TOPICS
Search

Dimensionality Reduction


Dimensionality reduction is the representation of data using fewer coordinates while preserving selected features, such as variation or distances (Cunningham and Ghahramani 2015). A linear method uses a linear transformation to map x in R^D to y=A^Tx in R^d, where d<D, A is a D×d matrix, and R denotes the real numbers.

Principal component analysis chooses directions that retain the most variance. A Tucker decomposition with a smaller core can give a compressed representation of a tensor (Kolda and Bader 2009, p. 475). The retained features depend on the mathematical objective of the method. Nonlinear methods include uniform manifold approximation and projection, which constructs a weighted graph of local similarities and computes a low-dimensional layout (McInnes et al. 2020).


See also

Principal Component Analysis, Singular Value Decomposition, Tucker Decomposition

Explore with Wolfram|Alpha

References

Cunningham, J. P. and Ghahramani, Z. "Linear Dimensionality Reduction: Survey, Insights, and Generalizations." J. Mach. Learn. Res. 16, 2859-2900, 2015. https://jmlr.org/papers/v16/cunningham15a.html.Kolda, T. G. and Bader, B. W. "Tensor Decompositions and Applications." SIAM Rev. 51, 455-500, 2009. https://doi.org/10.1137/07070111X.McInnes, L.; Healy, J.; and Melville, J. "UMAP: Uniform Manifold Approximation and Projection for Dimension Reduction." 18 Sep 2020. https://arxiv.org/abs/1802.03426.

Cite this as:

Weisstein, Eric W. "Dimensionality Reduction." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/DimensionalityReduction.html

Subject classifications