Metric Space Magnitude for Evaluating Unsupervised Representation Learning

The magnitude of a metric space was recently established as a novel invariant, providing a measure of the `effective size' of a space across multiple scales. By capturing both geometrical and topological properties of data, magnitude is poised to address challenges in unsupervised representation learning tasks. We formalise a novel notion of dissimilarity between magnitude functions of finite metric spaces and use them to derive a quality measure for dimensionality reduction tasks. Our measure is provably stable under perturbations of the data, can be efficiently calculated, and enables a rigorous multi-scale comparison of embeddings. We show the utility of our measure in an experimental suite that comprises different domains and tasks, including the comparison of data visualisations.