GTM: A Principled Alternative to the Self-Organizing Map

The Self-Organizing Map (SOM) algorithm has been extensively studied and has been applied with considerable success to a wide variety of problems. However, the algorithm is derived from heuristic ideasand this leads to a number of significant limitations. In this paper, we consider the problem of modelling the probability densityof data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. We introduce a novel form of latent variable model, which we call the GTM algorithm (forGenerative Topographic Mapping), which allows general nonlinear transformations from latent space to data space, and which is trained using the EM (expectation-maximization) algorithm. Ourapproach overcomes the limitations of the SOM, while introducing no significant disadvantages. We demonstrate the performance ofthe GTM algorithm on simulated data from flow diagnostics for a multiphase oil pipeline.