Dimensionality Reduction

Linear Projection

• principal component analysis (PCA)

• singular value decomposition

• random projection

Manifold Learning

This is also knon as nonlinear dimensionality reduction.

• isomap

• multidimensional scaling (MDS) - good for visualization

• locally linear embedding (LLE)

• t-distributed stochastic neighbor embedding (t-SNE)

  • sklearn

  • good for visualization

• dictionary learning

• random trees embedding

• independent component analysis