Nonlinear dimensionality reduction (NLDR) techniques are increasingly used to visualize molecular trajectories and to create data-driven collective variables for enhanced sampling simulations. The success of these methods relies on their ability to identify the essential degrees of freedom characterizing conformational changes. Here, we show that NLDR methods face serious obstacles when the underlying collective variables present periodicities, e.g. arising from proper dihedral angles. As a result, NLDR methods collapse very distant configurations, thus leading to misinterpretations and inefficiencies in enhanced sampling. Here, we identify this largely overlooked problem and discuss possible approaches to overcome it. We also characterize the geometry and topology of conformational changes of alanine dipeptide, a benchmark system for testing new methods to identify collective variables.PACS numbers: 87.10. Tf, 87.15.hp Thanks to enhanced sampling techniques, it is possible to connect molecular conformations separated by high energy barriers, and accurately compute free energies in systems exhibiting metastability. The success of these techniques relies on a good set of collective variables (CVs), capturing the metastability of the system with a few degrees of freedom. CVs are commonly chosen out of experience or physical intuition. As increasingly complex systems become accessible computationally, 1 the task of selecting appropriate CVs becomes highly nontrivial. 2 This situation has motivated in recent years intense research aimed at systematic and data-driven approaches to select CVs, often relying on statistical learning methods. In particular, dimensionality reduction techniques automatically identify a reduced set of coordinates capturing the essential behavior of a complex system, starting from a pre-existing ensemble of molecular configurations, called training set.The most widespread dimensionality reduction method is principal component analysis (PCA). 3 PCA is a linear method, which selects mutually orthogonal directions such that, by projecting the data onto a few of them, the variance of the projected data is maximized. PCA has been widely applied to characterize the essential dynamics, 4-8 understand molecular flexibility 9 and enhance sampling in molecular dynamics. 10,11 PCA and in general linear dimensionality reduction methods are very popular because of their simplicity. However, they fail to identify nonlinear correlations in the data, which are often present in molecular systems, e.g. as a result of bond rotations or steric interactions. [12][13][14] Advances in the field of statistical learning, notably in nonlinear dimensionality reduction (NLDR) techniques, 15-17 were quickly embraced by the molecular simulation community to visualize trajectories, realizing that conformations often evolve close to a nonlinear manifold often called intrinsic manifold, 18-22 although some systems evolve on non-manifold sets. 23 Difa) Electronic