GTM: the generative topographic mapping

Latent variable models represent the probability density of data in a space of several dimensions in terms of a smaller number of latent, or hidden, variables. A familiar example is factor analysis which is based on a linear transformations between the latent space and the data space. In this paper we introduce a form of non-linear latent variable model called the Generative Topographic Mapping, for which the parameters of the model can be determined using the EM algorithm. GTM provides a principled alternative to the widely used Self-Organizing Map (SOM) of Kohonen (1982), and overcomes most of the significant limitations of the SOM. We demonstrate the performance of the GTM algorithm on a toy problem and on simulated data from flow diagnostics for a multi-phase oil pipeline