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to Dimensionality Reduction
1 Introduction
Success of any decision making system, designed based on data, usually de-
pends on the features used to design the system and use of more features is not
necessarily good. This is true irrespective of whether the system is a pattern clas-
sification system or a function approximation type system. Hence a lot of effort
is given to reduce the dimensionality of the data before they are used to design
the system. Dimensionality reduction can be realized through either feature ex-
traction or feature selection. Given a data set X = {x1 , x2 , · · · , xn }; xi ∈ Rp ,
dimensionality reduction can be viewed as a mapping from the p dimensional
input space to a q dimensional output space ( q < p), M : Rp → Rq , such
that M is obtained by optimizing some criterion. Note that, the task of feature
selection can also be expressed through M . If the task at hand is of classifica-
tion, then typically the classification error is used as the criterion, while when
the task is of function approximation (or prediction), the prediction error is the
common criterion of choice. Such dimensionality reduction methods are known
as supervised methods as each data point is associated with a target output. Di-
mensionality reduction can also be done when we do not know the task for which
the reduced data will be used. In other words, dimensionality reduction can also
be done when the given data points are not associated with any target values as
M.K. Kundu et al. (Eds.): PerMIn 2012, LNCS 7143, pp. 23–27, 2012.
c Springer-Verlag Berlin Heidelberg 2012
24 N.R. Pal
in case of classification. Dimensionality reduction methods for such data sets are
called unsupervised methods. For an unsupervised method one needs to use a
task independent criterion for feature extraction/selection. In this talk we shall
consider both unsupervised and supervised methods.
1 (d∗ij − dij )2
SE = ∗ . (1)
i<j dij i<j d∗ij