166
13
Useful Algorithms
so that
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayout ∂S2
∂zkμ
= 2B−1
N,N
Σ
i, j=1
[∼Ei j −Ei j] ∂∼Ei j
∂zkμ
.
(13.19)
Using Eq. (13.14) gives
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayout∂∼Ei j
∂zkμ
= ∼E−1
i j
∼
M
Σ
ν=1
[aiν −a jν][δikδνμ −δ jkδνμ] ,
(13.20)
where the Kronecker delta delta Subscript i kδik, as usual, equals 1 for i equals ki = k and 0 for i not equals ji /= j. Then,
after some algebra,
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayout ∂S2
∂zkμ
= 4B−1
N
Σ
j=1
[∼Ekj −Ekj]∼E−1
kj [akμ −a jμ] .
(13.21)
Hence, by integration, the estimated vectors are given by
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayout∧zkμ = zkμ + α ∂S2
∂zkμ
,
(13.22)
whereModifyingAbove z With caret Subscript k mu∧zkμ is the next iteration, and minimizing the stress function provides the scale
and direction for the propagation, and alphaα provides the iteration increment, typically
fixed asupper N Superscript negative 3N −3. Iteration continues until the stress function reaches zero or some lower
threshold. Note that the value of upper M overTilde ∼
M used to reconstruct the vector space need not be
the same as the original space dimension upper MM.
An important application of MDS is to seriation—the correct ordering of an
assembly of objects along one dimension, given merely the presence or absence a
certain number of features in each object. 9 These data are arranged in a Boolean
incidence matrix, with the rows corresponding to the objects and the columns to
the features, a “1” corresponding to the presence of a feature in an object. The
characteristic pattern to be expected is that in every column, the 1s are clumped
together, or, if there are multiple representations of features in the objects, in every
column their number increases to a maximum and then decreases. Evidently, this
can be achieved by appropriate rearrangement of the order of the rows. All of the
relevant information is contained in the similarity matrix (in the sense of similar to
the serial ordering), in which the element left parenthesis i comma j right parenthesis(i, j) is the number of features common
to the iith and j jth objects.
9 This was famously applied by Kendall (1970) to the problem of chronology of early Egyptian
tombs found at a certain site. The features in that case are artisanal artefacts characteristic of a
certain epoch found in the tombs.