Package smile.manifold

Manifold learning finds a low-dimensional basis for describing high-dimensional data.

See: Description

Class Summary

Class	Description
IsoMap	Isometric feature mapping.
LaplacianEigenmap	Laplacian Eigenmap.
LLE	Locally Linear Embedding.
TSNE	The t-distributed stochastic neighbor embedding.
UMAP	Uniform Manifold Approximation and Projection.

Package smile.manifold Description

Manifold learning finds a low-dimensional basis for describing high-dimensional data. Manifold learning is a popular approach to nonlinear dimensionality reduction. Algorithms for this task are based on the idea that the dimensionality of many data sets is only artificially high; though each data point consists of perhaps thousands of features, it may be described as a function of only a few underlying parameters. That is, the data points are actually samples from a low-dimensional manifold that is embedded in a high-dimensional space. Manifold learning algorithms attempt to uncover these parameters in order to find a low-dimensional representation of the data.

Some prominent approaches are locally linear embedding (LLE), Hessian LLE, Laplacian eigenmaps, and LTSA. 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 uses diffusion distances in the data space), t-SNE (which minimizes the divergence between distributions over pairs of points), and curvilinear component analysis.