Dimensionality Reduction


at EPSRC Winter School, University of Sheffield, Sheffield, U.K. on Jan 24, 2008 [pdf]
Neil D. Lawrence, University of Sheffield




We approach dimensionality reduction from the perspective of multidimensional scaling. Starting from the basics, we draw the relationship between multidimensional scaling and principal component analysis. From this background we briefly review kernel PCA and Isomap. Finally, we consider the problem of model selection using Gaussian processes.