Multidimensional Scaling

Multidimensional scaling (MDS) takes input a $n\times n$ matrix of distances $D$ where $D_{ij}$ denotes the target distance between entity $i$ and entity $j$. It produces an $n\times p$ matrix $X$ where the $i$th row is the position in p-dimensional latent space. MDS transforms the pairwise distance matrix D into a similarity matrix \tilde D using linear transformations

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