Description: Laplacian Eigenmaps [10] uses spectral techniques to perform dimensionality reduction. This technique relies on the basic assumption that the data lies in a low dimensional manifold in a high dimensional space.[11] This algorithm cannot embed out of sample points, but techniques based on Reproducing kernel Hilbert space regularization exist for adding this capability.[12] Such techniques can be applied to other nonlinear dimensionality reduction algorithms as well.
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laplacian_eigen.m