Manifold Hypothesis in Data Analysis: Double Geometrically-Probabilistic Approach to Manifold Dimension Estimation


Manifold hypothesis states that data points in high-dimensional space actually lie in close vicinity of a manifold of much lower dimension. In many cases this hypothesis was empirically verified and used to enhance unsupervised and semi-supervised learning. Here we present new approach to manifold hypothesis checking and underlying manifold dimension estimation. In order to do it we use two very different methods simultaneously - one geometric, another probabilistic - and check whether they give the same result. Our geometrical method is a modification for sparse data of a well-known box-counting algorithm for Minkowski dimension calculation. The probabilistic method is new. Although it exploits standard nearest neighborhood distance, it is different from methods which were previously used in such situations. This method is robust, fast and includes special preliminary data transformation. Experiments on real datasets show that the suggested approach based on two methods combination is powerful and effective.

Aleksandr Petiushko Александр Петюшко
Aleksandr Petiushko Александр Петюшко
Director, Head of ML Research / Adjunct Professor / PhD

Principal R&D Researcher (15+ years of experience), R&D Technical Leader (10+ years of experience), and R&D Manager (8+ years of experience). Running and managing industrial research and academic collaboration (35+ publications, 30+ patents). Inspired by theoretical computer science and how it changes the world.