Dimensionality reduction in complex models

Research output: Working paperTechnical report

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Abstract

As a part of the Managing Uncertainty in Complex Models (MUCM) project, research at Aston University will develop methods for dimensionality reduction of the input and/or output spaces of models, as seen within the emulator framework. Towards this end this report describes a framework for generating toy datasets, whose underlying structure is understood, to facilitate early investigations of dimensionality reduction methods and to gain a deeper understanding of the algorithms employed, both in terms of how effective they are for given types of models / situations, and also their speed in applications and how this scales with various factors. The framework, which allows the evaluation of both screening and projection approaches to dimensionality reduction, is described. We also describe the screening and projection methods currently under consideration and present some preliminary results. The aim of this draft of the report is to solicit feedback from the project team on the dataset generation framework, the methods we propose to use, and suggestions for extensions that should be considered.

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Original languageEnglish
Place of PublicationBirmingham
PublisherAston University
Number of pages14
ISBN (Print)NCRG/2007/001
StatePublished - May 2007

    Keywords

  • Methods for dimensionality reduction, dataset generation framework, wrapper methods

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