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← 14. Dimensionality Reduction
Lesson 1 of 10 7 min · 125 words

High-dimensional data

Images, text and genomics: thousands of features per example.

Many modern datasets have thousands or millions of features per example: a 256 × 256 colour image has 196,608 pixel values; a document as a bag of words has one feature per vocabulary word; gene-expression data measures 20,000 genes per sample.

High dimensionality brings problems: more parameters to learn, more risk of overfitting, slower training, more memory, and data that's impossible to visualise directly.

Fortunately, real high-dimensional data usually lies near a much lower-dimensional structure (the *manifold hypothesis*). Natural images of faces vary along a few dozen factors — pose, lighting, expression, identity — not 196,608 independent ones.

Formula to remember

Covariance matrix

d × d feature covariances.

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Principal components are eigenvectors of…

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