We have two options, feature selection and feature extraction, at our disposal for reducing the dimensions to a more manageable space. Each of these techniques is a distinct discipline and has its own methods and complexity. Even though they sound the same, they are very different and require a separate treatment.
The following figure provides a mind map, which compares the feature selection versus feature extraction for reference. While the feature selection, also referred to as feature engineering, is beyond the scope of this book, we cover the two most common feature extraction techniques (PCA and SVD) via detailed recipes:
The two techniques available for picking a set of features or inputs ...