Dimensionality reduction

In statistics, machine learning, and information theory, dimensionality reduction or dimension

reduction is the process of reducing the number of random variables under consideration[1] by obtaining
a set of principal variables. Approaches can be divided into feature selection and feature extraction.[2]

Contents
Feature selection
Feature projection
Principal component analysis (PCA)
Non-negative matrix factorization (NMF)
Kernel PCA
Graph-based kernel PCA
Linear discriminant analysis (LDA)
Generalized discriminant analysis (GDA)
Autoencoder
t-SNE
UMAP
Dimension reduction
Advantages of dimensionality reduction
Applications
See also
Notes
References
External links

Feature selection
Feature selection approaches try to find a subset of the input variables (also called features or attributes).
The three strategies are: the filter strategy (e.g. information gain), the wrapper strategy (e.g. search
guided by accuracy), and the embedded strategy (selected features add or are removed while building the
model based on prediction errors).

Data analysis such as regression or classification can be done in the reduced space more accurately than
in the original space.[3]

Feature projection
Feature projection (also called Feature extraction) transforms the data in the high-dimensional space to a
space of fewer dimensions. The data transformation may be linear, as in principal component analysis
(PCA), but many nonlinear dimensionality reduction techniques also exist.[4][5] For multidimensional
data, tensor representation can be used in dimensionality reduction through multilinear subspace
learning.[6]

Principal component analysis (PCA)

The main linear technique for dimensionality reduction, principal component analysis, performs a linear
mapping of the data to a lower-dimensional space in such a way that the variance of the data in the low-
dimensional representation is maximized. In practice, the covariance (and sometimes the correlation)
matrix of the data is constructed and the eigenvectors on this matrix are computed. The eigenvectors that
correspond to the largest eigenvalues (the principal components) can now be used to reconstruct a large
fraction of the variance of the original data. Moreover, the first few eigenvectors can often be interpreted
in terms of the large-scale physical behavior of the system, because they often contribute the vast
majority of the system's energy, especially in low-dimensional systems. Still, this must be proven on a
case-by-case basis as not all systems exhibit this behavior.. The original space (with dimension of the
number of points) has been reduced (with data loss, but hopefully retaining the most important variance)
to the space spanned by a few eigenvectors.

Non-negative matrix factorization (NMF)

NMF decomposes a non-negative matrix to the product of two non-negative ones, which has been a
promising tool in fields where only non-negative signals exist.[7][8] such as astronomy[9][10]. NMF is
well known since the multiplicative update rule by Lee & Seung[7], which has been continuously
developed: the inclusion of uncertainties [9], the consideration of missing data and parallel computation
[11], sequential construction[11] which leads to the stability and linearity of NMF[10], as well as other

updates.

With a stable component basis during construction, and a linear modeling process, sequential NMF[11] is
able to preserve the flux in direct imaging of circumstellar structures in astromony[10], as one of the
methods of detecting exoplanets, especially for the direct imaging of circumstellar disks. In comparison
with PCA, NMF does not remove the mean of the matrices which leads to unphysical non-negative
fluxes, therefore NMF is able to preserve more information than PCA as demonstrated by Ren et al[10].

Kernel PCA
Principal component analysis can be employed in a nonlinear way by means of the kernel trick. The
resulting technique is capable of constructing nonlinear mappings that maximize the variance in the data.
The resulting technique is entitled kernel PCA.

Graph-based kernel PCA

Other prominent nonlinear techniques include manifold learning techniques such as Isomap, locally
linear embedding (LLE), Hessian LLE, Laplacian eigenmaps, and methods based on tangent space
analysis[12][13]. These techniques construct a low-dimensional data representation using a cost function
that retains local properties of the data, and can be viewed as defining a graph-based kernel for Kernel
PCA.
More recently, techniques have been proposed that, instead of defining a fixed kernel, try to learn the
kernel using semidefinite programming. The most prominent example of such a technique is maximum
variance unfolding (MVU). The central idea of MVU is to exactly preserve all pairwise distances
between nearest neighbors (in the inner product space), while maximizing the distances between points
that are not nearest neighbors.

An alternative approach to neighborhood preservation is through the minimization of a cost function that
measures differences between distances in the input and output spaces. Important examples of such
techniques include: classical multidimensional scaling, which is identical to PCA; Isomap, which uses
geodesic distances in the data space; diffusion maps, which use diffusion distances in the data space; t-
distributed stochastic neighbor embedding (t-SNE), which minimizes the divergence between
distributions over pairs of points; and curvilinear component analysis.

A different approach to nonlinear dimensionality reduction is through the use of autoencoders, a special
kind of feed-forward neural networks with a bottle-neck hidden layer.[14] The training of deep encoders
is typically performed using a greedy layer-wise pre-training (e.g., using a stack of restricted Boltzmann
machines) that is followed by a finetuning stage based on backpropagation.

Linear discriminant analysis (LDA)

Linear discriminant analysis (LDA) is a generalization of Fisher's linear discriminant, a method used in
statistics, pattern recognition and machine learning to find a linear combination of features that
characterizes or separates two or more classes of objects or events.

Generalized discriminant analysis (GDA)

GDA deals with nonlinear discriminant analysis using kernel function operator. The underlying theory is
close to the support vector machines (SVM) insofar as the GDA method provides a mapping of the input
vectors into high-dimensional feature space.[15][16] Similar to LDA, the objective of GDA is to find a
projection for the features into a lower dimensional space by maximizing the ratio of between-class
scatter to within-class scatter.

Autoencoder
Autoencoders can be used to learn non-linear dimension reduction functions and codings together with
an inverse function from the coding to the original representation.

t-SNE
T-distributed Stochastic Neighbor Embedding (t-SNE) is a non-linear dimensionality reduction technique
useful for visualization of high-dimensional datasets.

UMAP
Uniform manifold approximation and projection (UMAP) is a nonlinear dimensionality reduction
technique. Visually, it is similar to t-SNE, but it assumes that the data is uniformly distributed on a
locally connected Riemannian manifold and that the Riemannian metric is locally constant or
approximately locally constant.
Dimension reduction
For high-dimensional datasets (i.e. with number of dimensions more than 10), dimension reduction is
usually performed prior to applying a K-nearest neighbors algorithm (k-NN) in order to avoid the effects
of the curse of dimensionality.[17]

Feature extraction and dimension reduction can be combined in one step using principal component
analysis (PCA), linear discriminant analysis (LDA), canonical correlation analysis (CCA), or non-
negative matrix factorization (NMF) techniques as a pre-processing step followed by clustering by K-NN
on feature vectors in reduced-dimension space. In machine learning this process is also called low-
dimensional embedding.[18]

For very-high-dimensional datasets (e.g. when performing similarity search on live video streams, DNA
data or high-dimensional time series) running a fast approximate K-NN search using locality sensitive
hashing, random projection,[19] "sketches" [20] or other high-dimensional similarity search techniques
from the VLDB toolbox might be the only feasible option.

Advantages of dimensionality reduction

1. It reduces the time and storage space required.
2. Removal of multi-collinearity improves the interpretation of the parameters of the machine
learning model.
3. It becomes easier to visualize the data when reduced to very low dimensions such as 2D or
3D.
4. It avoids the curse of dimensionality.

Applications
A dimensionality reduction technique that is sometimes used in neuroscience is maximally informative
dimensions, which finds a lower-dimensional representation of a dataset such that as much information
as possible about the original data is preserved.

See also
Nearest neighbor search
MinHash
Information gain in decision trees
Semidefinite embedding
Multifactor dimensionality reduction
Multilinear subspace learning
Multilinear PCA
Random projection
Singular value decomposition
Latent semantic analysis
Semantic mapping
Topological data analysis
Locality sensitive hashing
Sufficient dimension reduction
 Data transformation (statistics)
Weighted correlation network analysis
Hyperparameter optimization
CUR matrix approximation
Envelope model
Nonlinear dimensionality reduction
Sammon mapping
Johnson–Lindenstrauss lemma
Local tangent space alignment

Notes
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to Problem Knowledge". In Liu, Huan; Motoda, Hiroshi (eds.). Feature Extraction,
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3. Rico-Sulayes, Antonio (2017). "Reducing Vector Space Dimensionality in Automatic
Classification for Authorship Attribution" (http://rielac.cujae.edu.cu/index.php/rieac/article/do
wnload/478/278). Revista Ingeniería Electrónica, Automática y Comunicaciones. 38 (3): 26–
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4. Samet, H. (2006) Foundations of Multidimensional and Metric Data Structures. Morgan
Kaufmann. ISBN 0-12-369446-9
5. C. Ding, X. He, H. Zha, H.D. Simon, Adaptive Dimension Reduction for Clustering High
Dimensional Data (https://cloudfront.escholarship.org/dist/prd/content/qt8pv153t1/qt8pv153t
1.pdf), Proceedings of International Conference on Data Mining, 2002
6. Lu, Haiping; Plataniotis, K.N.; Venetsanopoulos, A.N. (2011). "A Survey of Multilinear
Subspace Learning for Tensor Data" (http://www.dsp.utoronto.ca/~haiping/Publication/Surve
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ion.pdf) (PDF). Advances in Neural Information Processing Systems 13: Proceedings of the
2000 Conference. MIT Press. pp. 556–562.
9. Blanton, Michael R.; Roweis, Sam (2007). "K-corrections and filter transformations in the
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10. Ren, Bin; Pueyo, Laurent; Zhu, Guangtun B.; Duchêne, Gaspard (2018). "Non-negative
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References
Boehmke, Brad; Greenwell, Brandon M. (2019). "Dimension Reduction" (https://books.googl
e.com/books?id=aXC9DwAAQBAJ&pg=PA343). Hands-On Machine Learning with R.
Chapman & Hall. pp. 343–396. ISBN 978-1-138-49568-5.
Fodor, I. (2002). A survey of dimension reduction techniques (http://citeseerx.ist.psu.edu/vie
wdoc/versions?doi=10.1.1.8.5098) (Technical report). Center for Applied Scientific
 Computing, Lawrence Livermore National. UCRL-ID-148494.
Cunningham, P. (2007). Dimension Reduction (http://citeseerx.ist.psu.edu/viewdoc/summar
y?doi=10.1.1.98.1478) (Technical report). University College Dublin. UCD-CSI-2007-7.
Lakshmi Padmaja, Dhyaram; Vishnuvardhan, B (2016). "Comparative Study of Feature
Subset Selection Methods for Dimensionality Reduction on Scientific Data". 2016 IEEE 6th
International Conference on Advanced Computing (IACC). pp. 31–34.
doi:10.1109/IACC.2016.16 (https://doi.org/10.1109%2FIACC.2016.16). ISBN 978-1-4673-
8286-1.

External links
JMLR Special Issue on Variable and Feature Selection (http://jmlr.csail.mit.edu/papers/speci
al/feature03.html)
ELastic MAPs (http://bioinfo-out.curie.fr/projects/elmap/)
Locally Linear Embedding (http://www.cs.toronto.edu/~roweis/lle)
A Global Geometric Framework for Nonlinear Dimensionality Reduction (https://web.archiv
e.org/web/20040411051530/http://isomap.stanford.edu/)

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