Implement UMAP

[wendycwong]

From paid customer.

Here is one link:
https://umap-learn.readthedocs.io/en/latest/

To complete this task, apart from implementing the algorithm and mojo, please also complete a paper describing the actual implementation. This paper can be used by co-workers in the code review process and help the documentation team as well.

I am attaching an example here for when I implemented GAM:
GAM_doc.pdf

If you can divide your task into meaningful and independent parts, feel free to farm them out to others if you need the help. I for one may be able to help with coming up with the paper/doc.

[maurever]

The paper describing the H2O.ai implementation.

Implementation plan

• Decide if implement KNN as a model or as a part of UMAP (done, we implemented KNN first and the first version of UMAP separately)
• Implement KNN (in progress see: Implement KNN #16319)
• Understand UMAP implementation (in progress)
• Understand the theory behind (in progress)
• Think about parallelization - decide if it is possible (in progress)
• Think about time estimate - decide the time we need (in progress)
• Implement matrices operations
• Implement the first version of UMAP
  • Java backend with minimal parameters as possible
  • JUnit tests
  • Documentation
  • MOJO
  • Python/R API
  • Python/R tests
  • Performance analysis
  • Compare results with original UMAP implementation