Effective Dimensionality

an interactive visual explainer

step 01 — draw data, watch dimensionality update live

feature space

noise level medium

presets

Points

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σ₁

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σ₂

singular value spectrum

draw some points

variance explained

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Draw points to see the spectrum.

effective dimensionality

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out of max 2

(Σ λᵢ)² Σ λᵢ² = —

Draw at least 4 points.