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About this paper

Jonathan Bac, Evgeny M. Mirkes, Alexander N. Gorban, Ivan Tyukin, Andrei Zinovyev

Researchers introduced `scikit-dimension`, an open-source Python package that unifies 19 intrinsic dimension estimators under a scikit-learn compatible API. Extensive benchmarking on 521 real-life and synthetic datasets characterized the performance and inter-relationships of these methods, identifying a strong "consensus" intrinsic dimension.

Key insights

  • A strong "consensus" intrinsic dimension underlies the diverse estimates, with the first principal component of z-scored ID values explaining 42.6% of the variance across methods.
  • Intrinsic dimension estimators cluster into distinct groups, primarily separating PCA-based methods from non-linear methods, which further sub-cluster based on their operating principles.
  • Certain commonly used PCA-based ID estimators, such as "broken stick" and Kaiser criteria, are highly sensitive to redundant features, leading to inflated ID estimates in such scenarios.

Summary by alphaXiv.

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