How to know when to use linear dimensionality reduction vs non-linear dimensionality reduction?

2017-09-21 09:17:34

I am trying to decide whether to use linear dimensionality reduction methods (eg. PCA) vs. non-linear dimensionality reduction methods (eg. t-SNE) for my high-dimensional data set. However, I know nothing about the underlying structure of the data. Is there a test to know whether it is better to use one or the other?