Dimensionality reduction

A process of reducing the dimension of data while keeping as much “useful” information as possible. The useful information can be operationalized as the covariance structure (e.g., PCA) or identification of manifold on which data points lives.

It implicitly assumes that the data manifold in the High dimensional space has low Effective dimensionality.

Methods

Common methods

Others

Books

Tutorials

https://www.youtube.com/watch?v=4cZEccwm8WY