Dimensionality reduction metrics:

Name Caracteristics of the metrics OpenProblems Boundary Optimum Description
Adjusted Jaccard Distance (AJD) Badge [0, 1] 0 Quantifies how much local neighborhood structure is preserved after dimensionality reduction.
co-KNN (AUC & size) Badge Badge The higher the better Evaluates how well local neighborhood structures are preserved.
Continuity Badge Badge [0, 1] 1 Measures how many high-dim neighbors are preserved in low dimensions.
Distance correlation Badge Badge [0, 1] 1 Detects linear and nonlinear dependencies; equals 0 only when variables are independent.
Density Preservation Badge Badge [-1, 1] 1 Measures how well local point densities are maintained after dimensionality reduction.
Entourage Badge [0, 1] 1 Quantifies local neighborhood preservation quality (structural fidelity).
Graph Edit Distance (GED) Badge The lower the better Quantifies graph dissimilarity via minimum edits between two neighborhood graphs.
Kruskal's Stress Badge [0, 1] 0 Based on the difference between distances in high and low dimensions.
LCMC Badge Badge The higher the better Evaluates changes in the nearest neighbor matrix after dimension reduction.
Local & Global co-KNN Badge Badge [0, 1] 1 Measures preservation of both local and global neighborhood structure.
Spearman's Rho Badge [0, ∞) 0 Based on the difference in rank-ordering of distances between high and low dimensions.
Trustworthiness Badge Badge [0, 1] 1 Measures how well low-dimensional neighbors match those in the high-dimensional space.
Trustworthiness and Continuity Badge [0, 1] 1 Combines trustworthiness and continuity scores for neighborhood structure conservation.