Dimensionality Reduction
Dimensionality reduction is the process of reducing the number of random variables under consideration, by obtaining a set of principal variables. Components of Dimensionality Reduction There are two components of dimensionality reduction: Feature selection: In this, we try to find a subset of the original set of variables, or features, to get a smaller subset that can be used to model the problem. It usually involves three ways: Filter Wrapper Embedded Feature extraction: This reduces the data in a high dimensional space to a lower dimension space, i.e. a space with a lesser no. of dimensions. The various methods used for dimensionality reduction include: Principal Component Analysis (PCA) Linear Discriminant Analysis (LDA) Generalized Discriminant Analysis (GDA) Dimensionality reduction may be both linear or non-linear, depending upon the method used. Principal Component Analysis(PCA) Condition - W hile the data in a higher-dimensional space is mapped to data in a lower d...