Title: "Nonlinear Dimensionality Reduction" Jose Costa Center for the Mathematics of Information California Institute of Technology How can one make sense of the enormous quantity of information available in current and future databases and use it in a meaningful way, from a simple problem of visualizing a relevant data characteristic to more complex decision making tasks? In this second lecture on high-dimensional data processing, we will discuss the problem of dimensionality reduction, i.e., finding lower dimensional representations for high-dimensional data with little or no loss of content information. By assuming that the data sets lie on a low dimensional manifold, one can design algorithms that overcome the limitations of classical linear methods such as Principal Component Analysis or Multidimensional Scaling. In this lecture, we will give an overview of the many flavors proposed to the address the manifold learning problem as well as discuss its major fault. Although dimensionality reduction is usually invoked as a tool to improve classification, regression, denoising or visualization tasks, current algorithms do not use this information to find a particular lower dimensional representation of the data. We will show how to incorporate this information in the context of supervised and semi-supervised learning.