Abstract: In this paper, we present Hyperbolic Diffusion Procrustes Analysis (HDPA), a new method for informative representation of hierarchical datasets based on hyperbolic geometry, diffusion geometry, and Procrustes analysis. Our method jointly embeds multiple datasets in a product manifold of hyperbolic spaces, where the data's hidden common hierarchical structure is provably recovered. In addition, our method generates an intrinsic embedding that accommodates the joint representation of multiple datasets with different features, acquired by different equipment, at different sites, or under different environmental conditions. Experimental results demonstrate the efficacy of HDPA on three biomedical datasets comprising heterogeneous gene expression and mass cytometry data.
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