Dimensionality reduction: Locally Linear Embedding

One of the most cited algorithm in nonlinear manifold learning, with Isomap, is LLE. Contrary to Isomap, LLE tries to retain the local data structure of the sampled manifold. Whereas Isomap preserves absolute distances, LLE preserves local relative distances (it preserves barycenter weights).

This means that LLE is not suitable for every dimensionality reductions. For visualization purposes, it can lead to very different solutions if the manifold is noisy.
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Dimensionality reduction: Principal Components Analysis

Before going into more details about nonlinear manifold learning, I’ll present the linear description that is used in most of the applications.

PCA, for Principal Components Analysis, is the other name for the Karhunen-Loeve transform. It aims at describing the data by a single linear model. The reduced space is the space on the linear model, it is possible to project a new point on the manifold and thus testing the belonging of point to the manifold.

The problem with PCA is that it cannot tackle nonlinear manifold, as the SwissRoll that was presented in my last item.
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