Diffusion map

A diffusion map is a nonlinear dimensionality reduction technique that is particularly useful for analyzing high-dimensional data by revealing its intrinsic geometric structure. It is based on the principles of diffusion processes and spectral graph theory, and it helps in uncovering the underlying manifold on which the data resides. ### Key Steps and Concepts: 1. **Constructing a Graph**: - The first step involves representing the data as a graph. This is typically done by defining a similarity measure (e.g.