Linear discriminant analysis (LDA) is another linear transformation technique that is used for dimensionality reduction. Unlike PCA, however, LDA is a supervised learning method, which means it takes class labels into account when finding directions of maximum variance. LDA aims to maximize the separation between different classes in the data. The goal is to identify the directions that capture the most separation between the classes. This makes LDA particularly well-suited for classification tasks where you want to maximize class separability.
How does Principal Component Analysis (PCA) work?
Principal Component Analysis (PCA) is an unsupervised learning technique that aims to maximize the variance of the data along the principal components. The goal is to identify the directions (components) that capture the most variation in the data. In other words, it seeks to find the linear combination of features that captures as much variance as possible. The first component is the one that captures the maximum variance, the second component is orthogonal to the first and captures the remaining variance, and so on. PCA is a useful technique for dimensionality reduction, particularly effective, when your data has linear relationships between features – that is, when you can express one feature as a function of the other(s). In such cases, you can use PCA to compress your data while retaining most of the information content by choosing just the right number of features (components). The following plot can be used to illustrate the PCA concept with 2 principal components.