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← 14. Dimensionality Reduction
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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Before PCA, features on very different scales should be…

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