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Multidimensional Scaling (MDS)

  • Visual method that places similar objects close together and dissimilar objects farther apart in a low-dimensional plot (typically 2 or 3 dimensions).
  • Starts from pairwise similarities (or dissimilarities), converts them to distances, and finds low-dimensional coordinates that best preserve those distances.
  • Classical scaling minimizes “stress” (the difference between original distances and distances in the low-dimensional representation).

Multidimensional scaling (MDS) is a technique used to visualize the underlying similarities and dissimilarities between a set of objects by representing the objects in a low-dimensional space (typically two or three dimensions) while preserving the distances between the objects as much as possible.

MDS represents similarity relationships between objects as positions in a low-dimensional spatial representation: objects that are similar are placed close together, and objects that are dissimilar are placed further apart. The typical workflow described in the example is:

  • Represent pairwise similarities in a similarity matrix.
  • Compute a distance matrix from the similarity matrix (in the example, by taking the inverse of similarity values).
  • Use a method such as classical scaling to find coordinates in a low-dimensional space that minimize the stress, i.e., the discrepancy between distances in the low-dimensional space and the distances in the distance matrix.

Classical scaling seeks coordinates that best preserve the original pairwise distances according to a chosen stress criterion.

Example: four objects A, B, C, and D.

Similarity matrix:

ABCD
A1.00.80.60.5
B0.81.00.70.4
C0.60.71.00.3
D0.50.40.31.0

Distance matrix (computed as the inverse of the similarity matrix in this example):

ABCD
A1.01.251.672.00
B1.251.01.432.50
C1.671.431.03.33
D2.002.503.331.0

Two-dimensional representation found by classical scaling (rows X and Y give coordinate components in the example):

ABCD
X1.00.80.60.5
Y0.81.00.70.4

As shown, A and B appear close together in the plot, reflecting their higher similarity, while C and D are further apart, reflecting lower similarity.

  • Market research: represent customer preferences for products so similar preferences appear near each other in the MDS plot.
  • Psychology: represent similarity between personality traits so similar traits appear close together.
  • Biology: visualize similarity or dissimilarity relationships among biological entities.
  • Classical scaling
  • Stress (stress function)
  • Similarity matrix
  • Distance matrix