High dimensional feature reduction via projection pursuit

摘要

The recent development of more sophisticated remote sensing systems enables the measurement of radiation in many more spectral intervals than previously possible. An example of that technology is the AVIRIS system, which collects image data in 220 bands. As a result of this, new algorithms must be developed in order to analyze the more complex data effectively. Data in a high dimensional space presents a substantial challenge, since intuitive concepts valid in a 2-3 dimensional space do not necessarily apply in higher dimensional spaces. For example, high dimensional space is mostly empty. This results from the concentration of data in the corners of hypercubes. Other examples may be cited. Such observations suggest the need to project data to a subspace of a much lower dimension on a problem specific basis in such a manner that information is not lost. Projection pursuit is a technique that will accomplish such a goal. Since it processes data in lower dimensions, it should avoid many of the difficulties of high dimensional spaces. The authors investigate some of the properties of projection pursuit.