Feature extraction

At some point, after we have removed the redundant features and dropped the irrelevant ones, we often still find that we have too many features. No matter what learning method we use, they all perform badly, and given the huge feature space, we understand that they actually cannot do better. We realize that we have to cut living flesh and that we have to get rid of features that all common sense tells us are valuable. Another situation when we need to reduce the dimensions, and when feature selection does not help much, is when we want to visualize data. Then, we need to have at most three dimensions at the end to provide any meaningful graph.

Enter the feature extraction methods. They restructure the feature space to make it more accessible to the model, or simply cut down the dimensions to two or three so that we can show dependencies visually.

Again, we can distinguish between feature extraction methods as being linear or non-linear ones. And as before, in the feature...