Section: New Software and Platforms

Diodon

Keywords: Dimensionality reduction - Data analysis

Functional Description: Most of dimension reduction methods inherited from Multivariate Data Analysis, and currently implemented as element in statistical learning for handling very large datasets (the dimension of spaces is the number of features) rely on a chain of pretreatments, a core with a SVD for low rank approximation of a given matrix, and a post-treatment for interpreting results. The costly part in computations is the SVD, which is in cubic complexity. Diodon is a list of functions and drivers which implement (i) pre-treatments, SVD and post-treatments on a large diversity of methods, (ii) random projection methods for running the SVD which permits to bypass the time limit in computing the SVD, and (iii) an implementation in C++ of the SVD with random projection at prescribed rank or precision, connected to MDS.

• Contact: Alain Franc