Manifold Learning and Dimensionality Reduction with Diffusion Maps

This report gives an introduction to diffusion maps, some of their underlying theory, as well as their applications in spectral clustering. First, the shortcomings of linear methods such as PCA are shown to motivate the use of graph-based methods. We then explain Locally Linear Embedding [9], Isomap [11] and Laplacian eigenmaps [1], before we give details on diffusion maps and anisotropic diffusion processes.