The amount of data generated each day from sources such as scientific experiments, cell phones, and smartwatches has been growing exponentially over the last several years. Not only are the number data sources increasing, but the data itself is also growing richer as the number of features in the data increases. Datasets with a large number of features are called high-dimensional datasets.

One example of high-dimensional data is high-resolution image data, where the features are pixels, and w...