Week 09 — Dimensionality Reduction
Pearson 1901: find the hyperplane minimizing orthogonal distances. The result surfaces the eigenvectors of the covariance matrix.
Week 09 — Dimensionality Reduction
Pearson 1901: find the hyperplane minimizing orthogonal distances. The result surfaces the eigenvectors of the covariance matrix.
Lecture
PCA as SVD · probabilistic PCA · factor analysis · t-SNE (van der Maaten 2008) · UMAP (McInnes 2018) · autoencoders for nonlinear dimensionality reduction.
Read before the lecture
- Pearson, *On Lines and Planes of Closest Fit to Systems of Points in Space* (Phil. Mag. 1901)
Code lab
Lab 4 — Visualizing genomic data
Apply PCA, t-SNE, and UMAP to a public single-cell RNA-seq dataset. Compare what each method preserves. Discuss the cost of nonlinear methods for downstream interpretation.
Notebook: lab04-genomic.ipynb · Dataset: 10x Genomics single-cell PBMC (public).
Reference text for this week: chapter 09 of the bilingual notes — EN PDF · FR PDF.