Inside AI

Series on Theories: High Dimensional Data 101

History of the Curse of Dimensionality, Distance Measure Implications, and Unsupervised Learning Methods

Kate Wall
The Startup
Published in
9 min readJul 5, 2020

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Origins

“The purpose of this work is to provide an introduction to mathematical theory of multi-stage decision processes. Since these constitute a somewhat formidable set of terms we have coined the term ‘dynamic programming’ to describe the subject matter. […] Each decision may be thought of as a choice of a certain number of variables which determine the transformation to be employed. Each sequence of choices […] is a choice of a larger set of variables. By lumping all these choices together, we ‘reduce’ the problem to a classical problem of determining the maximum of a given function. […] The determination of this maximum is quite definitely not routine when the number of variables is large. All this may be subsumed under the heading ‘the curse of dimensionality.’ ”

Richard Bellman, 1956 [1]

Many texts on statistics, machine learning, and computer science reference the aforementioned “curse of dimensionality, ” a phrase most frequently attributed to applied mathematician Richard Bellman. Bellman was a prolific writer who created the field of dynamic programming, researching numerical solutions to partial differential equation systems. He authored at least 621 papers and 41 books.[2] It is not clear if Bellman developed the phrase…

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Kate Wall
The Startup

PhD Candidate | Statistician | Engineer | Enthusiast of all things data science!