HADES: Fast Singularity Detection with Local Measure Comparison

It is often used to justify the effectiveness of machine learning algorithms in high-dimensional settings, since the curse of dimensionality can be circumvented if the data concentrates on a lowdimensional manifold. It is, however, evident that several low-dimensional (and hence, visualisable) datasets do not satisfy the Manifold Hypothesis. Instead, such data can have singularities -- points at which the local geometry does not resemble n-dimensional Euclidean space for any n. Prime examples of singular loci of datasets include branching points in neurons and cosmic filaments. Furthermore, standard image datasets (such as MNIST and CIFAR-10) are known to have non-constant intrinsic dimension [17], whereas a connected manifold must possess the same intrinsic dimension throughout. Whenever such non-manifold behaviour within datasets is of interest, it becomes natural to wonder whether it can be accurately and automatically identified. Particularly in large, high-dimensional datasets where visual inspection is impossible, we seek tools to identify and locate singularities within datasets. Our focus here is on unsupervised singularity detection, where one has recourse neither to a plethora of training data, nor the opportunity to regenerate samples along an unknown probability measure.