Trustworthiness of t-Distributed Stochastic Neighbour Embedding

A well known technique for embedding high dimensional objects in two or three dimensional space is the t-distributed stochastic neighbour embedding (t-SNE). The t-SNE minimizes the Kullback-Liebler (KL) divergence between two probability distributions, one induced on points in the high dimensional space and the other induced on points in the low dimensional embedding space. In this work, we consider a more general framework of using Rényi divergence which is parametrized by the order α, the KL-divergence is a special case when α → 1.We study how various Rényi divergences perform when compared to the KL-divergence. We show that in terms of the metrics of trustworthiness and neighbourhood preservation, the embedding becomes better as Rényi divergence approaches the KL-divergence.