In this post I will do my best to demystify three dimensionality reduction techniques; PCA, t-SNE and Auto Encoders. My main motivation for doing so is that mostly these methods are treated as black boxes and therefore sometime are misused. Understanding them will give the reader the tools to decide which one to use, when and how.
I’ll do so by going over the internals of each methods and code from scratch each method (excluding t-SNE) using TensorFlow. Why TensorFlow? Because it’s mostly used for deep learning, lets give it some other challenges :)
Code for this post can be found in this notebook.