Expand description
Dimensionality selection via profile likelihood (ALGO-EM-001).
Counterpart of igraph_dim_select() in
references/igraph/src/misc/embedding.c:1130-1195.
Given an ordered vector of “importance” measures (for spectral
embedding, the singular values of the adjacency matrix), the input is
modelled as a two-component Gaussian mixture with different means and a
shared variance. The returned dimension d is the split point — the
first d values assigned to one component and the remaining values to
the other — that maximises the profile log-likelihood. This is the
Zhu & Ghodsi (2006) “elbow of the scree plot” criterion.
Functions§
- dim_
select - Select the number of significant values by profile likelihood.