Laplacian Eigenmap

Here is a more detailed explanation:

1. Graph Construction: A graph is constructed to represent the relationships between the data points. The nodes of the graph are the data points, and the edges connect points that are close neighbors (according to a distance metric such as Euclidean).
2. Laplacian Matrix: The Laplacian matrix of the graph is computed, which captures the structure of the graph and the relationships between the nodes. The Laplacian matrix is defined as $L=D-W$, where $D$ is the diagonal degree matrix (the number of connections of each node) and $W$ is the weight matrix of the connections.
3. Eigenvalue and Eigenvector Calculation: The eigenvalue problem for the Laplacian matrix is solved, obtaining the eigenvectors and eigenvalues. The eigenvectors corresponding to the smallest eigenvalues (excluding the smallest one, which is 0) are used for the new data representation.
4. Embedding in Lower Dimension: The original data is projected into a lower-dimensional space using the selected eigenvectors. This new representation preserves the proximity relationships of the original data as much as possible.

The result is a representation of the data in a lower-dimensional space that maintains the intrinsic geometric structure of the original dataset. This technique is useful in applications such as data visualization, preprocessing for machine learning models, and data exploration.