16.8 Uniform Manifold Approximation and Projection (UMAP)
- Non-linear, like ICA
- Powerful: divides the group a lot
- Uses distance-based nearest neighbor to find local areas where data points are more likely related
- Creates smaller feature set
- Unsupervised and supervised versions
- Can be sensitive to tuning parameters
library(embed)
%>%
bean_rec_trained step_umap(all_numeric_predictors(), num_comp = 4) %>%
plot_validation_results() +
ggtitle("UMAP (unsupervised)")
%>%
bean_rec_trained step_umap(all_numeric_predictors(), outcome = "class", num_comp = 4) %>%
plot_validation_results() +
ggtitle("UMAP (supervised)")
The supervised method looks to perform better.