Unsupervised dimensionality reduction via principal component analysis
Similar to feature selection, we can use different feature extraction techniques to reduce the number of features in a dataset. The difference between feature selection and feature extraction is that while we maintain the original features when we used feature selection algorithms, such as sequential backward selection, we use feature extraction to transform or project the data onto a new feature space. In the context of dimensionality reduction, feature extraction can be understood as an approach to data compression with the goal of maintaining most of the relevant information. In practice, feature extraction is not only used to improve storage space or the computational efficiency of the learning algorithm, but can also improve the predictive performance by reducing the curse of dimensionality—especially if we are working with non-regularized models.
The main steps behind principal component analysis
In this section,...
