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Statistical properties of large data sets with linear latent features
Philipp Fleig1, Ilya Nemenman2
1Department of Physics & Astronomy, University of Pennsylvania, Philadelphia, Pennsylvania 19104, USA.
This study reveals how low-dimensional latent features appear in large datasets. We developed a model to identify these features in data correlations and eigenvalues, even with noise.
Area of Science:
- Statistics
- Machine Learning
- Data Analysis
Background:
- Understanding latent structures in high-dimensional data is crucial but analytically challenging.
- Existing methods often struggle to identify underlying features without clear spectral gaps.
Purpose of the Study:
- To develop an analytical framework for detecting low-dimensional latent features in large-dimensional data.
- To characterize how these features manifest in statistical properties like correlations and eigenvalues.
Main Methods:
- Defined a probabilistic linear latent features model with additive noise.
- Analytically and numerically computed statistical distributions of pairwise correlations.
- Calculated eigenvalues of the data correlation matrix.
Main Results:
- Identified a characteristic imprint of latent features in correlation and eigenvalue distributions.
- Resolved latent feature structure across various data regimes (variables, observations, features, SNR).
- Provided an analytic estimate for the signal-to-noise boundary.
Conclusions:
- Latent features leave detectable signatures in data's statistical properties.
- The developed model offers a method to uncover hidden structures even in noisy, high-dimensional datasets.
- This work advances the analytical understanding of feature extraction in complex data.
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