Nonlinear dimensionality reductionNonlinear dimensionality reduction, also known as manifold learning, refers to various related techniques that aim to project high-dimensional data onto lower-dimensional latent manifolds, with the goal of either visualizing the data in the low-dimensional space, or learning the mapping (either from the high-dimensional space to the low-dimensional embedding or vice versa) itself. The techniques described below can be understood as generalizations of linear decomposition methods used for dimensionality reduction, such as singular value decomposition and principal component analysis.
Linear subspaceIn mathematics, and more specifically in linear algebra, a linear subspace or vector subspace is a vector space that is a subset of some larger vector space. A linear subspace is usually simply called a subspace when the context serves to distinguish it from other types of subspaces. If V is a vector space over a field K and if W is a subset of V, then W is a linear subspace of V if under the operations of V, W is a vector space over K.
Principal component analysisPrincipal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and enabling the visualization of multidimensional data. Formally, PCA is a statistical technique for reducing the dimensionality of a dataset. This is accomplished by linearly transforming the data into a new coordinate system where (most of) the variation in the data can be described with fewer dimensions than the initial data.
Kernel (linear algebra)In mathematics, the kernel of a linear map, also known as the null space or nullspace, is the linear subspace of the domain of the map which is mapped to the zero vector. That is, given a linear map L : V → W between two vector spaces V and W, the kernel of L is the vector space of all elements v of V such that L(v) = 0, where 0 denotes the zero vector in W, or more symbolically: The kernel of L is a linear subspace of the domain V.
Linear mapIn mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping between two vector spaces that preserves the operations of vector addition and scalar multiplication. The same names and the same definition are also used for the more general case of modules over a ring; see Module homomorphism. If a linear map is a bijection then it is called a .
Dimensionality reductionDimensionality reduction, or dimension reduction, is the transformation of data from a high-dimensional space into a low-dimensional space so that the low-dimensional representation retains some meaningful properties of the original data, ideally close to its intrinsic dimension. Working in high-dimensional spaces can be undesirable for many reasons; raw data are often sparse as a consequence of the curse of dimensionality, and analyzing the data is usually computationally intractable (hard to control or deal with).
Linear algebraLinear algebra is the branch of mathematics concerning linear equations such as: linear maps such as: and their representations in vector spaces and through matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as lines, planes and rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to spaces of functions.
Linear combinationIn mathematics, a linear combination is an expression constructed from a set of terms by multiplying each term by a constant and adding the results (e.g. a linear combination of x and y would be any expression of the form ax + by, where a and b are constants). The concept of linear combinations is central to linear algebra and related fields of mathematics. Most of this article deals with linear combinations in the context of a vector space over a field, with some generalizations given at the end of the article.
Spectral graph theoryIn mathematics, spectral graph theory is the study of the properties of a graph in relationship to the characteristic polynomial, eigenvalues, and eigenvectors of matrices associated with the graph, such as its adjacency matrix or Laplacian matrix. The adjacency matrix of a simple undirected graph is a real symmetric matrix and is therefore orthogonally diagonalizable; its eigenvalues are real algebraic integers. While the adjacency matrix depends on the vertex labeling, its spectrum is a graph invariant, although not a complete one.
Linear spanIn mathematics, the linear span (also called the linear hull or just span) of a set S of vectors (from a vector space), denoted span(S), is defined as the set of all linear combinations of the vectors in S. For example, two linearly independent vectors span a plane. The linear span can be characterized either as the intersection of all linear subspaces that contain S, or as the smallest subspace containing S. The linear span of a set of vectors is therefore a vector space itself. Spans can be generalized to matroids and modules.
Multilinear subspace learningMultilinear subspace learning is an approach for disentangling the causal factor of data formation and performing dimensionality reduction. The Dimensionality reduction can be performed on a data tensor that contains a collection of observations have been vectorized, or observations that are treated as matrices and concatenated into a data tensor. Here are some examples of data tensors whose observations are vectorized or whose observations are matrices concatenated into data tensor s (2D/3D), video sequences (3D/4D), and hyperspectral cubes (3D/4D).
System of linear equationsIn mathematics, a system of linear equations (or linear system) is a collection of one or more linear equations involving the same variables. For example, is a system of three equations in the three variables x, y, z. A solution to a linear system is an assignment of values to the variables such that all the equations are simultaneously satisfied. A solution to the system above is given by the ordered triple since it makes all three equations valid. The word "system" indicates that the equations should be considered collectively, rather than individually.
Curse of dimensionalityThe curse of dimensionality refers to various phenomena that arise when analyzing and organizing data in high-dimensional spaces that do not occur in low-dimensional settings such as the three-dimensional physical space of everyday experience. The expression was coined by Richard E. Bellman when considering problems in dynamic programming. Dimensionally cursed phenomena occur in domains such as numerical analysis, sampling, combinatorics, machine learning, data mining and databases.
Low-dimensional topologyIn mathematics, low-dimensional topology is the branch of topology that studies manifolds, or more generally topological spaces, of four or fewer dimensions. Representative topics are the structure theory of 3-manifolds and 4-manifolds, knot theory, and braid groups. This can be regarded as a part of geometric topology. It may also be used to refer to the study of topological spaces of dimension 1, though this is more typically considered part of continuum theory.
Invariant subspaceIn mathematics, an invariant subspace of a linear mapping T : V → V i.e. from some vector space V to itself, is a subspace W of V that is preserved by T; that is, T(W) ⊆ W. Consider a linear mapping An invariant subspace of has the property that all vectors are transformed by into vectors also contained in . This can be stated as Since maps every vector in into Since a linear map has to map A basis of a 1-dimensional space is simply a non-zero vector . Consequently, any vector can be represented as where is a scalar.
Low-rank approximationIn mathematics, low-rank approximation is a minimization problem, in which the cost function measures the fit between a given matrix (the data) and an approximating matrix (the optimization variable), subject to a constraint that the approximating matrix has reduced rank. The problem is used for mathematical modeling and data compression. The rank constraint is related to a constraint on the complexity of a model that fits the data. In applications, often there are other constraints on the approximating matrix apart from the rank constraint, e.
Linear independenceIn the theory of vector spaces, a set of vectors is said to be if there exists no nontrivial linear combination of the vectors that equals the zero vector. If such a linear combination exists, then the vectors are said to be . These concepts are central to the definition of dimension. A vector space can be of finite dimension or infinite dimension depending on the maximum number of linearly independent vectors. The definition of linear dependence and the ability to determine whether a subset of vectors in a vector space is linearly dependent are central to determining the dimension of a vector space.
ManifoldIn mathematics, a manifold is a topological space that locally resembles Euclidean space near each point. More precisely, an -dimensional manifold, or -manifold for short, is a topological space with the property that each point has a neighborhood that is homeomorphic to an open subset of -dimensional Euclidean space. One-dimensional manifolds include lines and circles, but not lemniscates. Two-dimensional manifolds are also called surfaces. Examples include the plane, the sphere, and the torus, and also the Klein bottle and real projective plane.
Linear formIn mathematics, a linear form (also known as a linear functional, a one-form, or a covector) is a linear map from a vector space to its field of scalars (often, the real numbers or the complex numbers). If V is a vector space over a field k, the set of all linear functionals from V to k is itself a vector space over k with addition and scalar multiplication defined pointwise. This space is called the dual space of V, or sometimes the algebraic dual space, when a topological dual space is also considered.
Affine spaceIn mathematics, an affine space is a geometric structure that generalizes some of the properties of Euclidean spaces in such a way that these are independent of the concepts of distance and measure of angles, keeping only the properties related to parallelism and ratio of lengths for parallel line segments. In an affine space, there is no distinguished point that serves as an origin. Hence, no vector has a fixed origin and no vector can be uniquely associated to a point.