Posts about Dimensionality Reduction

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Dimensionality Reduction With PCA

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Goal

This post aims to introduce how to conduct dimensionality reduction with Principal Component Analysis (PCA).

Dimensionality reduction with PCA can be used as a part of preprocessing to improve the accuracy of prediction when we have a lot of features that has correlation mutually.

The figure below visually explains what PCA does. The blue dots are original data points in 2D. The red dots are projected data onto 1D rotating line. The red dotted line from blue points to red points are the trace of the projection. When the moving line overlaps with the pink line, the projected dot on the line is most widely distributed. If we apply PCA to this 2D data, 1D data can be obtained on this 1D line.

Visual Example of Dimensionality Reduction with PCA
Fig.1 PCA to project 2D data into 1D dimension from R-bloggers PCA in R

Reference

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