Feature Selection and Dimensionality Reduction Using Covariance Matrix Plot
Last Updated on July 24, 2023 by Editorial Team
Author(s): Benjamin Obi Tayo Ph.D.
Originally published on Towards AI.
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This article will discuss how the covariance matrix plot can be used for feature selection and dimensionality reduction.
A machine learning algorithm (such as classification, clustering or regression) uses a training dataset to determine weight factors that can be applied to unseen data for predictive purposes. Before implementing a machine learning algorithm, it is necessary to select only relevant features in the training dataset. The process of transforming a dataset in order to select only relevant features necessary for training is called dimensionality reduction. Feature selection and dimensionality reduction are important because of three main reasons:
Prevents Overfitting: A high-dimensional dataset… Read the full blog for free on Medium.
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