The ‘why, what & how’ of PCA (Principal Component Analysis)

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Availability of data needs no introduction. And, its needless to say, data drives businesses, these days. For a given business problem, the more features that we capture, the better the analysis. Isn’t it? Or is it?

What if, …

1. There are more dimensions/features than the number of observations?

2. There are too many dimensions, sometimes running into hundreds or more?

The above scenarios define a specific phenomenon called Curse of Dimensionality, which in simple words mean, too many features could actually be a problem. But, how?

Let’s say, we…

Imagine you are on a game show. There are three closed doors in front of you. One door has a car behind it, and the other two doors have a goat. The objective is to try and choose the door that has the car (of course!). You pick a door. Before revealing what’s behind it, the game show host opens one of the two closed doors and shows you a goat. Now, he asks you a question.

“Switch or Stay”?

You have the option to stay with your original choice or switch to the other closed door. …

Dhivya Karthic

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