A Complete Guide to Principal Component Analysis – PCA in Machine Learning

Principal Component Analysis or PCA is a widely used technique for dimensionality reduction of the large data set. Reducing the number of components or features costs some accuracy and on the other hand, it makes the large data set simpler, easy to explore and visualize. Also, it reduces the computational complexity of the model which makes machine learning algorithms run faster. It is always a question and debatable how much accuracy it is sacrificing to get less complex and reduced dimensions data set. we don’t have a fixed answer for this however we try to keep most of the variance while choosing the final set of components.

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What is Logistic Regression?

Logistic regression is used for binary classification problem which has only two classes to predict. However with little extension and some human brain, it can easily be used for multi class classification problem. In this post I will be explaining about binary classification. I will also explain about the reason behind maximizing log likelihood function.

What is Multicollinearity?

Multicollinearity occurs in a multi linear model where we have more than one predictor variables. So Multicollinearity exist when we can linearly predict one predictor variable (note not the target variable) from other predictor variables with significant degree of accuracy. It means two or more predictor variables are highly correlated. But not the vice versa means if there is low correlation among predictors then also multicollinearity may exist.

What is stepAIC in R?

In R, stepAIC is one of the most commonly used search method for feature selection. We try to keep on minimizing the stepAIC value to come up with the final set of features. “stepAIC” does not necessarily means to improve the model performance, however it is used to simplify the model without impacting much on the performance. So AIC quantifies the amount of information loss due to this simplification. AIC stands for Akaike Information Criteria.

Feature Selection Techniques in Regression Model

Feature selection is a way to reduce the number of features and hence reduce the computational complexity of the model. Many times feature selection becomes very useful to overcome with overfitting problem. Feature selection helps us in determining the smallest set of features that are needed to predict the response variable with high accuracy. if we ask the model, does adding new features, necessarily increase the model performance significantly? if not then why to add those new features which are only going to increase model complexity.

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