Supplementary material: - icml10-proofs: supplemental proofs (bounds for eigenvalues and homotopy parameter, design of search directions and proof of convergence). - spiral_mexhat.gif: GIF animation of the homotopy EE result with a 200-point 2D spiral projected to 1D (Wp are Gaussian affinities with sigma=0.05). Note how, for large enough lambda, EE manages to get out of a bad local optimum (that folds the spiral) and to space uniformly the points without boundary effects (as they are in the 2D spiral). The colour-coded affinity matrix and the affinities for 4 selected points evolve from purely Gaussian to develop negative lobes and, when a good solution is achieved, look like Mexican-hat functions. - swissroll.gif: GIF animation of the homotopy EE result with a 2000-point 3D Swissroll projected to 2D as in fig. 3. The lower contour plot shows the affinities for a point near the centre of the map. The X produced by EE arise diagonally oriented, since both dimensions expand along the same, minor eigenvector of the learned Laplacian at the critical lambda. X has been rotated by 45 degrees for visualisation purposes. - COIL-20.gif: GIF animation of the out-of-sample projections in latent space and reconstructions in image space of 3 image sequences for the EE result of fig. 5. - oos_sine.gif: GIF animation of the out-of-sample mapping for a 2D dataset (sine curve). All these animations may be seen with a web browser or with specialized GIF image viewers.