Dimensionality reduction (DR) enables the construction of a lower dimensional space (embedding) from a higher dimensional feature space while preserving object-class discriminability. However several popular DR approaches suffer from sensitivity to choice of parameters and/or presence of noise in the data. In this paper, we present a novel DR technique known as consensus embedding that aims to overcome these problems by generating and combining multiple low-dimensional embeddings, hence exploiting the variance among them in a manner similar to ensemble classifier schemes such as Bagging. We demonstrate theoretical properties of consensus embedding which show that it will result in a single stable embedding solution that preserves information more accurately as compared to any individual embedding (generated via DR schemes such as Principal Component Analysis, Graph Embedding, or Locally Linear Embedding). Intelligent sub-sampling (via mean-shift) and code parallelization are utilized to provide for an efficient implementation of the scheme.