Introduction To Dimensionality Reduction
Introduction To Dimensionality Reduction
Reduction
Machine Learning: As discussed in this article, machine learning is nothing but a
field of study which allows computers to “learn” like humans without any need of
explicit programming.
What is Predictive Modeling: Predictive modeling is a probabilistic process that
allows us to forecast outcomes, on the basis of some predictors. These predictors are
basically features that come into play when deciding the final result, i.e. the outcome
of the model.
Dimensionality reduction is the process of reducing the number of features (or
dimensions) in a dataset while retaining as much information as possible. This can
be done for a variety of reasons, such as to reduce the complexity of a model, to
improve the performance of a learning algorithm, or to make it easier to visualize the
data. There are several techniques for dimensionality reduction, including principal
component analysis (PCA), singular value decomposition (SVD), and linear
discriminant analysis (LDA). Each technique uses a different method to project the
data onto a lower-dimensional space while preserving important information.
What is Dimensionality Reduction?
Dimensionality reduction is a technique used to reduce the number of features in a
dataset while retaining as much of the important information as possible. In other
words, it is a process of transforming high-dimensional data into a lower-
dimensional space that still preserves the essence of the original data.
In machine learning, high-dimensional data refers to data with a large number of
features or variables. The curse of dimensionality is a common problem in machine
learning, where the performance of the model deteriorates as the number of features
increases. This is because the complexity of the model increases with the number of
features, and it becomes more difficult to find a good solution. In addition, high-
dimensional data can also lead to overfitting, where the model fits the training data
too closely and does not generalize well to new data.
Dimensionality reduction can help to mitigate these problems by reducing the
complexity of the model and improving its generalization performance. There are
two main approaches to dimensionality reduction: feature selection and feature
extraction.
Feature Selection:
Feature selection involves selecting a subset of the original features that are most
relevant to the problem at hand. The goal is to reduce the dimensionality of the
dataset while retaining the most important features. There are several methods for
feature selection, including filter methods, wrapper methods, and embedded
methods. Filter methods rank the features based on their relevance to the target
variable, wrapper methods use the model performance as the criteria for selecting
features, and embedded methods combine feature selection with the model training
process.
Feature Extraction:
Feature extraction involves creating new features by combining or transforming the
original features. The goal is to create a set of features that captures the essence of
the original data in a lower-dimensional space. There are several methods for feature
extraction, including principal component analysis (PCA), linear discriminant
analysis (LDA), and t-distributed stochastic neighbor embedding (t-SNE). PCA is a
popular technique that projects the original features onto a lower-dimensional space
while preserving as much of the variance as possible.
Why is Dimensionality Reduction important in Machine Learning and
Predictive Modeling?
An intuitive example of dimensionality reduction can be discussed through a simple
e-mail classification problem, where we need to classify whether the e-mail is spam
or not. This can involve a large number of features, such as whether or not the e-mail
has a generic title, the content of the e-mail, whether the e-mail uses a template, etc.
However, some of these features may overlap. In another condition, a classification
problem that relies on both humidity and rainfall can be collapsed into just one
underlying feature, since both of the aforementioned are correlated to a high degree.
Hence, we can reduce the number of features in such problems. A 3-D classification
problem can be hard to visualize, whereas a 2-D one can be mapped to a simple 2-
dimensional space, and a 1-D problem to a simple line. The below figure illustrates
this concept, where a 3-D feature space is split into two 2-D feature spaces, and
later, if found to be correlated, the number of features can be reduced even further.
Important points: