Royal Bank of Canada
Device and method for assessing quality of visualizations of multidimensional data

Abstract:

A system and method for determining a reliability score indicative of a level of fidelity between high dimensional (HD) data and corresponding dimension-reduced (LD) data are provided. The system comprises a processor, and a non-transitory computer-readable medium having stored thereon program instructions executable by the processor. The processor is configured to perform the method. The method comprises performing a dimension reduction on the HD data (the dimension reduction resulting in the corresponding LD data), normalizing the HD data and LD data, determine N nearest neighbors of each data point in the HD data and LD data (respectively), determining HD neighbors and correspondence LD neighbors for each data point, determining LD neighbors and correspondence HD neighbors for each data point, determining a distance between the LD neighbors and correspondence LD neighbors, determining a distance between the HD neighbors and correspondence HD neighbors, determining a cost for the dimension reduction, and determining that the cost is within a fidelity range.