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| Dimensionality Reduction Independent Study Syllabus |
Dimensionality reduction is the process of reducing the number of random variables under consideration. This study will last for 10 weeks, meeting twice a week for about an hour.
Introduction to Dimensionality Reduction (0.5 Week)
- Motivations for dimensionality reduction
- Advantages of dimensionality reduction
- Disadvantages of dimensionality reduction
Feature Selection (3 Weeks)
This is the process of selecting a subset of relevant features. The central premise of this technique is that many features are either redundant or irrelevant and thus can be removed without incurring much loss of information.
Metaheuristic Methods (1.5 Weeks)
- Filter Method
- Wrapper Method
- Embedded Method
Optimality Criteria (0.5 Weeks)
- Bayesian Information Criterion
- Mallow's C
- Akaike Information Criterion
Other Feature Selection Techniques (1 Week)
- Subset Selection
- Minimum-Redundancy-Maximum-Relevance (mRMR) feature selection
- Global Optimization Formulations
- Correlation Feature Selection
Applications of Metaheuristic Techniques (0.5 Weeks)
- Stepwise Regression
- Branch and Bound
Feature Extraction (6 Weeks)
Feature extraction transforms the data in high-dimensional space to a space of fewer dimensions. In other words, feature extraction involves reducing the amount of resources required to describe a large set of data.
Linear Dimensionality Reduction (3 Weeks)
- Principal Component Analysis (PCA)
- Singular Value Decomposition (SVD)
- Non-Negative Matrix Factorization
- Linear Discriminant Analysis (LDA)
- Multidimensional Scaling (MDS)
- Canonical Correlation Analysis (CCA) [If Time Permits]
- Linear Independent Component Analysis [If Time Permits]
- Factor Analysis [If Time Permits]
Non-Linear Dimensionality Reduction (3 Weeks)
One approach to the simplification is to assume that the data of interest lie on an embedded non-linear manifold within higher-dimensional space.
- Kernel Principal Component Analysis
- Nonlinear Principal Component Analysis
- Generalized Discriminant Analysis (GDA)
- T-Distributed Stochastic Neighbor Embedding (T-SNE)
- Self-Organizing Map
- Multifactor Dimensionality Reduction (MDR)
- Isomap
- Locally-Linear Embedding
- Nonlinear Independent Component Analysis
- Sammon's Mapping [If Time Permits]
- Hessian Eigenmaps [If Time Permits]
- Diffusion Maps [If Time Permits]
- RankVisu [If Time Permits]