摘要(英) |
Dimensionality reduction is reducing the number of variables in a dataset, ideally close to its intrinsic dimension, while retaining meaningful properties of the orig- inal data. It is usually a data preprocessing step before training models in data science. Specifically, it can be used for data visualization, cluster analysis, noise reduction, or as an intermediate step to facilitate other studies. In this thesis, we briefly present the derivations of linear dimensionality reduction methods of the principal component analysis and linear discriminant analysis, and several nonlinear dimensionality reduction methods, including the multidimensional scaling, isometric mapping, diffusion maps, Laplacian eigenmap, locally linear embedding, and ker- nel PCA. Furthermore, we propose modifications to the Laplacian eigenmap and diffusion maps with the help of geodesic distance. We also present a method for selecting the dimension for dimensionality reduction. Finally, we perform numerical experiments and compare the various dimensionality reduction techniques. |
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