Feature Selection and Principal Component Analysis Revisited
Den Samen legen wir in ihre Hände! Ob Glück, ob Unglück aufgeht, lehrt das Ende (Friedrich von Schiller, Wallensteins Tod, 1799). We put the seed in your hands! Whether it develops into fortune or mistfortune only the end can teach us.
In the beginning – in 1901 – there was Principal Component Analysis. On our journey through this book we have encountered many different methods for analysing multidimensional data, and many times on this journey, Principal Component Analysis reared its – some might say, ugly – head. About a hundred years since its birth, a renaissance of Principal Component Analysis (PCA) has led to new theoretical and practical advances for high-dimensional ...