[Rd] Erratic behaviour of sammon()

[Prof Brian Ripley]

On Thu, 1 Nov 2001, Peter Kleiweg wrote:

> I'm not sure this list is the right place for this thing.

Nor am I, especially with the subject: it seems that it is repeatable from
what you actually reported.

> I noticed some erratic behaviour in sammon(). Running sammon on
> two nearly identical sets of data results in very different
> results. Below is an example. I create an initial configuration
> with cmdscale() and store it into 'vec1'. I write this to file,
> and read it back in again to 'vec2'. According to cor() on the
> three columns of 'vec1' and 'vec2', they are identical. However,
> if I use sammon() with initialising from 'vec1' or 'vec2', I get
> different results. (SAMMON() is a wrapper function).

[...]

> So, I gather that sammon() is an unstable function, extremely
> sensitive to the tiniest of variations. Is this inherent to the
> sammon algorithm, or is there something wrong with how it is
> implemented in R?

It is inherent to the Sammon algorithm, on some datasets.
There are lots of similar phenomena in real-life statistics away from
convex optimization problems.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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