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I have features: f1..f1000. I want to explain dynamics of particular features subset: f1-f5 based on all features data (based on f1..f1000).

Preferably I think of something like "partial PCA", where some Principal Components created on all features will explain dynamics only of 5 of them (not all of them).

If you know any kind of such Dimensionality Reduction technique I would be very glad for your help. Thanks!

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  • $\begingroup$ I'm not sure what you are asking: What do you mean by explaining dynamics of a featureset? $\endgroup$ – S van Balen Aug 15 '19 at 11:02
  • $\begingroup$ Ok, that's a fancy way of saying - explain variance of the subset of features by all features $\endgroup$ – Ziemo Aug 15 '19 at 19:08

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