooms per dwelling, etc. oftowns in Boston area. By utilizing the proposed framework and ex-amining the topological spine and corresponding projection com-puted from the outlying measure, we are able to identify some in-teresting outliers which shed light on the large socioeconomic in-equality correlated with the geological separation.

As shown in the projection on the right, we are able to identifyoutliers that correspond to towns with a comparatively very highcrime rate. The difference is so extreme that this outlying patternis strongest among all the linear projection samples. By looking atone of the local extrema (the projection on the left), we can see theaverage number of rooms also are correlated with some outliers.After examining the individual data points, we can see the outlierscorresponding to the towns that have around 8-9 average rooms perdwelling, while at the same time the minimal number is around 3.5.

4.4. Word2Vec Dataset

The following study of Word2Vec dataset is a collaboration withan expert in natural language processing (NLP). The popularWord2Vec algorithm [MSC∗13] learns a vector space representa-tion of words by modeling the intrinsic semantics of large textcorpora. It consolidates the statistical relationships between wordsin an abstract high-dimensional feature space. According to ourcollaborator, the analysis and visualization approach for such adataset is very limited. Often, the t-SNE [VdMH08] nonlinear pro-jection algorithm is used for visualization, but most relationships inWord2Vec are linear in nature. He suggests a visualization tool thatcan produce interesting linear projections to emphasize semanticproperties in different parts of the data could lead to valuable newinsights.

The complete Word2Vec dataset is obtained by running theWord2Vec algorithm on corpora of news articles, containing 100billion words. The dimension of the resulting vector representationsfor the words is fixed at 300. The data used in our experiment is asmall subset of the Word2Vec dataset, containing 900 frequentlyoccurring words obtained from the Google analogy task list. Thislist contains pairs of words with a semantic or syntactic relation-ship between them, e.g., (queen, king) and (man, woman). Follow-ing this, we use PCA to reduce the dimension of the word vectorsto 5D in order to reduce the sampling cost. Note that subsamplingand dimension reduction are both common strategies in NLP tolimit the complexity of the input data without introducing signifi-cant errors. To provide a context for the visualization, we label the900 words with 10 categories such as adjective, adverb, verb, anddifferent groups of nouns (e.g., capitals and countries in differentcontinents, states of the US, etc.).

As shown in our quality measure comparison analysis in Sec-tion 4.3, several measures, such as clumpy, outlying, which aremore likely to identify multiple complementary projections. In ad-dition, clumpy by definition will likely highlight cluster-like fea-tures. As demonstrated in Figure 11, the clumpy measure helpscapture the projections that reveals interesting semantic relationsin the analogy dataset. The largest maxima (shown on the right)correspond to a projection that clearly separates cities and coun-tries from all other words and does well in separating their respec-tive continents (e.g., orange for North America, dark green for Eu-rope, and blue for South America). A second projection (shownon the left) does less well on cities and countries, but nicely sep-arates the remaining groups of words. Our collaborator considersthe left projection to be the most informative overall, yet it does nothave a very high global ranking, and it would likely be ignored in aranking-based approach.

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cities & countries cities & countries

family nouns: daughter, grandson, etc.

fruit nouns: apple, bananaadjectives, adverbs.

Figure 11: Word2Vect dataset. The clumpy measure helps to identify the two projections that highlight clear separation between cities andcountries from the rest of the data points.

A one-on-one session is carried out to obtain meaningful feed-back from the collaborator. First, a carefully prepared demo by theresearcher is presented to the collaborator. Then the collaboratoris directed to experiment with the tool to explore the various mea-sures and projections interactively. The session is concluded by adiscussion regarding the capability and usability of the tool. Ourcollaborator shows great interest in the capability of the proposedframework. He points out that the Grassmannian Atlas frameworkcan be a useful tool for exploring the word feature space, espe-cially considering it does not have any restriction on what qualitymeasures can be adopted. For example, he suggests new measuresspecifically tailored towards text analysis can be designed by incor-porating semantic relationships among words. Regarding the pos-sible challenges for using the proposed tool, the collaborator pointsout the basic concept can be challenging to digest at first, since itapproaches the problem from a fundamentally different perspective(the space of all linear projections).

5. Conclusion

The Grassmannian Atlas provides a fundamentally unique ap-proach to exploring the space of all linear projections, the Grass-mannian. By studying quality measures as functions defined onthe Grassmannian, we are able to identify local optimal projec-tions as well as obtain an intuitive understanding of the topolog-ical structures of the quality measures themselves. Our frameworknot only enables the comparison among multiple quality measures(Figure. 8), but also helps to guide the design of and provide bench-marks for new quality measures.

The advantage of our approach lies in the ability to provide aholistic interpretation of the space of all linear projections for agiven measure, However, this ability also leads to an unavoidablebattle against the curse of dimensionality: the space complexity ofthe Grassmannian and the number of samples (based on currentsampling techniques) needed for a reliable coverage grow exponen-tially in the number of dimensions. To mitigate this issue, we as-sume that our data typically has low intrinsic dimensions and applydimension reduction as a pre-processing step, and therefore retain

a balance between the sampling expense and the data accuracy. Todecrease the number of samples required for accurately represent-ing the Grassmannian, an adaptive data centric sampling approachis preferred. However, at the moment efficient sampling of an ar-bitrary function on the Grassmannian is still an open problem (andalso an opportunity for future research).

Acknowledgments

This work was performed in part under the auspices of the USDOE by LLNL under Contract DE-AC52-07NA27344., LLNL-CONF-658933. This work is also supported in part by NSF IIS-1513616, NSF 0904631, DE-EE0004449, DE-NA0002375, DE-SC0007446, DE-SC0010498, NSG IIS-1045032, NSF EFT ACI-0906379, DOE/NEUP 120341, DOE/Codesign P01180734. BeiWang is partially supported by NSF IIS-1513616.

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