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Slides Nmds

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3 views11 pages

Slides Nmds

Uploaded by

Riyana Gupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Multivariate Fundamentals: Distance

Non-metric Multidimensional
Scaling (NMDS)
Objective: Group data points into classes of similar points based on a
series of variables

Lots of types of multidimensional scaling: PCA is aka Classic Multidimensional Scaling

The goal of NMDS is to represent the original position of data in


multidimensional space as accurately as possible using a reduced number of
dimensions that can be easily plotted and visualized (like PCA).

BUT (unlike PCA which uses Euclidian distances) NMDS relies on rank orders
(distances) for ordination (i.e non-metric)
The use of distances omits some of the issues associated with using predictor
variables alone (e.g., sensitivity to transformation)
Allows for much more flexible technique that accepts a variety of data types

Shepard 1962
Kruskal 1964 Contributed to the development of
Tprgersen & Meuser 1962 multidimensional scaling
Guttman 1968
The math behind NMDS
NMDS is an iterative procedure which takes place over several steps:
1. Define the original data point positions in multidimensional space
2. Specify the number of reduced dimensions you want (typically 2)
3. Construct an initial configuration of the data in 2-dimensions
4. Compare distances in this initial 2D configuration against the calculated
distances
5. Determine the stress on data points
6. Correct the position of the points in 2D to optimize the stress for all points
The math behind NMDS
Consider a 3 variable analysis with 4 data points
Euclidian Plot in 2D by distance
Variable 2 (could be any distance matrix)

A B C D
D
A 0 1.6 2.6 2.4 2.6
A C
B 1.6 0 2.5 3.3
Variable 3
C 2.6 2.5 0 1.7
1.6
C D 2.4 3.3 1.7 0 2.6
A
B
3.3
D
B
Variable 1

Data.ID Varable1 Variable2 Variable3


When we compress our 3D image to 2D we cannot
accurately plot the true distances
A 0.9 1.9 1.5 E.g. the distances between AD and BC are too big in the image
B 1.7 0.5 1.6
The difference between the data point position in 2D (or #
C 3 2 3.1
of dimensions we consider with NMDS) and the distance
D 1.9 3.5 3
calculations (based on multivariate) is the STRESS we are trying
to optimize
NMDS optimizing stress
Stress – value representing the difference between distance in the reduced
dimension compared to the complete multidimensional space

NMDS tries to optimize the stress as much as possible

Think of optimizing stress as: “Pulling on all points a little bit so no single point is
completely wrong, all points are a little off compared to distances”

Ideally we want as little stress as possible


NMDS in R
To run NMDS you need to install the
ecodist package
NMDS in R:
library(ecodist)
nmds(distMatrix,mindim=n,maxdim=n) (ecodist package)

mindim = minimum number of dimensions


you want to use
Distance matrix of your data maxdim = maximum number of dimension
rows based on your predictor you want to use
variables
You can run NMDS with as many dimensions
You need to calculate this as you have predictor variables, BUT we are
before running the NMDS trying to reduce the dimensions so we can
analysis group data points

Typically we want to set both of these values


to 2 to simplify our output
NMDS in R

Distance matrix
Mahalanobis is good for
correlated variables

Scores – these are the data point outputs that have


be pulled to optimize the stress from multi
dimensions in 2D
(or the # of dimensions considered)

These are the values we plot to look at which data


points group together

We can merge a class variable back into look if pre-


determined groups actually group out together or
see what groups we could potentially combine
NMDS in R

Stress – value representing the difference between distance in the reduced


dimension compared to the complete multidimensional space
R will produce a list of values – one for each iteration it had to do – the more
complex your dataset the more iterations (and time to run the analysis) are
needed
The last value in the list is the final stress value which is uninformative by itself,
but you should check to make sure the stress is stable when you consider
more dimensions (modify maxdim)
NMDS in R

Your data may NOT be able to be viewed in


2D due to high stress
Use the rationale: “Include dimensions until
I don’t gain a significant reduction in my
stress value”
If stress is too high for 2D or 3D NMDS might
not be the best method
i.e. Visualizing your data in fewer dimensions
compromises the data too much
NMDS - Biplot

Data points considering


scores in 2D

Direction of the arrows +/-


indicate the trend of points
(towards the arrow indicates
more of the variable)

The closeness of points will


indicate how similar they are

It is up to you to determine where groupings should be made


NMDS - Biplot

Once you decide on groups


you can then use graphics to
simply distinguish them

We cover this in Lab 5

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