In the previous article in this series we distinguished between two kinds of unsupervised learning (cluster analysis and dimensionality reduction) and discussed the former in some detail. In this installment we turn our attention to the later. In dimensionality reduction we seek a function \(f : \mathbb{R}^n \mapsto \mathbb{R}^m\) where \(n\) is the dimension of the original data \(\mathbf{X}\) and \(m\) is less than or equal to \(n\). That is, we want to map some high dimensional space into ...
