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Scikit-Dimension: A Python Package for Intrinsic Dimension Estimation
Jonathan Bac1,2,3, Evgeny M Mirkes4,5, Alexander N Gorban4,5
1Institut Curie, PSL Research University, 75248 Paris, France.
Estimating intrinsic dimensionality (ID) is crucial for machine learning on real-life data. The new scikit-dimension Python package offers a unified way to apply various ID estimation methods and benchmark their performance.
Area of Science:
- Machine Learning
- Data Science
- Computational Statistics
Background:
- Accurate intrinsic dimensionality (ID) estimation is vital for managing uncertainty in real-life machine learning applications.
- Existing methods for ID estimation lack a standardized, user-friendly Python implementation.
- This gap hinders the consistent application and comparison of different ID estimation techniques.
Purpose of the Study:
- Introduce scikit-dimension, an open-source Python package for intrinsic dimension estimation.
- Provide a uniform interface for applying various ID estimation methods.
- Facilitate benchmarking of ID estimation techniques on diverse datasets.
Main Methods:
- Developed scikit-dimension leveraging the scikit-learn API for consistent implementation of ID estimators.
- Integrated generators for synthetic toy and benchmark datasets.
- Ensured code quality through testing, coverage, and continuous integration.
Main Results:
- Scikit-dimension offers a comprehensive toolkit for evaluating global and local intrinsic dimensions.
- The package facilitates large-scale benchmarking, analyzing over 500 datasets.
- Demonstrated the package's utility in comparing ID estimation methods on real-world and synthetic data.
Conclusions:
- Scikit-dimension addresses the need for a standardized Python package for intrinsic dimension estimation.
- The package simplifies the application and comparison of ID estimation methods.
- Enables robust evaluation of machine learning model performance by understanding data dimensionality.
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