Non-Hermitian topological phases bear a number of exotic properties, such as the non-Hermitian skin effect and the breakdown of conventional bulk-boundary correspondence. In this paper, we introduce an unsupervised machine learning approach to classify non-Hermitian topological phases based on diffusion maps, which are widely used in manifold learning. We find that the non-Hermitian skin effect will pose a notable obstacle, rendering the straightforward extension of unsupervised learning approaches to topological phases for Hermitian systems ineffective in clustering non-Hermitian topological phases. Through theoretical analysis and numerical simulations of two prototypical models, we show that this difficulty can be circumvented by choosing the on-site elements of the projective matrix as the input data. Our results provide a valuable guidance for future studies on learning non-Hermitian topological phases in an unsupervised fashion, both in theory and experiment.
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