Intiution#
1. Core Idea#
t-SNE is all about preserving local neighborhoods.
Imagine you have a high-dimensional dataset.
You want a 2D or 3D plot that reflects how points relate to each other locally.
t-SNE does this by modeling the probability that two points are neighbors and trying to preserve that in the low-dimensional embedding.
2. Step-by-Step Intuition#
Step 1: Compute Similarities in High-Dimensional Space#
For each point, t-SNE computes how similar it is to every other point using conditional probabilities:
Interpretation:
If two points are close in high-D space → probability \(p_{ij}\) is high.
If far apart → \(p_{ij}\) is low.
This captures local neighborhood structure.
Step 2: Map to Low-Dimensional Space#
t-SNE places points in 2D/3D randomly at first.
Then, it defines low-dimensional similarities using a heavy-tailed Student-t distribution:
Why t-distribution?
Avoids “crowding problem.”
Faraway points in high-D space can be pushed apart in 2D.
Step 3: Minimize Difference Between High-D and Low-D#
t-SNE minimizes the Kullback-Leibler (KL) divergence between high-D and low-D similarities:
Interpretation:
Low KL → points that were close remain close.
Points that were distant in high-D space may be pushed farther apart in 2D.
3. Visualization Analogy#
Imagine a sheet of paper representing low-D space.
High-dimensional points are connected by springs to neighbors with strengths proportional to similarity.
t-SNE moves the points around so that the spring system is relaxed, preserving local neighborhoods while allowing distant points to spread out.
4. Key Takeaways#
Concept |
Intuition |
|---|---|
High-D similarity |
“Which points are neighbors?” |
Low-D similarity |
“Place neighbors close, others far” |
KL divergence |
“Minimize mismatch between high-D and low-D neighbors” |
Heavy-tailed distribution |
“Prevent crowding, let distant points stretch” |
Summary
t-SNE does not preserve global distances.
It highlights clusters and local relationships.
Best used for visualizing patterns rather than downstream modeling.