Representing complex data using localized principal components with application to astronomical data

TL;DR

This paper reviews localized PCA methods, especially local principal curves and partitioning, and explores alternative projections like PLS, demonstrating their application to complex, astrophysical data such as Gaia survey simulations.

Contribution

It provides a comprehensive review of localized PCA techniques and discusses alternative projections, highlighting their application to complex astronomical data.

Findings

Localized PCA methods effectively handle complex data structures.

Local PLS projections balance manifold and response-focused dimension reduction.

Application to Gaia data demonstrates practical utility.

Abstract

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general, ``complex''. In these cases, simple principal component analysis (PCA) as a tool for dimension reduction can fail badly. Of the many alternative approaches proposed so far, local approximations of PCA are among the most promising. This paper will give a short review of localized versions of PCA, focusing on local principal curves and local partitioning algorithms. Furthermore we discuss projections other than the local principal components. When performing local dimension reduction for regression or classification problems it is important to focus not only on the manifold structure of the covariates, but also on the response variable(s). Local principal components only achieve the former, whereas localized regression approaches concentrate on the latter. Local projection directions derived from the partial least squares (PLS) algorithm offer an interesting trade-off between these two objectives. We apply these methods to several real data sets. In particular, we consider simulated astrophysical data from the future Galactic survey mission Gaia.