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So the reduced features can be used for inference/prediction? Also, is there some rule for choosing a) the number of dimensions the unreduced dataset should be

So the reduced features can be used for inference/prediction? Also, is there some rule for choosing a) the number of dimensions the unreduced dataset should be mapped on to, b) the number of neighbors? I assume the default parameters would work for most tasks.

paulgb 5y ago
UMAP is typically used for embeddings that get displayed to a human, so 2 or 3 dimensions is typical. It doesn’t really suit inference/prediction because you can’t really add new data without influencing the embedding values of the other data. It’s not like PCA where you can learn a projection once and then map new data points to the same embedding space.
- nope_42 5y ago
  Yes you can. https://umap-learn.readthedocs.io/en/latest/transform.html https://umap-learn.readthedocs.io/en/latest/transform.html
  - nestorD 5y ago
    You can but it is both costly and a hack (the resulting embedding will not be as good as the one you would have gotten restarting from scratch). So I would not recommend using it in an inference pipeline.
    - lmcinnes 5y ago
      If this is a thing you want to be able to do efficiently then ParametricUMAP (see [docs](https://umap-learn.readthedocs.io/en/latest/parametric_umap.html https://umap-learn.readthedocs.io/en/latest/parametric_umap....) and [the paper](https://arxiv.org/abs/2009.12981 https://arxiv.org/abs/2009.12981)) will be very effective. It uses a neural network to learn a mapping directly from data to embedding space using a UMAP loss. Pushing new data through is only slightly more expensive than PCA, so being part of an inference pipeline is fine.
      - nestorD 5y ago
        But then you have to train a neural network and lose on the speed advantage of UMAP (offline yes but still much slower and finicky).
        lmcinnes 5y ago
        It is really not that much slower for training (see the paper), and if you are interested in pipelines the difference is not so great considering you are looking at a one off training time vs. lots of inference.

paulgb 5y ago

UMAP is typically used for embeddings that get displayed to a human, so 2 or 3 dimensions is typical. It doesn’t really suit inference/prediction because you can’t really add new data without influencing the embedding values of the other data. It’s not like PCA where you can learn a projection once and then map new data points to the same embedding space.

nope_42 5y ago
Yes you can. https://umap-learn.readthedocs.io/en/latest/transform.html https://umap-learn.readthedocs.io/en/latest/transform.html
- nestorD 5y ago
  You can but it is both costly and a hack (the resulting embedding will not be as good as the one you would have gotten restarting from scratch). So I would not recommend using it in an inference pipeline.
  - lmcinnes 5y ago
    If this is a thing you want to be able to do efficiently then ParametricUMAP (see [docs](https://umap-learn.readthedocs.io/en/latest/parametric_umap.html https://umap-learn.readthedocs.io/en/latest/parametric_umap....) and [the paper](https://arxiv.org/abs/2009.12981 https://arxiv.org/abs/2009.12981)) will be very effective. It uses a neural network to learn a mapping directly from data to embedding space using a UMAP loss. Pushing new data through is only slightly more expensive than PCA, so being part of an inference pipeline is fine.
    - nestorD 5y ago
      But then you have to train a neural network and lose on the speed advantage of UMAP (offline yes but still much slower and finicky).
      - lmcinnes 5y ago
        It is really not that much slower for training (see the paper), and if you are interested in pipelines the difference is not so great considering you are looking at a one off training time vs. lots of inference.