Remix.run Logo
syockit 8 days ago

That is strange, I thought this had always been the case. Long ago, I had a chat about feature selection and dimension reduction, and I expressed my preference of not resorting to PCA because it doesn't actually remove features. After some time, I had a new session chatting about multicollinearity and what adverse effects it might cause, and among the suggestions for addressing that, it suggested dimension reduction, saying "Although you don't prefer PCA ...".