Dealing with uncertainty in applications of machine learning to real-life data critically depends on the knowledge of intrinsic dimensionality (ID). A number of methods have been suggested for the purpose of estimating ID, but no standard package to easily apply them one by one or all at once has been implemented in Python. This technical note introduces scikit-dimension, an open-source Python package for intrinsic dimension estimation. The scikit-dimension package provides a uniform implementation of most of the known ID estimators based on the scikit-learn application programming interface to evaluate the global and local intrinsic dimension, as well as generators of synthetic toy and benchmark datasets widespread in the literature. The package is developed with tools assessing the code quality, coverage, unit testing and continuous integration. We briefly describe the package and demonstrate its use in a large-scale (more than 500 datasets) benchmarking of methods for ID estimation for real-life and synthetic data.

Multidimensional datapoint clouds representing large datasets are frequently characterized by non-trivial low-dimensional geometry and topology which can be recovered by unsupervised machine learning approaches, in particular, by principal graphs. Principal graphs approximate the multivariate data by a graph injected into the data space with some constraints imposed on the node mapping. Here we present ElPiGraph, a scalable and robust method for constructing principal graphs. ElPiGraph exploits and further develops the concept of elastic energy, the topological graph grammar approach, and a gradient descent-like optimization of the graph topology. The method is able to withstand high levels of noise and is capable of approximating data point clouds via principal graph ensembles. This strategy can be used to estimate the statistical significance of complex data features and to summarize them into a single consensus principal graph. ElPiGraph deals efficiently with large datasets in various fields such as biology, where it can be used for example with single-cell transcriptomic or epigenomic datasets to infer gene expression dynamics and recover differentiation landscapes.

Construction of graph-based approximations for multi-dimensional data point clouds is widely used in a variety of areas. Notable examples of applications of such approximators are cellular trajectory inference in single-cell data analysis, analysis of clinical trajectories from synchronic datasets, and skeletonization of images. Several methods have been proposed to construct such approximating graphs, with some based on computation of minimum spanning trees and some based on principal graphs generalizing principal curves. In this article we propose a methodology to compare and benchmark these two graph-based data approximation approaches, as well as to define their hyperparameters. The main idea is to avoid comparing graphs directly, but at first to induce clustering of the data point cloud from the graph approximation and, secondly, to use well-established methods to compare and score the data cloud partitioning induced by the graphs. In particular, mutual information-based approaches prove to be useful in this context. The induced clustering is based on decomposing a graph into non-branching segments, and then clustering the data point cloud by the nearest segment. Such a method allows efficient comparison of graph-based data approximations of arbitrary topology and complexity. The method is implemented in Python using the standard scikit-learn library which provides high speed and efficiency. As a demonstration of the methodology we analyse and compare graph-based data approximation methods using synthetic as well as real-life single cell datasets.

Intrinsic dimensionality (ID) is one of the most fundamental characteristics of multi-dimensional data point clouds. Knowing ID is crucial to choose the appropriate machine learning approach as well as to understand its behavior and validate it. ID can be computed globally for the whole data point distribution, or computed locally in different regions of the data space. In this paper, we introduce new local estimators of ID based on linear separability of multi-dimensional data point clouds, which is one of the manifestations of concentration of measure. We empirically study the properties of these estimators and compare them with other recently introduced ID estimators exploiting various effects of measure concentration. Observed differences between estimators can be used to anticipate their behaviour in practical applications.

Modern large-scale datasets are frequently said to be high-dimensional. However, their data point clouds frequently possess structures, significantly decreasing their intrinsic dimensionality (ID) due to the presence of clusters, points being located close to low-dimensional varieties or fine-grained lumping. We test a recently introduced dimensionality estimator, based on analysing the separability properties of data points, on several benchmarks and real biological datasets. We show that the introduced measure of ID has performance competitive with state-of-the-art measures, being efficient across a wide range of dimensions and performing better in the case of noisy samples. Moreover, it allows estimating the intrinsic dimension in situations where the intrinsic manifold assumption is not valid.