Curse of dimensionality

The curse of dimensionality refers to various phenomena that arise when analyzing and organizing data in high-dimensional spaces that do not occur in low-dimensional settings such as the three-dimensional physical space of everyday experience. The expression was coined by Richard E. Bellman when considering problems in dynamic programming. Dimensionally cursed phenomena occur in domains such as numerical analysis, sampling, combinatorics, machine learning, data mining and databases. The common theme of these problems is that when the dimensionality increases, the volume of the space increases so fast that the available data become sparse. In order to obtain a reliable result, the amount of data needed often grows exponentially with the dimensionality. Also, organizing and searching data often relies on detecting areas where objects form groups with similar properties; in high dimensional data, however, all objects appear to be sparse and dissimilar in many ways, which prevents common data organization strategies from being efficient. In some problems, each variable can take one of several discrete values, or the range of possible values is divided to give a finite number of possibilities. Taking the variables together, a huge number of combinations of values must be considered. This effect is also known as the combinatorial explosion. Even in the simplest case of binary variables, the number of possible combinations already is , exponential in the dimensionality. Naively, each additional dimension doubles the effort needed to try all combinations. There is an exponential increase in volume associated with adding extra dimensions to a mathematical space. For example, 102 = 100 evenly spaced sample points suffice to sample a unit interval (try to visualize a "1-dimensional" cube) with no more than 10−2 = 0.01 distance between points; an equivalent sampling of a 10-dimensional unit hypercube with a lattice that has a spacing of 10−2 = 0.01 between adjacent points would require 1020 = [(102)10] sample points.