{ "source_file": "0930", "source_platform": "Medium", "author": "Niklas Lang", "title_listed": "Why Data Scientists Can't Afford Too Many Dimensions", "keywords": "", "domain": "机器学习", "content_type": "深度技术解析", "is_paid_flag": "否", "url": "https://towardsdatascience.com/why-data-scientists-cant-afford-too-many-dimensions-and-what-they-can-do-about-it-653230d50f9c/", "publish_date": "2025-01-16", "corpus_stage": "", "notes": "", "id": "6de93dcac4a9", "collected_at": "2026-10-02T04:10:30", "title": "Why Data Scientists Can't Afford Too Many Dimensions and What They Can Do About It | Towards Data Science", "body_markdown": "![Revisit consent button](../images/body-df29beacd7496220cc94.svg)\nWe value your privacy\nWe use cookies to enhance your browsing experience, serve personalised ads or content, and analyse our traffic. 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It also helps in adverstising on the website.\n\n\n * Cookie\nedgebucket\n * Duration\nsession\n * Description\nReddit sets this cookie to save the information about a log-on Reddit user, for the purpose of advertisement recommendations and updating the content.\n\n\n * Cookie\ndid\n * Duration\n1 year\n * Description\nArbor sets this cookie to show targeted ads to site visitors.This cookie expires after 2 months or 1 year.\n\n\nUncategorised\nOther uncategorised cookies are those that are being analysed and have not been classified into a category as yet.\nNo cookies to display.\nReject All Save My Preferences Accept All\nToggle Search[](https://towardsdatascience.com/)Toggle Mobile Navigation\n[](https://towardsdatascience.com/)\nPublish AI, ML & data-science insights to a global community of data professionals.\nSign in[Submit an Article](https://write.insightmediagroup.io)\n[Latest](https://towardsdatascience.com/latest/)[Editor's Picks](https://towardsdatascience.com/tag/editors-pick/)[Newsletter](https://towardsdatascience.com/tag/the-variable/)[ShipAI](https://towardsdatascience.com/shipai/)\n* * *\n[Write For TDS](https://towardsdatascience.com/submissions/)\n[LinkedIn](https://www.linkedin.com/company/towards-data-science/)[X](https://x.com/TDataScience)Toggle Search\n[Deep Learning](https://towardsdatascience.com/category/artificial-intelligence/deep-learning/)\n# Why Data Scientists Can't Afford Too Many Dimensions and What They Can Do About It\nAn in-depth article about dimensionality reduction and its most popular methods\n[Niklas Lang](https://towardsdatascience.com/author/niklas_lang/)\nJanuary 16, 202514 min read\n![Photo by Paulina Gasteiger on Unsplash](../images/000.jpg)\nPhoto by [Paulina Gasteiger](https://unsplash.com/@paulinagasteiger?utm_source=medium&utm_medium=referral) on [Unsplash](https://unsplash.com?utm_source=medium&utm_medium=referral)\nDimensionality reduction is a central method in the field of Data Analysis and Machine Learning that makes it possible to reduce the number of dimensions in a data set while retaining as much of the information it contains as possible. This step is necessary to reduce the dimensionality of the dataset before training to save computing power and avoid the problem of overfitting.\nIn this article, we take a detailed look at dimensionality reduction and its objectives. We also illustrate the most commonly used methods and highlight the challenges of dimensionality reduction.\nLearn this step by step with the interactive [Machine Learning](https://roadmap.sh/machine-learning) roadmap.\n## What is Dimensionality Reduction?\nDimensionality reduction comprises various methods that aim to reduce the number of characteristics and variables in a data set while preserving the information in it. In other words, fewer dimensions should enable a simplified representation of the data without losing patterns and structures within the data. This can significantly accelerate downstream analyses and also optimize machine learning models.\nIn many applications, problems occur due to the high number of variables in a data set, which is also referred to as the [curse of dimensionality](https://databasecamp.de/en/ml/curse-of-dimensionality-en). For example, too much dimensionality can lead to these problems:\n * [**Overfitting**](https://databasecamp.de/en/ml/overfitting-en): When machine learning models become overly reliant on characteristics of the training dataset and therefore only provide poor results for new, unseen data, this is known as overfitting. With a high number of features, the risk of overfitting increases as the model becomes more complex and therefore adapts too strongly to the errors in the data set.\n * **Computational complexity** : Analyses and models that have to process many variables often require more parameters to be trained. This increases the computational complexity, which is reflected either in a longer training time or in increased resource consumption.\n * **Data Noise** : With an increased number of variables, the probability of erroneous data or so-called noise also increases. This can influence the analyses and lead to incorrect predictions.\n\n\nAlthough large data sets with many characteristics are very informative and valuable, the high number of dimensions can also quickly lead to problems. Dimensionality reduction is a method that attempts to preserve the information content of the data set while reducing the number of dimensions.\n## What is the Curse of Dimensionality?\nThe Curse of Dimensionality occurs with high-dimensional data sets, i.e. those that have a large number of attributes or features. At first, many attributes are a good thing because they contain a lot of information and describe the data points well. For example, if we have a dataset about people, the attributes can be information such as hair color, height, weight, eye color, etc.\nIn mathematical terms, however, each additional attribute means a new dimension in the space and therefore a significant increase in possibilities. This becomes clear from the following example, in which we want to find out which customers buy which products. In the first step, we only look at the age of the prospective customers and whether they have bought the product. We can still depict this relatively easily in a two-dimensional diagram.\n![Diagram of Buyers divided by Age | Source: Author](../images/001.jpeg)\nDiagram of Buyers divided by Age | Source: Author\nAs soon as we add more information about the customer, things get a little more complex. The information on the customer's income would mean a new axis on which the numerical income is mapped. So the two-dimensional diagram becomes a three-dimensional one. The additional attribute \"gender\" would lead to a fourth dimension and so on.\nWhen working with data, it is desirable to have a lot of attributes and information in the data set to give the model many opportunities to recognize structures in the data. However, it can also lead to serious problems, as the name Curse of Dimensionality suggests.\n**Data Sparsity**\nThe example shown illustrates a problem that occurs with many attributes. Due to the large number of dimensions, the so-called data space, i.e. the number of values a dataset can take on, also grows. This can lead to what is known as data sparsity meaning that the training data set used to train the model does not contain certain values at all or only very rarely. As a result, the model only delivers poor results for these marginal cases.\nLet's assume that we examine 1,000 customers in our example, as it would be too time-consuming to survey even more customers or this data is simply not available. All age groups from young to old may be well represented among these customers. However, if the additional dimension of income is added, it becomes less likely that the possible characteristics, such as \"young\" and \"high income\" or \"old\" and \"medium income\", will occur and be backed up with enough data points.\n**Distance Concentration**\nIf you want to evaluate the similarity of different data sets in the field of machine learning, distance functions are often used for this. The most common clustering algorithms, such as [k-means clustering](https://databasecamp.de/en/ml/k-means-clustering), rely on calculating the distance between points and assigning them to a cluster depending on their size. In multidimensional spaces, however, it can quickly become the case that all points are at a similar distance from each other so it seems almost impossible to separate them.\nWe are also familiar with this phenomenon from everyday life. If you take a photo of two objects, such as two trees, they can look very close to each other in the picture, as it is only a two-dimensional image. In real life, however, the trees may be several meters apart, which only becomes clear in three dimensions.\nAll these problems, which can occur in connection with many dimensions, are summarized under the term Curse of Dimensionality.\n## What are the Goals of Dimensionality Reduction?\nDimensionality reduction primarily pursues three primary goals: Improving model performance, visualizing data, and increasing processing speed. We will examine these in more detail in the following section.\n**Improving Model Performance**\nOne of the main goals of dimensionality reduction is to improve model performance. By reducing the number of variables in a dataset, a less complex model can be used, which in turn reduces the risk of overfitting.\nModels that have a large number of parameters and are therefore highly complex tend to overfit the training dataset and the noise in the data. As a result, the model delivers poorer results with new data that does not contain this noise, while the accuracy of the training data set is very good. This phenomenon is known as overfitting. During dimensionality reduction, unimportant or redundant features are removed from the data set, which reduces the risk of overfitting. As a result, the model delivers better quality for new, unseen data.\n**Visualization of Data**\nIf you want to visualize data sets with many features, you face the challenge of mapping all this information in a two- or at most three-dimensional space. Any dimensionality beyond this is no longer directly tangible for us humans, but it is easiest to assign a separate dimension to each feature in the data set. Therefore, with high-dimensional data sets, we are often faced with the problem that we cannot simply visualize the data to gain an initial understanding of the peculiarities of the data and, for example, to recognize whether there are outliers.\nDimensionality reduction helps to reduce the number of dimensions to such an extent that visualization in two- or three-dimensional space is possible. This makes it easier to better understand the relationships between the variables and the data structures.\n**Increasing the Processing Speed**\nComputing time and the necessary resources play a major role in the implementation of projects, especially for machine learning and deep learning algorithms. Often, only limited resources are available, which should be used optimally. By removing redundant features from the data set at an early stage, you not only save time and computing power during data preparation but also when training the model, without having to accept lower performance.\nIn addition, dimensionality reduction makes it possible to use simpler models that not only require less power during initial training but can also perform calculations faster later during operation. This is an important factor, especially for real-time calculations.\nOverall, dimensionality reduction is an important method for improving data analysis and building more robust machine-learning models. It is also an important step in the visualization of data.\n## Which Methods are used for Dimensionality Reduction?\nIn practice, various methods for dimensionality reduction have become established, three of which are explained in more detail below. Depending on the application and the structure of the data, these methods already cover a broad spectrum and can be used for most practical problems.\n### Principal Component Analysis\n[Principal component analysis (PCA)](https://databasecamp.de/en/statistics/principal-component-analysis-en) assumes that several variables in a data set possibly measure the same thing, i.e. are correlated. These different dimensions can be mathematically combined into so-called principal components without compromising the significance of the data set. The shoe size and height of a person, for example, are often correlated and can therefore be replaced by a common dimension to reduce the number of input variables.\nPrincipal component analysis describes a method for mathematically calculating these components. The following two key concepts are central to this:\nThe **covariance matrix** is a matrix that specifies the pairwise covariances between two different dimensions of the data space. It is a square matrix, i.e. it has as many rows as columns. For any two dimensions, the covariance is calculated as follows:\n![](../images/body-84ccb0c6f7e0c8244f02.jpeg)\nHere _n_ stands for the number of data points in the data set, _X _i_ is the value of the dimension _X_ of the _i_ -th data point and X̅ is the mean value of the dimension _X_ for all _n_ data points. As can be seen from the formula, the covariances between two dimensions do not depend on the order of the dimensions, so the following applies _COV(X,Y) = COV(Y,X)_. These values result in the following covariance matrix _C_ for the two dimensions _X_ and _Y_ :\n![](../images/body-00073cd40b9f5a07d2f8.jpeg)\nThe covariance of two identical dimensions is simply the variance of the dimension itself, i.e:\n![](../images/body-b4afc3a28b9fe55c8a5c.jpeg)\nThe covariance matrix is the first important step in the principal component analysis. Once this matrix has been created, the **eigenvalues** and **eigenvectors** can be calculated from it. Mathematically, the following equation is solved for the eigenvalues:\n![](../images/body-602bfca6add284229b81.jpeg)\nHere _λ_ is the desired eigenvalue and _I_ is the unit matrix of the same size as the covariance matrix _C_. When this equation is solved, one or more eigenvalues of a matrix are obtained. They represent the linear transformation of the matrix in the direction of the associated eigenvector. An associated eigenvector can therefore also be calculated for each eigenvalue, for which the slightly modified equation must be solved:\n![](../images/body-47162b4a1f2f4ac1b43e.jpeg)\nWhere _v_ is the desired eigenvector, according to which the equation must be solved accordingly. In the case of the covariance matrix, the eigenvalue corresponds to the variance of the eigenvector, which in turn represents a principal component. Each eigenvector is therefore a mixture of different dimensions of the data set, the principal components. The corresponding eigenvalue therefore indicates how much variance of the data set is explained by the eigenvector. The higher this value, the more important the principal component is, as it contains a large proportion of the information in the data set.\nTherefore, after calculating the eigenvalues, they are sorted by size and the eigenvalues with the highest values are selected. The corresponding eigenvectors are then calculated and used as principal components. This results in a dimension reduction, as only the principal components are used to train the model instead of the individual features of the data set.\n### t-Distributed Stochastic Neighbor Embedding (t-SNE)\n[t-Distributed Stochastic Neighbor Embedding](https://databasecamp.de/en/statistics/tsne-en), or t-SNE for short, approaches the problem of dimensionality reduction differently by attempting to create a new, lower-dimensional space that adopts the distances of the data points from the higher-dimensional space as far as possible. The basic idea of this becomes clear in the following example.\nIt is not easy to transfer data sets from a high dimensionality to a low dimensionality while retaining as much information as possible from the data set. The following figure shows a simple, two-dimensional data set with a total of 50 data points. Three different clusters can be identified, which are also well separated from each other. The yellow cluster is furthest away from the other two clusters, while the purple and blue data points are closer to each other.\n![Two-dimensional data for t-SNE | Source: Author](../images/002.png)\nTwo-dimensional data for t-SNE | Source: Author\nThe aim now is to convert this two-dimensional data set into a lower dimension, i.e. into one dimension. The simplest approach for this would be to represent the data either only by its X or Y coordinate.\n![Dimensionality reduction by X- or Y-coordinate | Source: Author](../images/003.png)\nDimensionality reduction by X- or Y-coordinate | Source: Author\nHowever, it is clear that this simple transformation has lost much of the information in the data set and gives a different picture than the original two-dimensional data. If only the X coordinates are used, it looks as if the yellow and purple clusters overlap and that all three clusters are roughly equidistant from each other. If, on the other hand, only the Y coordinates are used for dimensionality reduction, the yellow cluster is much better separated from the other clusters, but it looks as if the purple and blue clusters overlap.\nThe basic idea of t-SNE is that the distances from the high dimensionality are transferred to the low dimensionality as far as possible. To do this, it uses a stochastic approach and converts the distances between points into a probability that indicates how likely it is that two random points are next to each other.\nMore precisely, it is a conditional probability that indicates how likely it is that one point would choose the other point as a neighbor. Hence the name \"Stochastic Neighbor Embedding\".\n![Dimensionality reduction according to t-SNE | Source: Author](../images/004.png)\nDimensionality reduction according to t-SNE | Source: Author\nAs you can see, this approach leads to a much better result, in which the three different clusters can be clearly distinguished from one another. It is also clear that the yellow data points are significantly further away from the other data points and the blue and purple clusters are somewhat closer together. To better understand the details of this approach, you are welcome to read our detailed [article](https://databasecamp.de/en/statistics/tsne-en) on this topic.\n> [**Mastering t-SNE: A Comprehensive Guide to Understanding and Implementation in Python**](https://towardsdatascience.com/mastering-t-sne-a-comprehensive-guide-to-understanding-and-implementation-in-python-480929bfe6f4)\n### Linear Discriminant Analysis\nLinear Discriminant Analysis (LDA for short) aims to identify and maximize the separability between classes by projecting the data onto a smaller dimension. In contrast to other methods, it places particular emphasis on maximizing the separability between classes and is therefore particularly important for classification tasks.\nTwo central key figures are calculated:\n * **Within-Class Scatter** : This key figure measures the variability within a class of data. The lower this value, the more similar the data points are within a class and the more the classes are separated.\n * **Between-class scatter** : This scatter in turn measures the variability between the mean values of the classes. This value should be as large as possible, as this indicates that the classes are easier to separate from each other.\n\n\nSimply put, these key figures are used to form matrices and calculate their eigenvalues. The eigenvectors for the largest eigenvalues are in turn the dimensions in the new feature space, which has fewer dimensions than the original data set. All data points can then be projected onto the eigenvectors, which reduces the dimensions.\nLinear Discriminant Analysis is particularly suitable for applications in which the classes are already known and the data is also clearly labeled. It uses this class information from supervised learning to find a low-dimensional space that separates the classes as well as possible.\nA disadvantage of LDA is that the maximum reduction to a dimensional space is limited and depends on the number of classes. A data set with (n) classes can therefore be reduced to a maximum of (n-1) dimensions. In concrete terms, this means, for example, that a data set with three different classes can be reduced to a two-dimensional space.\nThis approach of dimensionality reduction is also particularly suitable for large data sets, as the computing effort is only moderate and scales well with the amount of data so that the computing effort is kept within limits even with large amounts of data.\n## What are the Challenges of Dimensionality Reduction?\nDimensionality reduction is an important step in data pre-processing to increase the generalizability of machine learning models and the general model performance and possibly save computing power. However, the methods also bring with them some challenges that should be considered before use. These include\n * **Loss of information** : Although the methods presented attempt to retain as much variance, i.e. information content, of the data set, some information is inevitably lost when dimensions are reduced. Important data can also be lost, which may lead to poorer analyses or model results. Therefore, the resulting model may be less accurate or less powerful.\n * **Interpretability** : Most algorithms used for dimensionality reduction provide a low-dimensional space that no longer contains the original dimensions, but a mathematical summary of them. Principal component analysis, for example, uses the eigenvectors, which are a summary of various dimensions from the data set. As a result, interpretability is lost to a certain extent, as the previous dimensions are easier to measure and visualize. Especially in use cases where transparency is important and the results require a practical interpretation, this can be a decisive disadvantage.\n * **Scaling** : Performing dimensionality reductions is computationally intensive and takes time, especially for large data sets. In real-time applications, however, this time is not available, as the computing time of the model is added to this. Computing-intensive models in particular, such as t-SNE or autoencoders, quickly fall out because they take too long to make live predictions.\n * **Selecting the method** : Depending on the application, the dimensionality reduction methods presented have their strengths and weaknesses. The selection of a suitable algorithm therefore plays an important role, as it has a significant influence on the results. There is no one-size-fits-all solution and a new decision must always be made based on the application.\n\n\nDimensionality reduction has many advantages and is an integral part of data pre-processing in many applications. However, the disadvantages and challenges mentioned must also be taken into account to train an efficient model.\n## This is what you should take with you\n * Dimensionality reduction is a method of reducing the number of dimensions, i.e. variables, in a data set while retaining as much information content as possible.\n * With many input variables, the so-called curse of dimensionality arises. This leads to problems such as data sparsity or distance concentration.\n * Dimensionality reduction often leads to a lower probability of overfitting, better visualization, and optimized computing power when training machine learning models.\n * The most common dimensionality reduction methods include principal component analysis, t-SNE, and LDA.\n * However, dimensionality reduction also has disadvantages, such as poorer interpretability or loss of information.\n\n\n## Register Now to Continue Reading\n### Unlock Towards Data Science with a Free Account\nAll articles on Towards Data Science are available to registered users. 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It also helps in adverstising on the website.\n\n\n * Cookie\nedgebucket\n * Duration\nsession\n * Description\nReddit sets this cookie to save the information about a log-on Reddit user, for the purpose of advertisement recommendations and updating the content.\n\n\n * Cookie\ndid\n * Duration\n1 year\n * Description\nArbor sets this cookie to show targeted ads to site visitors.This cookie expires after 2 months or 1 year.\n\n\nUncategorised\nOther uncategorised cookies are those that are being analysed and have not been classified into a category as yet.\nNo cookies to display.\nReject All Save My Preferences Accept All\nToggle Search[](https://towardsdatascience.com/)Toggle Mobile Navigation\n[](https://towardsdatascience.com/)\nPublish AI, ML & data-science insights to a global community of data professionals.\nSign in[Submit an Article](https://write.insightmediagroup.io)\n[Latest](https://towardsdatascience.com/latest/)[Editor's Picks](https://towardsdatascience.com/tag/editors-pick/)[Newsletter](https://towardsdatascience.com/tag/the-variable/)[ShipAI](https://towardsdatascience.com/shipai/)\n* * *\n[Write For TDS](https://towardsdatascience.com/submissions/)\n[LinkedIn](https://www.linkedin.com/company/towards-data-science/)[X](https://x.com/TDataScience)Toggle Search\n[Deep Learning](https://towardsdatascience.com/category/artificial-intelligence/deep-learning/)\n# Why Data Scientists Can't Afford Too Many Dimensions and What They Can Do About It\nAn in-depth article about dimensionality reduction and its most popular methods\n[Niklas Lang](https://towardsdatascience.com/author/niklas_lang/)\nJanuary 16, 202514 min read\n![Photo by Paulina Gasteiger on Unsplash](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/0bsycHSdbsa-FwHr1-scaled.jpg)\nPhoto by [Paulina Gasteiger](https://unsplash.com/@paulinagasteiger?utm_source=medium&utm_medium=referral) on [Unsplash](https://unsplash.com?utm_source=medium&utm_medium=referral)\nDimensionality reduction is a central method in the field of Data Analysis and Machine Learning that makes it possible to reduce the number of dimensions in a data set while retaining as much of the information it contains as possible. This step is necessary to reduce the dimensionality of the dataset before training to save computing power and avoid the problem of overfitting.\nIn this article, we take a detailed look at dimensionality reduction and its objectives. We also illustrate the most commonly used methods and highlight the challenges of dimensionality reduction.\nLearn this step by step with the interactive [Machine Learning](https://roadmap.sh/machine-learning) roadmap.\n## What is Dimensionality Reduction?\nDimensionality reduction comprises various methods that aim to reduce the number of characteristics and variables in a data set while preserving the information in it. In other words, fewer dimensions should enable a simplified representation of the data without losing patterns and structures within the data. This can significantly accelerate downstream analyses and also optimize machine learning models.\nIn many applications, problems occur due to the high number of variables in a data set, which is also referred to as the [curse of dimensionality](https://databasecamp.de/en/ml/curse-of-dimensionality-en). For example, too much dimensionality can lead to these problems:\n * [**Overfitting**](https://databasecamp.de/en/ml/overfitting-en): When machine learning models become overly reliant on characteristics of the training dataset and therefore only provide poor results for new, unseen data, this is known as overfitting. With a high number of features, the risk of overfitting increases as the model becomes more complex and therefore adapts too strongly to the errors in the data set.\n * **Computational complexity** : Analyses and models that have to process many variables often require more parameters to be trained. This increases the computational complexity, which is reflected either in a longer training time or in increased resource consumption.\n * **Data Noise** : With an increased number of variables, the probability of erroneous data or so-called noise also increases. This can influence the analyses and lead to incorrect predictions.\n\n\nAlthough large data sets with many characteristics are very informative and valuable, the high number of dimensions can also quickly lead to problems. Dimensionality reduction is a method that attempts to preserve the information content of the data set while reducing the number of dimensions.\n## What is the Curse of Dimensionality?\nThe Curse of Dimensionality occurs with high-dimensional data sets, i.e. those that have a large number of attributes or features. At first, many attributes are a good thing because they contain a lot of information and describe the data points well. For example, if we have a dataset about people, the attributes can be information such as hair color, height, weight, eye color, etc.\nIn mathematical terms, however, each additional attribute means a new dimension in the space and therefore a significant increase in possibilities. This becomes clear from the following example, in which we want to find out which customers buy which products. In the first step, we only look at the age of the prospective customers and whether they have bought the product. We can still depict this relatively easily in a two-dimensional diagram.\n![Diagram of Buyers divided by Age | Source: Author](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/11QYmCmgTOlzTK5Kxbpnw6A.jpeg)\nDiagram of Buyers divided by Age | Source: Author\nAs soon as we add more information about the customer, things get a little more complex. The information on the customer's income would mean a new axis on which the numerical income is mapped. So the two-dimensional diagram becomes a three-dimensional one. The additional attribute \"gender\" would lead to a fourth dimension and so on.\nWhen working with data, it is desirable to have a lot of attributes and information in the data set to give the model many opportunities to recognize structures in the data. However, it can also lead to serious problems, as the name Curse of Dimensionality suggests.\n**Data Sparsity**\nThe example shown illustrates a problem that occurs with many attributes. Due to the large number of dimensions, the so-called data space, i.e. the number of values a dataset can take on, also grows. This can lead to what is known as data sparsity meaning that the training data set used to train the model does not contain certain values at all or only very rarely. As a result, the model only delivers poor results for these marginal cases.\nLet's assume that we examine 1,000 customers in our example, as it would be too time-consuming to survey even more customers or this data is simply not available. All age groups from young to old may be well represented among these customers. However, if the additional dimension of income is added, it becomes less likely that the possible characteristics, such as \"young\" and \"high income\" or \"old\" and \"medium income\", will occur and be backed up with enough data points.\n**Distance Concentration**\nIf you want to evaluate the similarity of different data sets in the field of machine learning, distance functions are often used for this. The most common clustering algorithms, such as [k-means clustering](https://databasecamp.de/en/ml/k-means-clustering), rely on calculating the distance between points and assigning them to a cluster depending on their size. In multidimensional spaces, however, it can quickly become the case that all points are at a similar distance from each other so it seems almost impossible to separate them.\nWe are also familiar with this phenomenon from everyday life. If you take a photo of two objects, such as two trees, they can look very close to each other in the picture, as it is only a two-dimensional image. In real life, however, the trees may be several meters apart, which only becomes clear in three dimensions.\nAll these problems, which can occur in connection with many dimensions, are summarized under the term Curse of Dimensionality.\n## What are the Goals of Dimensionality Reduction?\nDimensionality reduction primarily pursues three primary goals: Improving model performance, visualizing data, and increasing processing speed. We will examine these in more detail in the following section.\n**Improving Model Performance**\nOne of the main goals of dimensionality reduction is to improve model performance. By reducing the number of variables in a dataset, a less complex model can be used, which in turn reduces the risk of overfitting.\nModels that have a large number of parameters and are therefore highly complex tend to overfit the training dataset and the noise in the data. As a result, the model delivers poorer results with new data that does not contain this noise, while the accuracy of the training data set is very good. This phenomenon is known as overfitting. During dimensionality reduction, unimportant or redundant features are removed from the data set, which reduces the risk of overfitting. As a result, the model delivers better quality for new, unseen data.\n**Visualization of Data**\nIf you want to visualize data sets with many features, you face the challenge of mapping all this information in a two- or at most three-dimensional space. Any dimensionality beyond this is no longer directly tangible for us humans, but it is easiest to assign a separate dimension to each feature in the data set. Therefore, with high-dimensional data sets, we are often faced with the problem that we cannot simply visualize the data to gain an initial understanding of the peculiarities of the data and, for example, to recognize whether there are outliers.\nDimensionality reduction helps to reduce the number of dimensions to such an extent that visualization in two- or three-dimensional space is possible. This makes it easier to better understand the relationships between the variables and the data structures.\n**Increasing the Processing Speed**\nComputing time and the necessary resources play a major role in the implementation of projects, especially for machine learning and deep learning algorithms. Often, only limited resources are available, which should be used optimally. By removing redundant features from the data set at an early stage, you not only save time and computing power during data preparation but also when training the model, without having to accept lower performance.\nIn addition, dimensionality reduction makes it possible to use simpler models that not only require less power during initial training but can also perform calculations faster later during operation. This is an important factor, especially for real-time calculations.\nOverall, dimensionality reduction is an important method for improving data analysis and building more robust machine-learning models. It is also an important step in the visualization of data.\n## Which Methods are used for Dimensionality Reduction?\nIn practice, various methods for dimensionality reduction have become established, three of which are explained in more detail below. Depending on the application and the structure of the data, these methods already cover a broad spectrum and can be used for most practical problems.\n### Principal Component Analysis\n[Principal component analysis (PCA)](https://databasecamp.de/en/statistics/principal-component-analysis-en) assumes that several variables in a data set possibly measure the same thing, i.e. are correlated. These different dimensions can be mathematically combined into so-called principal components without compromising the significance of the data set. The shoe size and height of a person, for example, are often correlated and can therefore be replaced by a common dimension to reduce the number of input variables.\nPrincipal component analysis describes a method for mathematically calculating these components. The following two key concepts are central to this:\nThe **covariance matrix** is a matrix that specifies the pairwise covariances between two different dimensions of the data space. It is a square matrix, i.e. it has as many rows as columns. For any two dimensions, the covariance is calculated as follows:\n![](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/1vcM32NQbhNFKvkM4-xsqAg.jpeg)\nHere _n_ stands for the number of data points in the data set, _X _i_ is the value of the dimension _X_ of the _i_ -th data point and X̅ is the mean value of the dimension _X_ for all _n_ data points. As can be seen from the formula, the covariances between two dimensions do not depend on the order of the dimensions, so the following applies _COV(X,Y) = COV(Y,X)_. These values result in the following covariance matrix _C_ for the two dimensions _X_ and _Y_ :\n![](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/1NAEFka6sD8QwQpOd5osQug.jpeg)\nThe covariance of two identical dimensions is simply the variance of the dimension itself, i.e:\n![](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/1ZOrDMjlpmy8eoJ-F0x-z9Q.jpeg)\nThe covariance matrix is the first important step in the principal component analysis. Once this matrix has been created, the **eigenvalues** and **eigenvectors** can be calculated from it. Mathematically, the following equation is solved for the eigenvalues:\n![](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/1QTzYzSEnjgAT1gOheW1Q1A.jpeg)\nHere _λ_ is the desired eigenvalue and _I_ is the unit matrix of the same size as the covariance matrix _C_. When this equation is solved, one or more eigenvalues of a matrix are obtained. They represent the linear transformation of the matrix in the direction of the associated eigenvector. An associated eigenvector can therefore also be calculated for each eigenvalue, for which the slightly modified equation must be solved:\n![](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/16ABxhGG4bqAYtbPgYekt5g.jpeg)\nWhere _v_ is the desired eigenvector, according to which the equation must be solved accordingly. In the case of the covariance matrix, the eigenvalue corresponds to the variance of the eigenvector, which in turn represents a principal component. Each eigenvector is therefore a mixture of different dimensions of the data set, the principal components. The corresponding eigenvalue therefore indicates how much variance of the data set is explained by the eigenvector. The higher this value, the more important the principal component is, as it contains a large proportion of the information in the data set.\nTherefore, after calculating the eigenvalues, they are sorted by size and the eigenvalues with the highest values are selected. The corresponding eigenvectors are then calculated and used as principal components. This results in a dimension reduction, as only the principal components are used to train the model instead of the individual features of the data set.\n### t-Distributed Stochastic Neighbor Embedding (t-SNE)\n[t-Distributed Stochastic Neighbor Embedding](https://databasecamp.de/en/statistics/tsne-en), or t-SNE for short, approaches the problem of dimensionality reduction differently by attempting to create a new, lower-dimensional space that adopts the distances of the data points from the higher-dimensional space as far as possible. The basic idea of this becomes clear in the following example.\nIt is not easy to transfer data sets from a high dimensionality to a low dimensionality while retaining as much information as possible from the data set. The following figure shows a simple, two-dimensional data set with a total of 50 data points. Three different clusters can be identified, which are also well separated from each other. The yellow cluster is furthest away from the other two clusters, while the purple and blue data points are closer to each other.\n![Two-dimensional data for t-SNE | Source: Author](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/0BDyL0vUQdWsrsEgI.png)\nTwo-dimensional data for t-SNE | Source: Author\nThe aim now is to convert this two-dimensional data set into a lower dimension, i.e. into one dimension. The simplest approach for this would be to represent the data either only by its X or Y coordinate.\n![Dimensionality reduction by X- or Y-coordinate | Source: Author](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/0yjA2NAYJK5ba3Zwt.png)\nDimensionality reduction by X- or Y-coordinate | Source: Author\nHowever, it is clear that this simple transformation has lost much of the information in the data set and gives a different picture than the original two-dimensional data. If only the X coordinates are used, it looks as if the yellow and purple clusters overlap and that all three clusters are roughly equidistant from each other. If, on the other hand, only the Y coordinates are used for dimensionality reduction, the yellow cluster is much better separated from the other clusters, but it looks as if the purple and blue clusters overlap.\nThe basic idea of t-SNE is that the distances from the high dimensionality are transferred to the low dimensionality as far as possible. To do this, it uses a stochastic approach and converts the distances between points into a probability that indicates how likely it is that two random points are next to each other.\nMore precisely, it is a conditional probability that indicates how likely it is that one point would choose the other point as a neighbor. Hence the name \"Stochastic Neighbor Embedding\".\n![Dimensionality reduction according to t-SNE | Source: Author](https://assets.insightmediagroup.io/media/wp-content/uploads/2025/01/0t1dZc4D3RImVS2hf.png)\nDimensionality reduction according to t-SNE | Source: Author\nAs you can see, this approach leads to a much better result, in which the three different clusters can be clearly distinguished from one another. It is also clear that the yellow data points are significantly further away from the other data points and the blue and purple clusters are somewhat closer together. To better understand the details of this approach, you are welcome to read our detailed [article](https://databasecamp.de/en/statistics/tsne-en) on this topic.\n> [**Mastering t-SNE: A Comprehensive Guide to Understanding and Implementation in Python**](https://towardsdatascience.com/mastering-t-sne-a-comprehensive-guide-to-understanding-and-implementation-in-python-480929bfe6f4)\n### Linear Discriminant Analysis\nLinear Discriminant Analysis (LDA for short) aims to identify and maximize the separability between classes by projecting the data onto a smaller dimension. In contrast to other methods, it places particular emphasis on maximizing the separability between classes and is therefore particularly important for classification tasks.\nTwo central key figures are calculated:\n * **Within-Class Scatter** : This key figure measures the variability within a class of data. The lower this value, the more similar the data points are within a class and the more the classes are separated.\n * **Between-class scatter** : This scatter in turn measures the variability between the mean values of the classes. This value should be as large as possible, as this indicates that the classes are easier to separate from each other.\n\n\nSimply put, these key figures are used to form matrices and calculate their eigenvalues. The eigenvectors for the largest eigenvalues are in turn the dimensions in the new feature space, which has fewer dimensions than the original data set. All data points can then be projected onto the eigenvectors, which reduces the dimensions.\nLinear Discriminant Analysis is particularly suitable for applications in which the classes are already known and the data is also clearly labeled. It uses this class information from supervised learning to find a low-dimensional space that separates the classes as well as possible.\nA disadvantage of LDA is that the maximum reduction to a dimensional space is limited and depends on the number of classes. A data set with (n) classes can therefore be reduced to a maximum of (n-1) dimensions. In concrete terms, this means, for example, that a data set with three different classes can be reduced to a two-dimensional space.\nThis approach of dimensionality reduction is also particularly suitable for large data sets, as the computing effort is only moderate and scales well with the amount of data so that the computing effort is kept within limits even with large amounts of data.\n## What are the Challenges of Dimensionality Reduction?\nDimensionality reduction is an important step in data pre-processing to increase the generalizability of machine learning models and the general model performance and possibly save computing power. However, the methods also bring with them some challenges that should be considered before use. These include\n * **Loss of information** : Although the methods presented attempt to retain as much variance, i.e. information content, of the data set, some information is inevitably lost when dimensions are reduced. Important data can also be lost, which may lead to poorer analyses or model results. Therefore, the resulting model may be less accurate or less powerful.\n * **Interpretability** : Most algorithms used for dimensionality reduction provide a low-dimensional space that no longer contains the original dimensions, but a mathematical summary of them. Principal component analysis, for example, uses the eigenvectors, which are a summary of various dimensions from the data set. As a result, interpretability is lost to a certain extent, as the previous dimensions are easier to measure and visualize. Especially in use cases where transparency is important and the results require a practical interpretation, this can be a decisive disadvantage.\n * **Scaling** : Performing dimensionality reductions is computationally intensive and takes time, especially for large data sets. In real-time applications, however, this time is not available, as the computing time of the model is added to this. Computing-intensive models in particular, such as t-SNE or autoencoders, quickly fall out because they take too long to make live predictions.\n * **Selecting the method** : Depending on the application, the dimensionality reduction methods presented have their strengths and weaknesses. The selection of a suitable algorithm therefore plays an important role, as it has a significant influence on the results. There is no one-size-fits-all solution and a new decision must always be made based on the application.\n\n\nDimensionality reduction has many advantages and is an integral part of data pre-processing in many applications. However, the disadvantages and challenges mentioned must also be taken into account to train an efficient model.\n## This is what you should take with you\n * Dimensionality reduction is a method of reducing the number of dimensions, i.e. variables, in a data set while retaining as much information content as possible.\n * With many input variables, the so-called curse of dimensionality arises. This leads to problems such as data sparsity or distance concentration.\n * Dimensionality reduction often leads to a lower probability of overfitting, better visualization, and optimized computing power when training machine learning models.\n * The most common dimensionality reduction methods include principal component analysis, t-SNE, and LDA.\n * However, dimensionality reduction also has disadvantages, such as poorer interpretability or loss of information.\n\n\n## Register Now to Continue Reading\n### Unlock Towards Data Science with a Free Account\nAll articles on Towards Data Science are available to registered users. 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