6.5. Unsupervised dimensionality reduction¶
If your number of features is high, it may be useful to reduce it with an
unsupervised step prior to supervised steps. Many of the
Unsupervised learning methods implement a
transform method that
can be used to reduce the dimensionality. Below we discuss two specific
example of this pattern that are heavily used.
6.5.1. PCA: principal component analysis¶
decomposition.PCA looks for a combination of features that
capture well the variance of the original features. See Decomposing signals in components (matrix factorization problems).
6.5.2. Random projections¶
random_projection provides several tools for data
reduction by random projections. See the relevant section of the
documentation: Random Projection.