Dimensionality Reduction Techniques in Machine Learning
Dimensionality reduction is a process used to reduce the number of input variables while preserving essential information. It helps improve model efficiency, reduce overfitting, and enhance interpretability.
Techniques for Dimensionality Reduction:
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Feature Selection: Selecting the most relevant features using:
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Filter Methods (e.g., correlation, mutual information).
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Wrapper Methods (e.g., Recursive Feature Elimination).
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Embedded Methods (e.g., Lasso Regression).
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Feature Extraction: Transforming data into a lower-dimensional space:
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Principal Component Analysis (PCA)
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Linear Discriminant Analysis (LDA)
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Autoencoders (Neural Networks-based)
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Principal Component Analysis (PCA) for Dimensionality Reduction
PCA is an unsupervised technique that projects high-dimensional data into a lower-dimensional space while preserving maximum variance.
Steps of PCA:
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Standardization: Normalize data to have zero mean and unit variance.
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Compute Covariance Matrix: Identifies relationships between features.
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Eigen Decomposition: Compute eigenvalues and eigenvectors of the covariance matrix.
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Select Principal Components: Choose the top k eigenvectors corresponding to the largest eigenvalues.
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Transform Data: Project data onto the new lower-dimensional space.
PCA for Visualization
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2D & 3D Projection: PCA is widely used to visualize high-dimensional datasets by reducing them to 2 or 3 principal components for plotting.
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Pattern Recognition: Helps in identifying clusters in data, useful in applications like image processing, genetics, and NLP.
Conclusion
PCA efficiently reduces dimensionality, improves model performance, and enables better visualization of complex datasets.
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