DimenFix: A novel meta-dimensionality reduction method for feature preservation

Dimensionality reduction has become an important research topic as demand for interpreting high-dimensional datasets has been increasing rapidly in recent years. There have been many dimensionality reduction methods with good performance in preserving the overall relationship among data points when mapping them to a lower-dimensional space. However, these existing methods fail to incorporate the difference in importance among features.
To address this problem, we propose a novel meta-method, DimenFix, which can be operated upon any base dimensionality reduction method that involves a gradient-descent-like process. By allowing users to define the importance of different features, which is considered in dimensionality reduction, DimenFix creates new possibilities to visualize and understand a given dataset. Meanwhile, DimenFix does not increase the time cost or reduce the quality of dimensionality reduction with respect to the base dimensionality reduction used.