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+Scikit-Learn offers yet another option to perform PCA, called Randomized PCA. This is a stochastic +algorithm that quickly finds an approximation of the first d principal components. Its computational +complexity is \( O(m \times d^2)+O(d^3) \), instead of \( O(m \times n^2) + O(n^3) \), so it is dramatically faster than the +previous algorithms when \( d \) is much smaller than \( n \). + +
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+The kernel trick is a mathematical technique that implicitly maps instances into a +very high-dimensional space (called the feature space), enabling nonlinear classification and regression +with Support Vector Machines. Recall that a linear decision boundary in the high-dimensional feature +space corresponds to a complex nonlinear decision boundary in the original space. +It turns out that the same trick can be applied to PCA, making it possible to perform complex nonlinear +projections for dimensionality reduction. This is called Kernel PCA (kPCA). It is often good at +preserving clusters of instances after projection, or sometimes even unrolling datasets that lie close to a +twisted manifold. +For example, the following code uses Scikit-Learn’s KernelPCA class to perform kPCA with an +
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from sklearn.decomposition import KernelPCA
+rbf_pca = KernelPCA(n_components = 2, kernel="rbf", gamma=0.04)
+X_reduced = rbf_pca.fit_transform(X)
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+Locally Linear Embedding (LLE) is another very powerful nonlinear dimensionality reduction +(NLDR) technique. It is a Manifold Learning technique that does not rely on projections like the previous +algorithms. In a nutshell, LLE works by first measuring how each training instance linearly relates to its +closest neighbors (c.n.), and then looking for a low-dimensional representation of the training set where +these local relationships are best preserved (more details shortly). + +
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+There are many other dimensionality reduction techniques, several of which are available in Scikit-Learn. + +
+Here are some of the most popular: + +
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