
Algebra and Trigonometry (MindTap Course List)
4th Edition
ISBN: 9781305071742
Author: James Stewart, Lothar Redlin, Saleem Watson
Publisher: Cengage Learning
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In a regression problem with 1 output variable and p input variables, we carry out a a principal components regression with p principal components constructed from the input variables. This will result in
a significant level of dimensionality reduction. PCR is one of the leading methods for dimension reduction.
no dimensionality reduction whatsoever.
a potentially good level of dimensionality reduction depending on the quality of the principal components
us making a bad choice if we care about the output variable. In that case we should have used partial least squares as a better high dimensionality reduction technique.
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