Entropic Scree: Information-theoretic upgrade to PCA

Chocolate_Milk_Son · reddit · 2026-08-21

A new rank estimation method called 'Entropic Scree' is introduced as an information-theoretic upgrade to Principal Component Analysis (PCA). Built on information theory rather than linear variance, it is robust to mixed data types, non-linear processes, low signal-to-noise ratios, and sparsity. It is particularly useful for determining the exact rank of a dataset to size neural bottlenecks like autoencoders. Code (R) and a preprint are available on GitHub and Zenodo.

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