Module 6: Dimensionality Reduction
  Lecture 31: FastMap
 

                                            

 

 

FastMap
  • Efficient way of dimensionality reduction
  • Designed for Euclidean spaces
  • Works for any metric space
  • SVD finds axis where variance is maximum
  • FastMap tries to find axis where range (or spread) is maximum
  • Basic idea
 
  • Find axis with largest range
 
  • Project points onto that
 
  • Obtain (reduced) dimensions one by one by repeating above steps