Lesson 2 of 10 8 min · 144 words
The curse of dimensionality
Why distances and densities behave strangely in high dimensions.
The curse of dimensionality is a set of counter-intuitive effects as the number of dimensions grows:
- Data becomes sparse. To cover the unit cube with points spaced 0.1 apart takes points in 1-D, in 2-D and in 10-D.\n- Distances concentrate. The nearest and farthest neighbours end up at almost the same distance, so 'nearest' carries little information — bad news for k-NN and clustering.\n- Volume moves to the edges. In high dimensions, almost all of a ball's volume lies in a thin shell near its surface.
The required amount of data grows exponentially with for methods that rely on local neighbourhoods.
Formula to remember
Principal directions
λ_k is the variance along v_k.
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