Dimensionality Reduction#
This section provides implementation details for the dimensionality reduction methods that have been covered in class. Further details can be found in the lecture notes. The code in this section demonstrates the application of the dimensionality reduction methods to interesting datasets that illustrate the performance and nature of different dimensionality reduction methods. It also demonstrates the sequential sampling algorithms that use dimensionality reduction methods on the 10 dimensional Styblinski-Tang function. This illustrates the difficulty of performing sequential sampling on high-dimensional functions and the use of dimensionality reduction to improve the performance of sequential sampling. The above concepts are covered in the following two sections:
Dimensionality Reduction Methods
Sequential Sampling using Dimensionality Reduction