dimensionality reduction and metric learning.
This Matlab toolbox implements 34 techniques for dimensionality reduction and metric learning. These techniques are all available through the COMPUTE_MAPPING function or through the GUI. The following techniques are available:
- Principal Component Analysis ('PCA')
- Linear Discriminant Analysis ('LDA')
- Multidimensional scaling ('MDS')
- Probabilistic PCA ('ProbPCA')
- Factor analysis ('FactorAnalysis')
- Sammon mapping ('Sammon')
- Isomap ('Isomap')
- Landmark Isomap ('LandmarkIsomap')
- Locally Linear Embedding ('LLE')
- Laplacian Eigenmaps ('Laplacian')
- Hessian LLE ('HessianLLE')
- Local Tangent Space Alignment ('LTSA')
- Diffusion maps ('DiffusionMaps')
- Kernel PCA ('KernelPCA')
- Generalized Discriminant Analysis ('KernelLDA')
- Stochastic Neighbor Embedding ('SNE')
- Symmetric Stochastic Neighbor Embedding ('SymSNE')
- t-Distributed Stochastic Neighbor Embedding ('tSNE')
- Neighborhood Preserving Embedding ('NPE')
- Locality Preserving Projection ('LPP')
- Stochastic Proximity Embedding ('SPE')
- Linear Local Tangent Space Alignment ('LLTSA')
- Conformal Eigenmaps ('CCA', implemented as an extension of LLE)
- Maximum Variance Unfolding ('MVU', implemented as an extension of LLE)
- Landmark Maximum Variance Unfolding ('LandmarkMVU')
- Fast Maximum Variance Unfolding ('FastMVU')
- Locally Linear Coordination ('LLC')
- Manifold charting ('ManifoldChart')
- Coordinated Factor Analysis ('CFA')
- Gaussian Process Latent Variable Model ('GPLVM')
- Deep autoencoders ('Autoencoder')
- Neighborhood Components Analysis ('NCA')
- Maximally Collapsing Metric Learning ('MCML')
- Large Margin Nearest Neighhbor metric learning ('LMNN')
Furthermore, the toolbox contains 6 techniques for intrinsic dimensionality estimation. These techniques are available through the function INTRINSIC_DIM. The following techniques are available:
- Eigenvalue-based estimation ('EigValue')
- Maximum Likelihood Estimator ('MLE')
- Estimator based on correlation dimension ('CorrDim')
- Estimator based on nearest neighbor evaluation ('NearNb')
- Estimator based on packing numbers ('PackingNumbers')
- Estimator based on geodesic minimum spanning tree ('GMST')
In addition to these techniques, the toolbox contains functions for prewhitening of data (the function PREWHITEN), exact and estimate out-of-sample extension (the functions OUT_OF_SAMPLE and OUT_OF_SAMPLE_EST), and a function that generates toy datasets (the function GENERATE_DATA).
The graphical user interface of the toolbox is accessible through the DRGUI function.