

Tapkee, a dimension reduction library - urlwolf
http://tapkee.lisitsyn.me/

======
inglor
Can anyone explain to a newbie why LDA and embedding through neural networks
were not included as a dimensionality reduction techniques?

~~~
imurray
[Assuming you meant LDA = Linear Discriminant Analysis.] It looks like the
toolkit implements "unsupervised" methods, where the datapoints don't have a
special "label" feature that is treated specially in the embedding. If you do
have labels, see also neighbourhood components analysis (NCA), amongst others.

They say they've biased towards spectral methods. Getting neural net methods
to work requires a different type of experience.

If you're prepared to use Matlab, there are neural net and some supervised
methods in this toolbox:
[http://lvdmaaten.github.io/drtoolbox/](http://lvdmaaten.github.io/drtoolbox/)
A bunch of this stuff, if not all, might work in Octave too.

Some practical advice. Try linear methods like PCA and LDA first. Think about
and/or try out different rescalings and representations of your features. Also
look at what the code in a "blackbox" toolbox is doing. From memory, I think
the Matlab toolbox reduces the dimensionality to 20 with PCA before applying
most other methods. (What if your data has less than 20 dimensions? Change
that code!)

I've had poor experience with most of the spectral methods. Things I've got to
work include the simplest (like PCA), NCA, t-SNE and variants, and auto-
encoders. On many datasets, PCA has worked the best!

If you meant LDA = Latent Dirichlet Allocation: It looks like the toolkit
implements methods that are mainly used for real valued features, rather than
sets of counts.

~~~
inglor
I meant Linear Discriminent Analysis - good answer! I've experienced similar
results with PCA vs other methods.

------
jwr
> "The library is distributed under permissive BSD 3-clause license"

Fantastic! That means it is actually an interesting announcement and worth
digging deeper into.

------
otabdeveloper
Where's the SVD? Did I miss something?

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jeroenjanssens
Comes with a great command-line tool.

