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