Uncertainty Estimates for Ordinal Embeddings
To investigate objects without a describable notion of distance, one can gather ordinal information by asking triplet comparisons of the form "Is object x closer to y or is x closer to z?" In order to learn from such data, the objects are typically embedded in a Euclidean space while satisfying as many triplet comparisons as possible. In this paper, we introduce empirical uncertainty estimates for standard embedding algorithms when few noisy triplets are available, using a bootstrap and a Bayesian approach. In particular, simulations show that these estimates are well calibrated and can serve to select embedding parameters or to quantify uncertainty in scientific applications.
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