Provides a common interface for applying dimensionality reduction methods, such as Principal Component Analysis ('PCA'), Independent Component Analysis ('ICA'), diffusion maps, Locally-Linear Embedding ('LLE'), t-distributed Stochastic Neighbor Embedding ('t-SNE'), and Uniform Manifold Approximation and Projection ('UMAP'). Has built-in support for sparse matrices.
copied from cf-post-staging / r-dyndimred