A popular method for exploring high-dimensional data is something called t-SNE. The technique has become widespread in the field of machine learning, since it has an almost magical ability to create compelling two-dimensonal “maps” from data with hundreds or even thousands of dimensions. Although impressive, these images can be tempting to misread. The purpose of this note is to prevent some common misreadings.
Before diving in: if you haven’t encountered t-SNE before, here’s what you need to know about the math behind it. The goal is to take a set of points in a high-dimensional space and find a faithful representation of those points in a lower-dimensional space, typically the 2D plane. The algorithm is non-linear and adapts to the underlying data, performing different transformations on different regions. Those differences can be a major source of confusion.
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