How unit 5 is examined
This unit covers why many features hurt, the families of reduction methods (selection, projection, manifold), PCA, Kernel PCA and PAC/VC theory; the marks sit in the approaches comparison, PCA principal components, VC dimension, benefits of reduction and backward elimination.
The Curse of Dimensionality
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Definition. <mark>Dimensionality reduction is the process of reducing the number of input features while keeping as much useful information as possible; the curse of dimensionality is the set of problems that appear because data becomes sparse and distances lose meaning as the number of features grows.</mark>
Key points.
- In high dimensions the volume of space grows exponentially, so a fixed number of samples becomes very sparse and needs exponentially more data to cover it.
- Distances between points become nearly equal, so distance-based methods such as k-NN and clustering fail.
- Models with many features overfit easily and are slow to train.
- Benefits of reduction: less computation and storage, less overfitting, easier visualization in 2D or 3D, less noise and redundancy, and better model accuracy. Example: PCA compresses hundreds of correlated features into a few components.
Asked: [7 marks] (Nov 2022) What is dimensionality reduction? Explain the benefits of applying dimensionality reduction.
Main Approaches for Dimensionality Reduction (Projection, Manifold Learning)
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Definition. Dimensionality reduction either selects a subset of the original features (feature selection) or builds new, fewer features from them (feature extraction), and extraction is done by projection or manifold learning.
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Key points.
- Filter selection ranks features by a statistical score such as correlation or chi-square, independent of any model.
- Wrapper selection tests feature subsets by training a model, for example forward selection and backward elimination.
- Embedded selection picks features during training, for example Lasso or tree feature importance.
- Projection projects data onto a lower-dimensional linear subspace (PCA preserves variance, LDA preserves class separation) and assumes the data lies near a flat subspace.
- Manifold learning assumes the data lies on a curved low-dimensional manifold and unrolls it; Isomap keeps geodesic distances, LLE keeps local neighbourhoods, t-SNE keeps neighbour probabilities.
- Autoencoders learn a nonlinear compressed code with a neural network.
| Basis | Projection | Manifold learning |
|---|---|---|
| Assumption | Data near a linear subspace | Data on a curved manifold |
| Objective | Preserve global variance or separation | Preserve local or geodesic structure |
| Examples | PCA, LDA | Isomap, LLE, t-SNE |
| Mapping | Explicit, applies to new data | Usually no direct map for new data |
| Cost | Fast | Slower, sensitive to neighbours |
| Use | Compression, preprocessing | Visualization, unrolling curved data |
Backward elimination (wrapper).
Step 1: Start with all features and fit the model.
Step 2: Find the feature with the highest p-value (least significant).
Step 3: If that p-value exceeds the threshold (for example 0.05), remove it and refit.
Step 4: Repeat until every remaining p-value is below the threshold (stopping criterion).
It is simple and considers feature interactions, but it is costly for many features and cannot re-add a removed feature.
Answer frame. Open with the two families, selection and extraction; draw the tree; for the comparison draw the table then state objectives; close with one line on when to use each.
Asked: [6 marks] (Nov 2022) List out main approaches for dimensionality reduction. Asked: [7 marks] (Nov 2023) Differentiate between projection-based dimensionality reduction and manifold learning. What are their primary objectives? Asked: [7 marks] (Nov 2022) Explain Backward Elimination technique in detail.
PCA: Preserving the Variance, Principal Components, Projecting Down to d Dimensions, Explained Variance Ratio, Choosing the Right Number of Dimensions, PCA for Compression, Randomized PCA, Incremental PCA
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Definition. <mark>Principal components are new mutually orthogonal axes, each a linear combination of the original features, ordered so that the first captures the maximum variance in the data, the second the most remaining variance, and so on.</mark>
Key points.
- Computation: centre the data by subtracting the mean, compute the covariance matrix $C=\frac{1}{n-1}X^TX$, then find its eigenvectors (directions) and eigenvalues (variance along them).
- Sort eigenvectors by eigenvalue and keep the top $d$; project with $Z = XW_d$.
- Explained variance ratio of a component is $\lambda_i/\sum_j\lambda_j$; choose $d$ so the cumulative ratio reaches about 95%.
- Reconstruction $X_{rec}=ZW_d^T$ gives compression with small loss. Randomized PCA is a fast approximate SVD for large data, and Incremental PCA processes mini-batches when data does not fit in memory.
Asked: [7 marks] (Nov 2023) Define principal components in the context of PCA. How are they calculated from the original data?
Kernel PCA: Selecting a Kernel and Tuning Hyper parameters
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Definition. <mark>Kernel PCA applies the kernel trick to PCA: it implicitly maps data to a high-dimensional feature space with kernel $k(x,y)$ and performs PCA there, capturing nonlinear structure.</mark>
Key points.
- Common kernels are linear, polynomial and RBF $k(x,y)=e^{-\gamma\|x-y\|^2}$.
- Choose the kernel and hyperparameters (such as $\gamma$) by grid search with cross-validation, scoring a downstream supervised task or reconstruction error.
- It suits data like Swiss roll or concentric circles where linear PCA fails.
Learning Theory: PAC and VC model
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Definition. <mark>PAC (Probably Approximately Correct) learning asks whether a learner can, with probability at least $1-\delta$, output a hypothesis with error at most $\epsilon$ using a polynomial number of samples; the VC dimension is the size of the largest set of points that a hypothesis class can shatter.</mark>
Key points.
- A class shatters a set if it can realise every possible labelling of it; a linear classifier in 2D has VC dimension 3.
- VC dimension measures the capacity of the hypothesis class, and generalization error is bounded by training error plus a term that grows with VC dimension and shrinks with more samples.
- A higher VC dimension means a more complex model with greater overfitting risk and a need for more data.
- It guides model selection through Structural Risk Minimization (SRM), which picks the class with the best trade-off of training error and capacity.
Asked: [7 marks] (Nov 2023) Discuss the significance of the VC dimension in understanding the generalization ability of learning algorithms.
Last-minute revision
- Dimensionality reduction removes or combines features while keeping information.
- Curse of dimensionality: data sparse, distances lose meaning, overfitting.
- Selection: filter, wrapper, embedded; extraction: PCA, LDA, t-SNE, autoencoders.
- Projection is linear and preserves variance; manifold learning preserves local geometry.
- Backward elimination starts with all features and drops the highest p-value.
- Principal components: orthogonal, ordered by variance, from eigenvectors of the covariance matrix.
- Explained variance ratio $=\lambda_i/\sum\lambda_j$; keep about 95%.
- Randomized PCA is fast and approximate; Incremental PCA uses mini-batches.
- Kernel PCA uses the kernel trick for nonlinear data.
- PAC: error at most $\epsilon$ with probability at least $1-\delta$.
- VC dimension of a 2D linear classifier is 3.
Memory hooks
- Selection picks, extraction creates.
- PCA = Centre, Covariance, Eigen, Project.
- Isomap geodesic, LLE local, t-SNE neighbours.
- High VC means high capacity means high overfitting.
Coverage checklist
- The Curse of Dimensionality: what is dimensionality reduction and its benefits.
- Main Approaches for Dimensionality Reduction (Projection, Manifold Learning): list of approaches, projection vs manifold, backward elimination.
- PCA: Preserving the Variance, Principal Components, Projecting Down to d Dimensions, Explained Variance Ratio, Choosing the Right Number of Dimensions, PCA for Compression, Randomized PCA, Incremental PCA: principal components definition and computation.
- Kernel PCA: Selecting a Kernel and Tuning Hyper parameters: no past questions.
- Learning Theory: PAC and VC model: significance of VC dimension.