An Algorithm for Intrinsic Dimensionality Estimation

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An Algorithm for Intrinsic Dimensionality Estimation
Abstract. In this paper a new method for analyzing the intrinsic dimensionality (ID) of low dimensional manifolds in high dimensional feature spaces is presented. The basic idea is to rst extract a low-dimensional representation that captures the intrinsic topological structure of the input data and then to analyze this representation, i.e. to estimate the intrinsic dimensionality. Compared to previous approaches based on local PCA the method has a number of important advantages: First, it can be shown to have only linear time complexity w.r.t. the dimensionality of the input space (in contrast to the cubic complexity of the conventional approach) and hence becomes applicable even for very high dimensional input spaces. Second, it is less sensitive to noise than former approaches, and, nally, the extracted representation can be directly used for further data processing tasks including auto-association and classi cation. The presented method for ID estimation is illustrated on a synthet...
Jörg Bruske, Gerald Sommer
Added 25 Aug 2010
Updated 25 Aug 2010
Type Conference
Year 1997
Where CAIP
Authors Jörg Bruske, Gerald Sommer
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