Manifold learning is a central task in modern statistics and data science. Many datasets (cells, documents, images, molecules) can be represented as point clouds embedded in a high dimensional ambient space, however the degrees of freedom intrinsic to the data are usually far fewer than the number of ambient dimensions. The task of detecting a latent manifold along which the data are embedded is a prerequisite for a wide family of downstream analyses. Real-world datasets are subject to noisy observations and sampling, so that distilling information about the underlying manifold is a major challenge. We propose a method for manifold learning that utilises a symmetric version of optimal transport with a quadratic regularisation that constructs a sparse and adaptive affinity matrix, that can be interpreted as a generalisation of the bistochastic kernel normalisation. We prove that the resulting kernel is consistent with a Laplace-type operator in the continuous limit, establish robustness to heteroskedastic noise and exhibit these results in simulations. We identify a highly efficient computational scheme for computing this optimal transport for discrete data and demonstrate that it outperforms competing methods in a set of examples.

通过对优化传输具有二次正则化的对称版本的利用来构建稀疏且自适应的亲和矩阵的流形学习方法，从而检测数据嵌入的潜在流形是广泛一类下游分析的先决条件。我们证明了连续极限中产生的核函数与拉普拉斯类型算子一致，并在模拟中展示了对异方差噪声的鲁棒性，我们还确定了适用于离散数据的计算该优化传输的高效计算方案，并证明在一系列示例中它优于竞争方法。

稀疏正则化最优输运的流形学习