torch-twonn

A PyTorch implementation of TwoNN for estimating intrinsic dimensions.

Details

Implements the same algorithm as Facco et al. [1] with possibly one exception. The fitting of $d$ from

$$d = - \frac{\log(1 - F(\mu))}{\log(\mu)}$$

is done with least squares and the denominator as dependent, it is unclear to me how it was done in the paper.

References

[1] E. Facco, M. d’Errico, A. Rodriguez & A. Laio Estimating the intrinsic dimension of datasets by a minimal neighborhood information doi:10.1038/s41598-017-11873-y