Apr 5, 2021
How many principal components?
How many principal components should we select when reducing dimensionality of data?
Better than a scree, even in beautiful settings. Very often we find ourselves handling large matrices and, for multiple different reasons, may want or need to reduce the dimensionality of the data by retaining the most relevant principal components. A question that arises then is how many such principal components should be retained? That is, what are the principal components that provide…
View On WordPress