Example from François Fleuret’s deep-learning courses at fleuret.org/dlc.
\documentclass[tikz,border=10pt]{standalone}
\usetikzlibrary{arrows.meta}
\usepackage{cmbright}
\definecolor{green}{rgb}{0.0,0.50,0.0}
\tikzset{>={Straight Barb[angle'=80, scale=1.1]}}
\begin{document}
\begin{tikzpicture}
\draw[->] (0, 0) -- ++(0, 2);
\draw[->] (0, 0) -- ++(2.5, 0.6);
\draw[->] (0, 0) -- ++(3, 0) node[midway, below, yshift=-0.5em]
{Original space ${\cal X}$};
\draw[fill=green!50, draw=none, shift={(0.2, 0.7)},scale=0.5]
(0, 0) to[out=20, in=140] (1.5, -0.2) to [out=60, in=160]
(5, 0.5) to[out=130, in=60]
cycle;
\shade[thin, left color=green!10, right color=green!50, draw=none,
shift={(0.2, 0.7)},scale=0.5]
(0, 0) to[out=10, in=140] (3.3, -0.8) to [out=60, in=190] (5, 0.5)
to[out=130, in=60] cycle;
\draw[->] (4.8, 0.8) -- ++(0, 2);
\draw[->] (4.8, 0.8) -- ++(2, 0) node[midway, below, yshift=-0.5em]
{Latent space ${\cal F}$};
\draw[thin, fill=green!30, draw=none, shift={(5.4, 1.1)}, rotate=20]
(0, 0) -- (1, 0) -- (1, 1) -- (0, 1) -- cycle;
\draw[thick,->,red]
(1.5, 1.3) to [out=55, in=150] node[midway, above, xshift=6pt, yshift=2pt]
{$f$} (5.7, 2);
\draw[thick,->,blue] (1.5, 1.3) ++(4.03, 0.3) to [out=150, in=55]
node[midway, below, xshift=2pt, yshift=-2pt] {$g$} ++(-3.6, -0.5);
\end{tikzpicture}
\end{document}