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Implement Advanced Dimensionality Reduction Algorithms #15

@ianfd

Description

@ianfd

Description

Extend single-algebra with t-SNE and UMAP dimensionality reduction algorithms to complement the existing PCA implementation.

Objectives

  • Add mathematical foundations for t-SNE and UMAP
  • Optimize implementations for performance with large matrices
  • Ensure algorithms work efficiently with sparse data structures

Key Components to Implement

t-SNE Implementation

  • Implement core t-SNE algorithm using nalgebra
  • Add Barnes-Hut approximation for scaling to large datasets
  • Support various distance metrics (Euclidean, cosine, etc.)
  • Optimize gradient calculations for performance

UMAP Implementation

  • Evaluate integration with fast-umap (https://github.com/eugenehp/fast-umap)
  • If needed, implement core UMAP algorithm based on reference
  • Add fuzzy topological representation functionality
  • Implement efficient nearest neighbor computations

Shared Components

  • Distance matrix calculation optimizations
  • Stochastic gradient descent improvements
  • Neighbor graph construction utilities
  • Progress reporting for long-running calculations

Integration Points

  • Should integrate with existing PCA implementation
  • Must work with both dense and sparse matrix types
  • Support for both f32 and f64 precision

Technical Notes

  • Consider SIMD optimization for distance calculations
  • Implement multithreading via Rayon for performance-critical sections
  • Ensure memory efficiency for large datasets

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