Algorithm to reduce dimensionality.

I have an data sheet with almost 2000 input parameters and 4 output parameters. I am to optimize the input parameters to define the output

I am not sure whether the input parameters are linearly related so I am looking for a non linear dimensionality reduction algorithm. Will Self organizing maps be a good option for reducing the 2000 input parameters to few components.

I did try PCA but it is not quite helpful. Please if anyone could suggest any standard dimensionality reduction algorithms and codes that I could try?

[John D'Errico]

This is not a MATLAB question. I'd suggest asking it on a different forum.