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Manifold Learning

Last update: 08 Dec 2024 12:11
First version: 25 September 2014

Suppose that we observe random vectors X in some p-dimensional space, most of ordinary Euclidean space Rp. Sometimes, the probability distribution of X is supported on a big volume in Rp, maybe even the whole space; this is the classical situation considered by multivariate statistics. Sometimes, however, the support is concentrated on, or at least near, some geometric structure with a dimension q<p. If the low-dimensional structure is a finite set of 0-dimensional points, we have clutsering. If the low-dimensional structure is a linear subspace, we have the situation dealt with by factor analysis. More interesting to me is the more general situation where the low-dimensional structure is a smooth but curved manifold. Then the goal of manifold learning is to try to reconstruct the underlying manifold from observations of X. We might also be content with knowing some geometric or topological properties of the manifold, like its dimension.


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