Module 6: Dimensionality Reduction
  Lecture 30: Principal Component Analysis (PCA)
 

                                            

 

 

Multi-dimensional scaling (MDS)
  • Tries to minimize stress
Stress
  • Stress measures the overall or average performance of the embedding
 
  • In comparison, distortion measures the worst possible performance
  • Algorithm
 
  • Initializes random points
 
  • Moves points as long as stress is reduced or for a fixed number of iterations or when change in stress is less than a pre-defined threshold