Local Procrustes for Manifold Embedding: A Measure of Embedding Quality and Embedding Algorithms

We present the Procrustes measure, a novel measure based on Procrustes rotation that enables quantitative comparison of the output of manifold-based embedding algorithms (such as LLE (Roweis and Saul, 2000) and Isomap (Tenenbaum et al, 2000)). The measure also serves as a natural tool when choosing dimension-reduction parameters. We also present two novel dimension-reduction techniques that attempt to minimize the suggested measure, and compare the results of these techniques to the results of existing algorithms. Finally, we suggest a simple iterative method that can be used to improve the output of existing algorithms.