**Rdimtools** is an R package for dimension reduction (DR) - including feature selection and manifold learning - and intrnsic dimension estimation (IDE) methods. We aim at building one of the *most comprehensive* toolbox available online, where current version delivers 139 DR algorithms and 17 IDE methods.

The philosophy is simple, **the more we have at hands, the better we can play**.

Our logo characterizes the foundational nature of multivariate data analysis; we may be blind people wrangling the data to see an elephant to grasp an idea of what the data looks like with partial information from each algorithm.

You can install a release version from CRAN:

install.packages("Rdimtools")

or the development version from github:

## install.packages("devtools") devtools::install_github("kyoustat/Rdimtools")

Here is an example of dimension reduction on the famous `iris`

dataset. Principal Component Analysis (`do.pca`

), Laplacian Score (`do.lscore`

), and Diffusion Maps (`do.dm`

) are compared, each from a family of algorithms for linear reduction, feature extraction, and nonlinear reduction.

# load the library library(Rdimtools) # load the data X = as.matrix(iris[,1:4]) lab = as.factor(iris[,5]) # run 3 algorithms mentioned above mypca = do.pca(X, ndim=2) mylap = do.lscore(X, ndim=2) mydfm = do.dm(X, ndim=2, bandwidth=10) # visualize par(mfrow=c(1,3)) plot(mypca$Y, pch=19, col=lab, xlab="axis 1", ylab="axis 2", main="PCA") plot(mylap$Y, pch=19, col=lab, xlab="axis 1", ylab="axis 2", main="Laplacian Score") plot(mydfm$Y, pch=19, col=lab, xlab="axis 1", ylab="axis 2", main="Diffusion Maps")

Swill Roll is a classic example of 2-dimensional manifold embedded in ℝ^{3} and one of 11 famous model-based samples from `aux.gensamples()`

function. Given the ground truth that *d* = 2, let’s apply several methods for intrinsic dimension estimation.

# generate sample data set.seed(100) roll = aux.gensamples(dname="swiss") # we will compare 6 methods (out of 17 methods from version 1.0.0) vecd = rep(0,5) vecd[1] = est.Ustat(roll)$estdim # convergence rate of U-statistic on manifold vecd[2] = est.correlation(roll)$estdim # correlation dimension vecd[3] = est.made(roll)$estdim # manifold-adaptive dimension estimation vecd[4] = est.mle1(roll)$estdim # MLE with Poisson process vecd[5] = est.twonn(roll)$estdim # minimal neighborhood information # let's visualize plot(1:5, vecd, type="b", ylim=c(1.5,2.5), main="true dimension is d=2", xaxt="n",xlab="",ylab="estimated dimension") xtick = seq(1,5,by=1) axis(side=1, at=xtick, labels = FALSE) text(x=xtick, par("usr")[3], labels = c("Ustat","correlation","made","mle1","twonn"), pos=1, xpd = TRUE)

We can observe that all 5 methods we tested estimated the intrinsic dimension around *d* = 2. It should be noted that the estimated dimension may not be integer-valued due to characteristics of each method.

The logo icon is made by Freepik from www.flaticon.com.The rotating Swiss Roll image is taken from Dinoj Surendran’s website.