Principal Component Analysis (PCA)
Principal Component Analysis (PCA) is a dimentionality reduction technique. It is an unsupervised learning algorithm. Dimentionality refers to the number of input features or columns in a dataset. PCA reduces the number of input features in the model by grouping them together to create new features while preserving as much information as possible. The number of new features (components) of PCA is equal to the number of input features. The reasons for using this technique are - Provide smaller set of input features to the model, after having removed unwanted columns and columns having no effect on the output Group columns which are redundant, highly correlated and depict the same underlying concept. Having these extra columns leads to overfitting and unnecessary complexity. For model regularization. PCA does lead to some information loss while reducing the features but it can make the model simpler to understand and increases validation accuracy PCA uses covariance matrix. The first co...