Analyzing large volumes of high-dimensional data is an issue of fundamental importance in data science, molecular simulations and beyond. Several approaches work on the assumption that the important content of a dataset belongs to a manifold whose Intrinsic Dimension (ID) is much lower than the crude large number of coordinates. Such manifold is generally twisted and curved; in addition points on it will be non-uniformly distributed: two factors that make the identification of the ID and its exploitation really hard. Here we propose a new ID estimator using only the distance of the first and the second nearest neighbor of each point in the sample. This extreme minimality enables us to reduce the effects of curvature, of density variation, and the resulting computational cost. The ID estimator is theoretically exact in uniformly distributed datasets, and provides consistent measures in general. When used in combination with block analysis, it allows discriminating the relevant dimensions as a function of the block size. This allows estimating the ID even when the data lie on a manifold perturbed by a high-dimensional noise, a situation often encountered in real world data sets. We demonstrate the usefulness of the approach on molecular simulations and image analysis.

We introduce an approach for computing the free energy and the probability density in high-dimensional spaces, such as those explored in molecular dynamics simulations of biomolecules. The approach exploits the presence of correlations between the coordinates, induced, in molecular dynamics, by the chemical nature of the molecules. Due to these correlations, the data points lay on a manifold that can be highly curved and twisted, but whose dimension is normally small. We estimate the free energies by finding, with a statistical test, the largest neighborhood in which the free energy in the embedding manifold can be considered constant. Importantly, this procedure does not require defining explicitly the manifold and provides an estimate of the error that is approximately unbiased up to large dimensions. We test this approach on artificial and real data sets, demonstrating that the free energy estimates are reliable for data sets on manifolds of dimension up to ∼10, embedded in an arbitrarily large space. In practical applications our method permits the estimation of the free energy in a space of reduced dimensionality without specifying the collective variables defining this space.

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One of the founding paradigms of machine learning is that a small number of variables is often sufficient to describe high-dimensional data. The minimum number of variables required is called the intrinsic dimension (ID) of the data. Contrary to common intuition, there are cases where the ID varies within the same data set. This fact has been highlighted in technical discussions, but seldom exploited to analyze large data sets and obtain insight into their structure. Here we develop a robust approach to discriminate regions with different local IDs and segment the points accordingly. Our approach is computationally efficient and can be proficiently used even on large data sets. We find that many real-world data sets contain regions with widely heterogeneous dimensions. These regions host points differing in core properties: folded versus unfolded configurations in a protein molecular dynamics trajectory, active versus non-active regions in brain imaging data, and firms with different financial risk in company balance sheets. A simple topological feature, the local ID, is thus sufficient to achieve an unsupervised segmentation of high-dimensional data, complementary to the one given by clustering algorithms.

It is well known that, in order to preserve its structure and function, a protein cannot change its sequence at random, but only by mutations occurring preferentially at specific locations. We here investigate quantitatively the amount of variability that is allowed in protein sequence evolution, by computing the intrinsic dimension (ID) of the sequences belonging to a selection of protein families. The ID is a measure of the number of independent directions that evolution can take starting from a given sequence. We find that the ID is practically constant for sequences belonging to the same family, and moreover it is very similar in different families, with values ranging between 6 and 12. These values are significantly smaller than the raw number of amino acids, confirming the importance of correlations between mutations in different sites. However, we demonstrate that correlations are not sufficient to explain the small value of the ID we observe in protein families. Indeed, we show that the ID of a set of protein sequences generated by maximum entropy models, an approach in which correlations are accounted for, is typically significantly larger than the value observed in natural protein families. We further prove that a critical factor to reproduce the natural ID is to take into consideration the phylogeny of sequences.

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