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[FEA] Support for AlignedUMAP #6418

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@beckernick

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@beckernick

Some users have use cases that generally fit into the paradigm of needing to create UMAP embeddings on largely-independent datasets that have partial (sometimes minor) overlap. In these cases, users often want the embeddings to reflect the fact that there's some overlap with these datasets.

This can be particularly relevant for time-series data, but could be used in a variety of scenarios.

This is what AlignedUMAP conceptually enables.

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