--- name: Dimensionality Reduction description: Reduce feature dimensionality using PCA, t-SNE, and feature selection for feature reduction, visualization, and computational efficiency --- # Dimensionality Reduction ## Overview Dimensionality reduction techniques reduce the number of features while preserving important information, improving model efficiency and enabling visualization of high-dimensional data. ## When to Use - High-dimensional datasets with many features - Visualizing complex datasets in 2D or 3D - Reducing computational complexity and training time - Removing redundant or highly correlated features - Preventing overfitting in machine learning models - Preprocessing data before clustering or classification ## Techniques - **PCA**: Principal Component Analysis - **t-SNE**: t-Distributed Stochastic Neighbor Embedding - **UMAP**: Uniform Manifold Approximation and Projection - **Feature Selection**: Selecting important features - **Feature Extraction**: Creating new features ## Benefits - Reduce computational complexity - Remove noise and redundancy - Improve model generalization - Enable visualization - Prevent curse of dimensionality ## Implementation with Python ```python import pandas as pd import numpy as np import matplotlib.pyplot as plt from sklearn.decomposition import PCA, TruncatedSVD, FactorAnalysis from sklearn.manifold import TSNE, MDS from sklearn.preprocessing import StandardScaler from sklearn.datasets import load_iris from sklearn.ensemble import RandomForestClassifier from sklearn.feature_selection import SelectKBest, f_classif, mutual_info_classif import seaborn as sns # Load data iris = load_iris() X = iris.data y = iris.target feature_names = iris.feature_names # Standardize scaler = StandardScaler() X_scaled = scaler.fit_transform(X) # PCA pca = PCA() pca.fit(X_scaled) # Explained variance explained_variance = np.cumsum(pca.explained_variance_ratio_) print("Explained Variance Ratio by Component:") print(pca.explained_variance_ratio_) print(f"Cumulative Variance (first 2): {explained_variance[1]:.4f}") # Scree plot fig, axes = plt.subplots(1, 2, figsize=(14, 4)) axes[0].plot(range(1, len(pca.explained_variance_ratio_) + 1), pca.explained_variance_ratio_, 'bo-') axes[0].set_xlabel('Principal Component') axes[0].set_ylabel('Explained Variance Ratio') axes[0].set_title('Scree Plot') axes[0].grid(True, alpha=0.3) axes[1].plot(range(1, len(explained_variance) + 1), explained_variance, 'go-') axes[1].axhline(y=0.95, color='r', linestyle='--', label='95% Variance') axes[1].set_xlabel('Number of Components') axes[1].set_ylabel('Cumulative Explained Variance') axes[1].set_title('Cumulative Explained Variance') axes[1].legend() axes[1].grid(True, alpha=0.3) plt.tight_layout() plt.show() # PCA with 2 components pca_2d = PCA(n_components=2) X_pca_2d = pca_2d.fit_transform(X_scaled) # PCA with 3 components pca_3d = PCA(n_components=3) X_pca_3d = pca_3d.fit_transform(X_scaled) # PCA visualization fig = plt.figure(figsize=(14, 5)) # 2D PCA ax1 = fig.add_subplot(131) scatter = ax1.scatter(X_pca_2d[:, 0], X_pca_2d[:, 1], c=y, cmap='viridis', alpha=0.6) ax1.set_xlabel(f'PC1 ({pca_2d.explained_variance_ratio_[0]:.2%})') ax1.set_ylabel(f'PC2 ({pca_2d.explained_variance_ratio_[1]:.2%})') ax1.set_title('PCA 2D') plt.colorbar(scatter, ax=ax1) # 3D PCA ax2 = fig.add_subplot(132, projection='3d') scatter = ax2.scatter(X_pca_3d[:, 0], X_pca_3d[:, 1], X_pca_3d[:, 2], c=y, cmap='viridis', alpha=0.6) ax2.set_xlabel(f'PC1 ({pca_3d.explained_variance_ratio_[0]:.2%})') ax2.set_ylabel(f'PC2 ({pca_3d.explained_variance_ratio_[1]:.2%})') ax2.set_zlabel(f'PC3 ({pca_3d.explained_variance_ratio_[2]:.2%})') ax2.set_title('PCA 3D') # Loading plot ax3 = fig.add_subplot(133) loadings = pca_2d.components_.T for i, feature in enumerate(feature_names): ax3.arrow(0, 0, loadings[i, 0], loadings[i, 1], head_width=0.05, head_length=0.05, fc='blue', ec='blue') ax3.text(loadings[i, 0]*1.15, loadings[i, 1]*1.15, feature, fontsize=10) ax3.set_xlim(-1, 1) ax3.set_ylim(-1, 1) ax3.set_xlabel(f'PC1 ({pca_2d.explained_variance_ratio_[0]:.2%})') ax3.set_ylabel(f'PC2 ({pca_2d.explained_variance_ratio_[1]:.2%})') ax3.set_title('PCA Loadings') ax3.grid(True, alpha=0.3) plt.tight_layout() plt.show() # t-SNE visualization tsne = TSNE(n_components=2, random_state=42, perplexity=30) X_tsne = tsne.fit_transform(X_scaled) plt.figure(figsize=(8, 6)) scatter = plt.scatter(X_tsne[:, 0], X_tsne[:, 1], c=y, cmap='viridis', alpha=0.6) plt.xlabel('t-SNE Dimension 1') plt.ylabel('t-SNE Dimension 2') plt.title('t-SNE Visualization') plt.colorbar(scatter, label='Class') plt.show() # MDS visualization mds = MDS(n_components=2, random_state=42) X_mds = mds.fit_transform(X_scaled) plt.figure(figsize=(8, 6)) scatter = plt.scatter(X_mds[:, 0], X_mds[:, 1], c=y, cmap='viridis', alpha=0.6) plt.xlabel('MDS Dimension 1') plt.ylabel('MDS Dimension 2') plt.title('MDS Visualization') plt.colorbar(scatter, label='Class') plt.show() # Feature Selection - SelectKBest selector = SelectKBest(score_func=f_classif, k=2) X_selected = selector.fit_transform(X, y) selected_features = np.array(feature_names)[selector.get_support()] scores = selector.scores_ feature_scores = pd.DataFrame({ 'Feature': feature_names, 'Score': scores }).sort_values('Score', ascending=False) print("\nFeature Selection (F-test):") print(feature_scores) plt.figure(figsize=(10, 5)) plt.barh(feature_scores['Feature'], feature_scores['Score']) plt.xlabel('F-test Score') plt.title('Feature Importance (SelectKBest)') plt.tight_layout() plt.show() # Mutual Information selector_mi = SelectKBest(score_func=mutual_info_classif, k=2) X_selected_mi = selector_mi.fit_transform(X, y) scores_mi = selector_mi.scores_ feature_scores_mi = pd.DataFrame({ 'Feature': feature_names, 'Score': scores_mi }).sort_values('Score', ascending=False) print("\nFeature Selection (Mutual Information):") print(feature_scores_mi) # Tree-based feature importance rf = RandomForestClassifier(n_estimators=100, random_state=42) rf.fit(X, y) importances = rf.feature_importances_ feature_importance = pd.DataFrame({ 'Feature': feature_names, 'Importance': importances }).sort_values('Importance', ascending=False) print("\nFeature Importance (Random Forest):") print(feature_importance) plt.figure(figsize=(10, 5)) plt.barh(feature_importance['Feature'], feature_importance['Importance']) plt.xlabel('Importance') plt.title('Feature Importance (Random Forest)') plt.tight_layout() plt.show() # Factor Analysis fa = FactorAnalysis(n_components=2, random_state=42) X_fa = fa.fit_transform(X_scaled) plt.figure(figsize=(8, 6)) scatter = plt.scatter(X_fa[:, 0], X_fa[:, 1], c=y, cmap='viridis', alpha=0.6) plt.xlabel('Factor 1') plt.ylabel('Factor 2') plt.title('Factor Analysis') plt.colorbar(scatter, label='Class') plt.show() # Model performance comparison from sklearn.model_selection import cross_val_score from sklearn.linear_model import LogisticRegression models = { 'Original Features': X_scaled, 'PCA (2)': X_pca_2d, 'PCA (3)': X_pca_3d, 't-SNE': X_tsne, 'Selected (2 best)': X_selected, } scores = {} for name, X_reduced in models.items(): clf = LogisticRegression(max_iter=200) cv_scores = cross_val_score(clf, X_reduced, y, cv=5, scoring='accuracy') scores[name] = { 'Mean Accuracy': cv_scores.mean(), 'Std Dev': cv_scores.std(), 'Features': X_reduced.shape[1], } scores_df = pd.DataFrame(scores).T print("\nModel Performance with Different Dimensionality:") print(scores_df) ``` ## Algorithm Comparison - **PCA**: Linear, fast, interpretable - **t-SNE**: Non-linear, good visualization, computationally expensive - **UMAP**: Non-linear, preserves local/global structure - **Feature Selection**: Maintains interpretability - **Factor Analysis**: Statistical approach ## Choosing Number of Components - **Explained Variance**: Retain 95% of variance - **Elbow Method**: Look for "elbow" in scree plot - **Cross-validation**: Optimize for downstream task ## Deliverables - Scree plots and cumulative variance - 2D/3D visualizations - PCA loadings interpretation - Feature importance ranking - Model performance comparison - Component interpretation