19
votes
Is PCA considered a machine learning algorithm
PCA is actually just a rotation. Seriously, that's all: it's a clever way to spin the data around onto a new basis. This basis has properties that make it useful as a pre-processing step for several ...
- 3,268
10
votes
Accepted
Is PCA considered a machine learning algorithm
It's not uncommon for someone to label it as an unsupervised technique. You can do some analysis on the eigenvectors and that help explain behavior of the data. Naturally if your transformation still ...
- 2,440
9
votes
Classify multivariate time series
If you're in Python, there are a couple of packages that can automatically extract hundreds or thousands of features from your timeseries, correlate them with your labels, choose the most significant, ...
- 213
9
votes
Why does PCA assume Gaussian Distribution?
TL;DR
PCA does assume normal distribution of features See p.55 SAS book1 or Rummel, 19702 or Mardia, 19793.
If you expect the PCs to be independent, then PCA might fail to live to your expectations.
...
- 674
9
votes
Accepted
How to export PCA to use in another program
Ideally PCA should not be used as a part of pre-processing feature reduction.
Anyhow regarding saving and reusing PCA model, sharing a basic code snippet which is working very fine in my case(as I'm ...
- 1,270
8
votes
Accepted
Is Overfitting a problem in Unsupervised learning?
Overfitting happens when the model fits the training dataset more than it fits the underlying distribution. In a way, it models the specific sample rather than producing a more general model of the ...
- 2,663
7
votes
PCA before K-mean clustering
PCA reduces dimensionality. It does not change the number of observations you have. Nor does it change the order of the data. The n-th observation in your original dataset will still be the n-th ...
- 71
7
votes
Accepted
Is it always possible to get well-defined clusters from the data?
First of all, a picture should not be taken to define if there are or no groups on your data, since no matter what projection you use (linear with PCA or manifold with tSNE), you are reducing a 64-...
- 3,009
6
votes
Accepted
Classify multivariate time series
You're on the right track. Look at calculating a few more features, both in time and frequency domain. As long as number of samples >> number of features, you aren't likely to overfit. Is there any ...
- 366
6
votes
Is PCA considered a machine learning algorithm
Absolutely, it is not a learning algorithm, as you do not learn anything in PCA.
However, it can be used in different learning algorithms to reach a better performance in real, likes the most of the ...
- 1,239
6
votes
Accepted
Can PCA be applied to reduce dimensionality of only a subset of features?
Yes, absolutely. Simply split your data into two sets feature-wise, apply PCA to one of them, and then stick them back together again. How to actually perform this will vary depending on your ...
- 3,940
6
votes
Data scaling before PCA: how to deal with categorical values?
You can not use PCA, or at least it is not recommended, for mixed data. It is best to use Factor analysis of mixed data. You are lucky that Prince is a Python package that covers all data scenarios, ...
- 4,299
6
votes
Is it OK to try to find the best PCA k parameter as we do with other hyperparameters?
Your emphasis on using a validation set rather than the training set for selecting $k$ is a good practice and should be followed. However, we can do even better!
The parameter $k$ in $\text{PCA}$ is ...
- 9,382
6
votes
Is it always possible to get well-defined clusters from the data?
This is true of any data analytics endeavor. You don't have ANY guarantees that you're going to find what you are looking for in your data.
You have a theory, question, assumptions... and you collect ...
- 221
5
votes
Accepted
Understanding how distributed PCA works
The question is more related to Apache Spark architecture and map reduce; there are more than one questions here, however, the central piece of your question perhaps is
For example, one of the means ...
- 187
5
votes
Does it make sense to combine PCA with an artificial neural network?
Neural networks are actually extremely effective at performing dimensionality reduction. A great example is word2vec, which applies a shallow neural network to reduce inputs on the order of several ...
- 3,268
5
votes
Does it make sense to combine PCA with an artificial neural network?
PCA is used to abandon having redundant features. It expands directions which your data is highly distributed in those directions. During this process, it does not ...
- 14.1k
5
votes
Are dimensionality reduction techniques useful in deep learning
Deep learning does not use dimensionality reduction because deep learning itself is a useful dimensionality reduction technique. Deep learning learns a compressed, nonlinear representation of the data ...
- 22.1k
5
votes
Many things behave differently in high dimensional space
Along each direction for a unit cube, we have $2$ boundaries. To be less than $0.01$ from a bounday in a $d$-dimensional unit cube, it is not inside the cube of side length $1-2\times 0.001$ sharing ...
- 3,128
5
votes
Accepted
Why do we choose principal components based on maximum variance explained?
do we always have to choose principal components based on maximum
variance explained?
Yes. "Maximum variance explained" is closely related to the main objective as follows.
Our main objective is: ...
- 9,382
5
votes
Accepted
can I use t-sne or PCA to reduce number of classes?
No. t-Distributed Stochastic Neighbor Embedding (t-SNE) and Principal Component Analysis (PCA) are dimension reduction techniques, aka fewer columns of a tidy dataframe.
Clustering will reduce the ...
- 22.1k
5
votes
Accepted
PCA for complex-valued data
Apparently this functionality is left out intentionally, see here. I'm afraid you have to use SVD, but that should be fairly straightforward:
...
- 1,555
4
votes
PCA before K-mean clustering
PCA will not change the order of your points. The first point will still be the first point.
As for the second, this is too unclear to answer. There is no obvious relationship between the number of ...
- 8,054
4
votes
Accepted
Anomoly detection method selection
Without putting in the time to look through Azure's documentation, my guess is that their PCA method is really just a way to do a feature reduction, then use some algorithm they have to classify. Best ...
- 1,459
4
votes
Accepted
What happens when you have highly correlated columns in a dataset?
Having highly correlated features is a type of redundancy in features. And yes, it effects a regression model if you are having highly correlated features. A very nice explanation is given here.
PCA ...
- 3,051
4
votes
Best ML technique to suggest predictor variables
STEP 1
When you do Regression on this dataset, what you obtain is:
$\hspace{60mm}f(x_1,x_2,x_3,x_4) = ERI$
where your $x_1,x_2,x_3,x_4, ERI$ are O2 level, ...
- 590
4
votes
Why does PCA assume Gaussian Distribution?
Someone correct me if I'm wrong, but the PCA process itself doesn't assume anything about the distribution of your data. The PCA algorithm is simple -
find the direction of greatest variance in ...
- 2,248
4
votes
Is PCA considered a machine learning algorithm
PCA is used to eliminate redundant features. It finds directions which data is highly distributed in. It does not care about the labels of the data, because it is a projections which represents data ...
- 14.1k
4
votes
Accepted
Sklearn PCA with zero components example
Think of it this way: a PCA "transform" with $k$ components essentially approximates your $n$-dimensional data points by projecting them onto a $k$-dimensional linear subspace, trying not to loose too ...
- 2,121
4
votes
PCA, SMOTE and cross validation- how to combine them together?
To avoid data leakage, it's important to do any transformations after you split your data - so yes, you want to fit PCA to your training set/fold, but apply that transformation to both training and ...
- 1,688
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