t-Distributed Stochastic Neighbor Embedding

modifies
the embeddings using options specified by one or more name-value pair
arguments.`Y`

= tsne(`X`

,`Name,Value`

)

The Fisher iris data set has four-dimensional measurements of irises, and corresponding classification into species. Visualize this data by reducing the dimension using `tsne`

.

load fisheriris rng default % for reproducibility Y = tsne(meas); gscatter(Y(:,1),Y(:,2),species)

Use various distance metrics to try to obtain a better separation between species in the Fisher iris data.

load fisheriris rng('default') % for reproducibility Y = tsne(meas,'Algorithm','exact','Distance','mahalanobis'); subplot(2,2,1) gscatter(Y(:,1),Y(:,2),species) title('Mahalanobis') rng('default') % for fair comparison Y = tsne(meas,'Algorithm','exact','Distance','cosine'); subplot(2,2,2) gscatter(Y(:,1),Y(:,2),species) title('Cosine') rng('default') % for fair comparison Y = tsne(meas,'Algorithm','exact','Distance','chebychev'); subplot(2,2,3) gscatter(Y(:,1),Y(:,2),species) title('Chebychev') rng('default') % for fair comparison Y = tsne(meas,'Algorithm','exact','Distance','euclidean'); subplot(2,2,4) gscatter(Y(:,1),Y(:,2),species) title('Euclidean')

In this case, the cosine, Chebychev, and Euclidean distance metrics give reasonably good separation of clusters. But the Mahalanobis distance metric does not give a good separation.

`NaN`

Input Data`tsne`

removes input data rows that contain any `NaN`

entries. Therefore, you must remove any such rows from your classification data before plotting.

For example, change a few random entries in the Fisher iris data to `NaN`

.

load fisheriris rng default % for reproducibility meas(rand(size(meas)) < 0.05) = NaN;

Embed the four-dimensional data into two dimensions using `tsne`

.

Y = tsne(meas,'Algorithm','exact');

Warning: Rows with NaN missing values in X or 'InitialY' values are removed.

Determine how many rows were eliminated from the embedding.

length(species)-length(Y)

ans = 22

Prepare to plot the result by locating the rows of `meas`

that have no `NaN`

values.

goodrows = not(any(isnan(meas),2));

Plot the results using only the rows of `species`

that correspond to rows of `meas`

with no `NaN`

values.

gscatter(Y(:,1),Y(:,2),species(goodrows))

Find both 2-D and 3-D embeddings of the Fisher iris data, and compare the loss for each embedding. It is likely that the loss is lower for a 3-D embedding, because this embedding has more freedom to match the original data.

load fisheriris rng default % for reproducibility [Y,loss] = tsne(meas,'Algorithm','exact'); rng default % for fair comparison [Y2,loss2] = tsne(meas,'Algorithm','exact','NumDimensions',3); fprintf('2-D embedding has loss %g, and 3-D embedding has loss %g.\n',loss,loss2)

2-D embedding has loss 0.127858, and 3-D embedding has loss 0.0970211.

As expected, the 3-D embedding has lower loss.

View the embeddings. Use RGB colors `[1 0 0]`

, `[0 1 0]`

, and `[0 0 1]`

.

For the 3-D plot, convert the species to numeric values using the `categorical`

command, then convert the numeric values to RGB colors using the `sparse`

function as follows. If `v`

is a vector of positive integers 1, 2, or 3, corresponding to the species data, then the command

`sparse(1:numel(v),v,ones(size(v)))`

is a sparse matrix whose rows are the RGB colors of the species.

```
gscatter(Y(:,1),Y(:,2),species,eye(3))
title('2-D Embedding')
```

figure v = double(categorical(species)); c = full(sparse(1:numel(v),v,ones(size(v)),numel(v),3)); scatter3(Y2(:,1),Y2(:,2),Y2(:,3),15,c,'filled') title('3-D Embedding') view(-50,8)

`X`

— Data points`n`

-by-`m`

matrixData points, specified as an `n`

-by-`m`

matrix,
where each row is one `m`

-dimensional point.

`tsne`

removes rows of `X`

that
contain any `NaN`

values before creating an embedding.
See Plot Results with NaN Input Data.

**Data Types: **`single`

| `double`

Specify optional
comma-separated pairs of `Name,Value`

arguments. `Name`

is
the argument name and `Value`

is the corresponding value.
`Name`

must appear inside quotes. You can specify several name and value
pair arguments in any order as
`Name1,Value1,...,NameN,ValueN`

.

```
Y =
tsne(X,'Algorithm','Exact','NumPCAComponents',50)
```

`'Algorithm'`

— `tsne`

algorithm`'barneshut'`

(default) | `'exact'`

`tsne`

algorithm, specified as `'barneshut'`

or `'exact'`

.
The `'exact'`

algorithm optimizes the Kullback-Leibler
divergence of distributions between the original space and the embedded
space. The `'barneshut'`

algorithm performs an approximate
optimization that is faster and uses less memory when the number of
data rows is large.

For the `'barneshut'`

algorithm, `tsne`

uses `knnsearch`

to find the nearest neighbors.

**Example: **`'exact'`

`'Distance'`

— Distance metric`'euclidean'`

(default) | `'seuclidean'`

| `'cityblock'`

| `'chebychev'`

| `'minkowski'`

| `'mahalanobis'`

| `'cosine'`

| `'correlation'`

| `'spearman'`

| `'hamming'`

| `'jaccard'`

| function handleDistance metric, specified by one of the following. For definitions
of the distance metrics, see `pdist`

.

`'euclidean'`

— Euclidean distance.`'seuclidean'`

— Standardized Euclidean distance. Each coordinate difference between rows in`X`

and the query matrix is scaled by dividing by the corresponding element of the standard deviation computed from`S =`

.`nanstd`

(X)`'cityblock'`

— City block distance.`'chebychev'`

— Chebychev distance, which is the maximum coordinate difference.`'minkowski'`

— Minkowski distance with exponent 2. This is the same as Euclidean distance.`'mahalanobis'`

— Mahalanobis distance, computed using the positive definite covariance matrix`nancov(X)`

.`'cosine'`

— 1 minus the cosine of the included angle between observations (treated as vectors).`'correlation'`

— One minus the sample linear correlation between observations (treated as sequences of values).`'spearman'`

— One minus the sample Spearman's rank correlation between observations (treated as sequences of values).`'hamming'`

— Hamming distance, which is the percentage of coordinates that differ.`'jaccard'`

— One minus the Jaccard coefficient, which is the percentage of nonzero coordinates that differ.custom distance function — A distance function specified using

`@`

(for example,`@distfun`

). For details, see More About.

In all cases, `tsne`

uses squared pairwise
distances to calculate the Gaussian kernel in the joint distribution
of `X`

.

**Example: **`'mahalanobis'`

`'Exaggeration'`

— Size of natural clusters in data`4`

(default) | scalar value `1`

or greaterSize of natural clusters in data, specified as a scalar value `1`

or
greater.

A large exaggeration makes `tsne`

learn larger
joint probabilities of `Y`

and creates relatively
more space between clusters in `Y`

. `tsne`

uses
exaggeration in the first 99 optimization iterations.

If the value of Kullback-Leibler divergence increases in the early stage of the optimization, try reducing the exaggeration. See tsne Settings.

**Example: **`10`

**Data Types: **`single`

| `double`

`'NumDimensions'`

— Dimension of the output `Y`

`2`

(default) | positive integerDimension of the output `Y`

, specified as
a positive integer. Generally, set `NumDimensions`

to `2`

or `3`

.

**Example: **`3`

**Data Types: **`single`

| `double`

`'NumPCAComponents'`

— PCA dimension reduction`0`

(default) | nonnegative integerPCA dimension reduction, specified as a nonnegative integer.
Before `tsne`

embeds the high-dimensional data,
it first reduces the dimensionality of the data to `NumPCAComponents`

using
the `pca`

function. When `NumPCAComponents`

is `0`

, `tsne`

does
not use PCA.

**Example: **`50`

**Data Types: **`single`

| `double`

`'Perplexity'`

— Effective number of local neighbors of each point`30`

(default) | positive scalarEffective number of local neighbors of each point, specified as a positive scalar. See t-SNE Algorithm.

Larger perplexity causes `tsne`

to use more
points as nearest neighbors. Use a larger value of `Perplexity`

for
a large dataset. Typical `Perplexity`

values are
from `5`

to `50`

. In the Barnes-Hut
algorithm, `tsne`

uses `min(3*Perplexity,N-1)`

as
the number of nearest neighbors. See tsne Settings.

**Example: **`10`

**Data Types: **`single`

| `double`

`'Standardize'`

— Normalize input data`false`

(default) | `true`

Normalize input data, specified as `false`

or `true`

.
When `true`

, `tsne`

centers and
scales `X`

by dividing the columns by their standard
deviations.

When features in `X`

are on different scales,
set `'Standardize'`

to `true`

. Do
this because the learning process is based on nearest neighbors, so
features with large scales can override the contribution of features
with small scales.

**Example: **`true`

**Data Types: **`logical`

`'InitialY'`

— Initial embedded points`1e-4*randn(N,NumDimensions)`

(default) | `n`

-by-`NumDimensions`

real
matrixInitial embedded points, specified as an `n`

-by-`NumDimensions`

real
matrix, where `n`

is the number of rows of `X`

.
The `tsne`

optimization algorithm uses these points
as initial values.

**Data Types: **`single`

| `double`

`'LearnRate'`

— Learning rate for optimization process`500`

(default) | positive scalarLearning rate for optimization process, specified as a positive
scalar. Typically, set values from `100`

through `1000`

.

When `LearnRate`

is too small, `tsne`

can
converge to a poor local minimum. When `LearnRate`

is
too large, the optimization can initially have the Kullback-Leibler
divergence increase rather than decrease. See tsne Settings.

**Example: **`1000`

**Data Types: **`single`

| `double`

`'NumPrint'`

— Iterative display frequency`20`

(default) | positive integerIterative display frequency, specified as a positive integer.
When the `Verbose`

name-value pair is not `0`

, `tsne`

returns
iterative display after every `NumPrint`

iterations.
If the `Options`

name-value pair contains a nonempty `'OutputFcn'`

entry,
then output functions run after every `NumPrint`

iterations.

**Example: **`20`

**Data Types: **`single`

| `double`

`'Options'`

— Optimization optionsstructure containing the fields

`'MaxIter'`

,
`'OutputFcn'`

, and
`'TolFun'`

Optimization options, specified as a structure containing the
fields `'MaxIter'`

, `'OutputFcn'`

,
and `'TolFun'`

. Create `'Options'`

using `statset`

or `struct`

.

`'MaxIter'`

— Positive integer specifying the maximum number of optimization iterations. Default:`1000`

.`'OutputFcn'`

— Function handle or cell array of function handles specifying one or more functions to call after every`NumPrint`

optimization iterations. For syntax details, see t-SNE Output Function. Default:`[]`

.`'TolFun'`

— Stopping criterion for the optimization. The optimization exits when the norm of the gradient of the Kullback-Leibler divergence is less than`'TolFun'`

. Default:`1e-10`

.

**Example: **`options = statset('MaxIter',500)`

**Data Types: **`struct`

`'Theta'`

— Barnes-Hut tradeoff parameter`0.5`

(default) | scalar from 0 through 1Barnes-Hut tradeoff parameter, specified as a scalar from 0
through 1. Higher values give a faster but less accurate optimization.
Applies only when `Algorithm`

is `'barneshut'`

.

**Example: **`0.1`

**Data Types: **`single`

| `double`

`'Verbose'`

— Iterative display`0`

(default) | `1`

| `2`

Iterative display, specified as `0`

, `1`

,
or `2`

. When `Verbose`

is not `0`

, `tsne`

prints
a summary table of the Kullback-Leibler divergence and the norm of
its gradient every `NumPrint`

iterations.

When `Verbose`

is `2`

, `tsne`

also
prints the variances of Gaussian kernels. `tsne`

uses
these kernels in its computation of the joint probability of `X`

.
If you see a large difference in the scales of the minimum and maximum
variances, you can sometimes get more suitable results by rescaling `X`

.

**Example: **`2`

**Data Types: **`single`

| `double`

`Y`

— Embedded points`n`

-by-`NumDimensions`

matrixEmbedded points, returned as an `n`

-by-`NumDimensions`

matrix.
Each row represents one embedded point. `n`

is the
number of rows of data `X`

that do not contain
any `NaN`

entries. See Plot Results with NaN Input Data.

`loss`

— Kullback-Leibler divergencenonnegative scalar

Kullback-Leibler divergence between modeled input and output distributions, returned as a nonnegative scalar. For details, see t-SNE Algorithm.

The syntax of a custom distance function is as follows.

`function D2 = distfun(ZI,ZJ)`

`tsne`

passes `ZI`

and `ZJ`

to
your function, and your function computes the distance.

`ZI`

is a 1-by-*n*vector containing a single row from`X`

or`Y`

.`ZJ`

is an*m*-by-*n*matrix containing multiple rows of`X`

or`Y`

.

Your function returns `D2`

, which is an *m*-by-1
vector of distances. The *j*th element of `D2`

is
the distance between the observations `ZI`

and `ZJ(j,:)`

.

If your data are not sparse, then usually the built-in distance functions are faster than a function handle.

`tsne`

constructs a set of embedded points
in a low-dimensional space whose relative similarities mimic those
of the original high-dimensional points. The embedded points show
the clustering in the original data.

Roughly, the algorithm models the original points as coming
from a Gaussian distribution, and the embedded points as coming from
a Student’s *t* distribution. The algorithm
tries to minimize the Kullback-Leibler divergence between these two
distributions by moving the embedded points.

For details, see t-SNE.

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