Variational GTM
Iván Olier, Alfredo Vellido · Intelligent Data Engineering and Automated Learning · 2007
Generative Topographic Mapping (GTM) is a non-linear latent variable model that provides simultaneous visualization and clustering of high-dimensional data. It was originally formulated as a constrained mixture of distributions, for which the adaptive parameters were determined by Maximum Likelihood (ML), using the Expectation-Maximization (EM) algorithm. In this paper, we define an alternative variational formulation of GTM that provides a full Bayesian treatment to a Gaussian Process (GP)-based variation of GTM. The performance of the proposed Variational GTM is assessed in several experiments with artificial datasets. These experiments highlight the capability of Variational GTM to avoid data overfitting through active regularization.