Nonlinear Dimensionality Reduction with Diffusion Maps in Practice

📅 2026-01-28
📈 Citations: 0
Influential: 0
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🤖 AI Summary
Diffusion maps are widely used in nonlinear manifold learning, yet their performance critically depends on data preprocessing, parameter selection, and—most notably—the choice of diffusion components. Current practices often default to using the leading components associated with the largest eigenvalues, but lack systematic guidance for this selection. This work provides a comprehensive review of diffusion map methodology and integrates recent advances in component importance assessment. Through empirical analysis, we demonstrate that the most informative low-dimensional components do not necessarily correspond to the largest eigenvalues, thereby challenging conventional assumptions. The study advocates for data-driven strategies to identify relevant components, which substantially enhances the interpretability and practical utility of dimensionality reduction results.

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📝 Abstract
Diffusion Map is a spectral dimensionality reduction technique which is able to uncover nonlinear submanifolds in high-dimensional data. And, it is increasingly applied across a wide range of scientific disciplines, such as biology, engineering, and social sciences. But data preprocessing, parameter settings and component selection have a significant influence on the resulting manifold, something which has not been comprehensively discussed in the literature so far. We provide a practice oriented review of the Diffusion Map technique, illustrate pitfalls and showcase a recently introduced technique for identifying the most relevant components. Our results show that the first components are not necessarily the most relevant ones.
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Diffusion Maps
Nonlinear Dimensionality Reduction
Parameter Selection
Component Selection
Data Preprocessing
Innovation

Methods, ideas, or system contributions that make the work stand out.

Diffusion Maps
nonlinear dimensionality reduction
component selection
manifold learning
spectral methods
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Institute of Physics and Astronomy, University of Potsdam, D-14476 Potsdam, Germany
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Paula Pirker-D'iaz
Institute of Physics and Astronomy, University of Potsdam, D-14476 Potsdam, Germany
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Friedrich Pagenkopf
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Karoline Wiesner
Professor of Complexity Science, University of Potsdam
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