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Unsupervised learning

Projection Traps, Trustworthiness, and Joint Workflows

Detect projection artifacts, quantify neighborhood preservation, and combine reduction with clustering or anomaly detection without circular validation.

By the end you can

Comparison

Metrics that answer different preservation questions

Every preservation score has a target, and picking one without knowing its target hides the distortion that matters most. In 2003 Kaski and five colleagues gave gene expression profiles to “hierarchical clustering, multidimensional scaling, and the self-organizing map”, then asked whether the resulting pictures could be believed: “if two samples are visualized to be similar, are they really similar?” That question is what trustworthiness scores. Their warning is about attention as much as error: “The proximities that are visible on the display are salient, and if they are not trustworthy the whole display is misleading.” The wrong proximity is the one the eye goes to first.

How much the choice of score decides is visible in a published disagreement about the same embeddings. Chari and Pachter built Picasso, an autoencoder that forces any single-cell dataset into an arbitrary two-dimensional shape — an elephant, for instance. On their distance-based metrics the elephant came out no worse than t-SNE and UMAP, and they argued the popular embeddings were no less arbitrary than it. In 2024 Lause and colleagues re-ran the comparison with neighbourhood- and class-preservation metrics. The ordering reversed: “In both metrics, UMAP and t-SNE consistently and strongly outperformed PCA and Picasso elephant embeddings (Fig 2C–2D, >90% vs. <62% accuracy, >15% vs. <5% recall for all datasets).”

Two groups, the same objects, opposite verdicts, and no arithmetic error on either side. A distance-based score rates an elephant the equal of UMAP. Neighbourhood and class scores separate them by >90% against <62% accuracy and >15% against <5% recall, on every dataset tested. The later group also confirms the earlier one on exactly the property the earlier metrics were built to measure: on real single-cell data, t-SNE and UMAP embeddings “do not preserve high-dimensional distances”. Both statements are true at once because they answer different questions. Choosing a metric is choosing which failure you will be able to see. That choice belongs in the report, next to the number.

FigureComparison · 4 columns

Trustworthiness

Penalizes embedded neighbors that were not close in the original space.

  • Targets false neighbors
  • Depends on neighborhood size k
  • Useful for local visualization
  • Does not certify global geometry

Continuity

Penalizes original neighbors that separate in the embedding.

  • Targets missing neighbors
  • Complements trustworthiness
  • Depends on the source metric
  • Can vary across density slices

Stress or reconstruction

Measures distance-fitting or reconstruction error under a stated model.

  • Useful for MDS or linear reducers
  • Can summarize global distortion
  • May average away rare regions
  • Requires scale-aware interpretation

Downstream utility

Measures whether a task survives the reduction.

  • Directly tied to intended use
  • Can hide unfair slice degradation
  • Requires held-out evaluation
  • Should include cost and latency

The cluster that existed only after the projection

Two published experiments begin with data that contains no groups at all, and end with groups.

The first fed t-SNE nothing but noise. The 2016 Distill article on using t-SNE describes the input exactly: “The next diagrams show genuinely random data, 500 points drawn from a unit Gaussian distribution in 100 dimensions.” Under the heading “Random noise doesn't always look random”, Wattenberg and colleagues report what the low-perplexity run produced: “The plot with perplexity 2 seems to show dramatic clusters.” Nothing in the source distribution corresponds to them.

The clustering half of the pipeline fails the same way on its own. A paper on selective inference for hierarchical clustering, published in the Journal of the American Statistical Association in 2024, opens with 100 observations drawn from a single two-dimensional Gaussian with mean 0 and variance 1. Average-linkage hierarchical clustering splits them into three clusters, and the empirical means of those three clusters differ substantially. One population went in. Three groups with visibly different centres came out.

An analyst who reduces 768-dimensional document embeddings to two coordinates, clusters the map and reports five themes has done nothing that those two experiments did not do to noise. The themes may be real. The pipeline that produced them is not evidence that they are. The identical pipeline produces the same kind of output when there is nothing there, so the evidence has to be tested at each transformation boundary.

A projection can create a convenient decision space without revealing a pre-existing partition.

Example

Projection artifacts that fool experienced analysts

These artifacts come from objectives, sampling, display and human perception, not from obvious software bugs. Several of them were demonstrated on controlled synthetic data in that 2016 Distill article. Its section on distances between clusters ends with a rule rather than a caveat: “The basic message is that distances between well-separated clusters in a t-SNE plot may mean nothing.” That is not a claim about badly tuned runs. Measurements on real single-cell data in 2024 arrive at the same place from the other direction: t-SNE and UMAP embeddings “do not preserve high-dimensional distances”, even where those embeddings are strong on neighbourhood and class preservation.

  • False neighbors: two distant source regions overlap after compression and appear to share a local mechanism. That is the exact failure trustworthiness was defined to penalise.
  • Missing neighbors: a continuous trajectory tears into islands, and analysts start naming the islands as stages. Continuity is the score that counts what the projection lost.
  • Density equalization: a sparse population and a dense population occupy similarly packed visual regions. In t-SNE this is by design, which is why the Distill authors state it flatly: “The bottom line, however, is that you cannot see relative sizes of clusters in a t-SNE plot.”
  • Crowding: many moderate source-space distances compete for limited two-dimensional area and settle into rings or shells. No single perplexity captures distances across clusters of different sizes, so the gap between two well-separated islands is not a measurement.
  • Overplotting: a large group hides a small group until transparency or density-aware rendering is used.
  • Label priming: colors supplied before inspection make weak boundaries look like validated categories. The 500-point noise plot shows how convincing a boundary can be with nothing behind it.

Key idea

Do not validate clusters with the same projection that created them

If UMAP produces an embedding and HDBSCAN finds clusters inside it, a high silhouette score in that embedding partly rewards the geometry UMAP created. It does not independently confirm clusters in the original representation.

The formal version is worse than practitioners expect, and it is stated in the abstract of that 2024 statistics paper: “Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I error rate. Notably, this problem persists even if two separate and independent data sets are used to define the groups and to test for a difference in their means.” Read the last sentence again. Splitting the sample is not the repair. Across more than 2,000 null datasets of the kind described earlier — 100 observations from one two-dimensional Gaussian, cut into three clusters — the Wald p-values departed grossly from uniform. Hivert and colleagues reported the same loss of Type I error control independently in 2022.

The underlying mistake has been counted in a mature empirical field. Every fMRI study published in Nature, Science, Nature Neuroscience, Neuron and the Journal of Neuroscience during 2008 was examined for it — 134 papers. The count: “Of these 134 fMRI papers, 42% (57 papers) contained at least one nonindependent selective analysis (not considering supplementary materials).” A further 14% (20 papers) could not be judged at all from the methods reported. Kriegeskorte and colleagues, writing in Nature Neuroscience in 2009, had a name for using one data set both to select and to analyse selectively. They called it double dipping.

Use source-space stability, alternative reducers, raw-example coherence, held-out assignment, and downstream evidence. Joint pipelines can be valid. They must be validated beyond their own transformed geometry — and, on the clustering result above, beyond a naive second sample as well.

Circular validation measures internal consistency, not external truth.

Analogy

Flattening a globe while choosing which distortions to tolerate

Map projections preserve area, angles, distance, or direction, and none of them preserves all four. That is not a figure of speech borrowed for the occasion. It is an engineering constraint, and the standard reference states it as one. Snyder's 1987 working manual for the U.S. Geological Survey puts the burden on the cartographer: “Since this cannot be done without distortion, the cartographer must choose the characteristic which is to be shown accurately at the expense of others, or a compromise of several characteristics.” A page later the manual gives two hard limits: “No map can be both equal-area and conformal.” and “No map projection shows scale correctly throughout the map, but there are usually one or more lines on the map along which the scale remains true.”

The trade-off is stated independently elsewhere. The FAO's technical manual on geographic information systems in fisheries reaches it in the same words: “Some distortions of area, shape, distance and direction always result from this process. Some projections minimize distortions in some of these properties at the expense of maximising errors in others.”

A cartographic projection is a fixed formula, which is why Snyder's manual can name the lines along which scale remains true. A learned embedding is stochastic and data-dependent. Its distortions shift with the seed and the sample as well as with the choice of method. No equivalent line is published with the plot.

Every low-dimensional map spends a limited distortion budget.

Visual

Four questions for every reduced representation

No single metric captures all distortions. That is why one distance-based score and one neighbourhood score can order the same four embeddings differently and both be correct. Evaluation must match the intended use, and the intended use has to be written down before the score is chosen.

FigureHierarchy · 4 levels
  • Local fidelity

    Do original neighbors remain nearby, and do new false neighbors appear?

    • Global fidelity

      Are broad distances, components, trajectories, or orders preserved sufficiently?

      • Task fidelity

        Do retrieval, prediction, clustering, or anomaly decisions remain useful on held-out data?

        • Interpretive fidelity

          Do domain experts and raw examples support the story attached to coordinates or regions?

A reduction is faithful only relative to a declared relation and task.

Steps

Separate exploratory, modeling, and confirmatory phases

A staged workflow reduces the chance that an attractive map becomes its own proof. It does not by itself buy back valid inference. Hold out a second independent sample, test the clusters found in the first, and the Type I error rate is still extremely inflated. The confirmatory stage therefore has to bring evidence of a different kind: source-space stability, a second reducer, raw examples read by someone who knows the domain, and the downstream decision. Fresh rows for the same test are not enough.

FigureProcess · 5 steps
  1. 1. Explore privately

    Use several reducers and parameters to discover questions, nuisance variables, and candidate structure.

  2. 2. Freeze a hypothesis

    Write the proposed relation, expected slices, and failure conditions before confirmatory tuning.

  3. 3. Fit inside the boundary

    Train preprocessing, reducer, and downstream method only on allowed reference data.

  4. 4. Test independent evidence

    Evaluate source-space neighbors, held-out examples, domain coherence, stability, and task outcomes.

  5. 5. Report sensitivity

    Show which conclusions persist, which change, and which remain exploratory.

A trustworthy projection makes its losses visible

Dimensionality reduction is valuable because it discards information deliberately. The professional question is whether it discards the information the decision can afford to lose, and that question has an answer only once the relation of interest is named. Snyder's cartographer chooses the characteristic to show accurately, and says which one it is. The equivalent sentence is missing from most embedding plots.

So report preservation metrics beside the visualization. State which score was used, and therefore which failure it can see. Inspect the affected slices. Keep the original observations available. The goal is not a flawless map but a bounded and testable representation — one whose claims do not rest, as 42% of one year's fMRI papers did, on evidence taken from inside the selection that produced them.

Good reduction work documents distortion instead of hiding it.

Position

A two-dimensional map is not a test for clusters

A scatter plot of two learned coordinates is the most persuasive object in unsupervised work and among the weakest evidence in it. Separated islands read as groups. Nothing in the picture distinguishes them from the artifacts this lesson lists: two distant source regions that overlap after compression, a continuous trajectory torn into islands, a sparse population and a dense one packed alike, moderate distances crowded into rings for want of area.

The geometric version of the problem is blunt. Chari and Pachter write that extreme reduction to two dimensions “inevitably induces significant distortion of high-dimensional datasets”, which is a property of the target rather than of a bad run. In their single-cell tests, the correlations of cell-type neighbour rankings to the ambient space were “low (≤ 0.4) in PCA-preprocessed 2D embeddings, and at least 33% lower than those of the higher dimensional PCA spaces”. The 2003 trustworthiness paper had already named what a display owes its reader: “if two samples are visualized to be similar, are they really similar?” Visible proximities are the salient ones. When they are not trustworthy, the damage is not confined to a corner of the display.

The procedural trap follows from that. Reduce with UMAP, cluster the embedding with HDBSCAN, then score the result with a silhouette computed in the same embedding, and the score partly rewards the geometry UMAP built. The statistical version of that move fails even when it is handed fresh data. The fMRI survey found the move itself in 42% of the 134 papers published in five leading journals in a single year. None of this is an argument against joint pipelines, which can be valid. It is an argument that their evidence has to come from outside their own coordinates: source-space stability, a second reducer, raw examples read by someone who knows the domain, held-out assignment, and whether the downstream decision survives. The 500 Gaussian points that formed dramatic clusters at perplexity 2, and the single Gaussian population that hierarchical clustering cut into three, are the control condition every such plot needs and almost never gets. The map was never the test.

A score computed inside the projection partly rewards the reducer that built it.

Key takeaways