Dimensionality reduction
In linear algebra terms, the features of a dataset create a vector space whose dimensionality corresponds to the number of linearly independent rows or columns, whichever is larger. Two columns are linearly dependent when they are perfectly correlated so that one can be computed from the other using the linear operations of addition and multiplication.
In other words, they are parallel vectors that represent the same direction rather than different ones in the data and thus only constitute a single dimension. Similarly, if one variable is a linear combination of several others, then it is an element of the vector space created by those columns and does not add a new dimension of its own.
The number of dimensions of a dataset matters because each new dimension can add a signal concerning an outcome. However, there is also a downside known as the curse of dimensionality: as the number of independent features grows while the number of observations...
