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Applied Supervised Learning with R

You're reading from   Applied Supervised Learning with R Use machine learning libraries of R to build models that solve business problems and predict future trends

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Product type Paperback
Published in May 2019
Publisher
ISBN-13 9781838556334
Length 502 pages
Edition 1st Edition
Languages
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Authors (2):
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Jojo Moolayil Jojo Moolayil
Author Profile Icon Jojo Moolayil
Jojo Moolayil
Karthik Ramasubramanian Karthik Ramasubramanian
Author Profile Icon Karthik Ramasubramanian
Karthik Ramasubramanian
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Table of Contents (12) Chapters Close

Applied Supervised Learning with R
Preface
1. R for Advanced Analytics FREE CHAPTER 2. Exploratory Analysis of Data 3. Introduction to Supervised Learning 4. Regression 5. Classification 6. Feature Selection and Dimensionality Reduction 7. Model Improvements 8. Model Deployment 9. Capstone Project - Based on Research Papers Appendix

Feature Reduction


Feature reduction helps get rid of redundant variables that reduce the model efficiency in the following ways:

  • Time to develop/train the model increases.

  • Interpretation of the results becomes tedious.

  • It inflates the variance of the estimates.

In this section, we will see three feature reduction techniques that help in improving the model efficiency.

Principal Component Analysis (PCA)

N. A. Campbell and William R. Atchley in their classic paper, The Geometry of Canonical Variate Analysis, Systematic Biology, Volume 30, Issue 3, September 1981, Pages 268–280, geometrically defined a principal component analysis as a rotation of the axes of the original variable coordinate system to new orthogonal axes, called principal axes, such that the new axes coincide with directions of maximum variation of the original observation. This forms the crux of what PCA does. In other words, it represents the original variable with principal components that explain the maximum variation of the...

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