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The problem with this line of argument is that this dimensionality reduction is being done without paying any heed to the end goal better linear separation of t
by srean 5y ago
The problem with this line of argument is that this dimensionality reduction is being done without paying any heed to the end goal better linear separation of the classes. One can get lucky and get a low-d projection that separates well but thats pure luck.
Let me see if I can draw an example
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The '+' and '-' denote the data points of the two different classes. In this example the PCA direction will be the along the X axis, which would be the worst axis to project on to separate the classes. The best in this case would have been the Y axis.
A far better approach would be to use a dimensionality reduction technique that is aware of the end goal. One such example is Fisher discriminant analysis and its kernelized variant.