Process of reducing the number of random variables under consideration
For dimensional reduction in physics, see dimensional reduction.
Dimensionality 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). Dimensionality reduction is common in fields that deal with large numbers of observations and/or large numbers of variables, such as signal processing, speech recognition, neuroinformatics, and bioinformatics.[1]
Methods are commonly divided into linear and nonlinear approaches.[1] Approaches can also be divided into feature selection and feature extraction.[2] Dimensionality reduction can be used for noise reduction, data visualization, cluster analysis, or as an intermediate step to facilitate other analyses.
^ abvan der Maaten, Laurens; Postma, Eric; van den Herik, Jaap (October 26, 2009). "Dimensionality Reduction: A Comparative Review" (PDF). J Mach Learn Res. 10: 66–71.
^Pudil, P.; Novovičová, J. (1998). "Novel Methods for Feature Subset Selection with Respect to Problem Knowledge". In Liu, Huan; Motoda, Hiroshi (eds.). Feature Extraction, Construction and Selection. p. 101. doi:10.1007/978-1-4615-5725-8_7. ISBN 978-1-4613-7622-4.
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