Measure what PCA costs
Machine Learning · from Dimensionality reduction
PCAexplained_variance_ratio_components_scalingwhen not to use itPutting the kettle on…
Starting up…
Exercise 3
Measure what PCA costs. Return [auc_raw, auc_5_components] — 5-fold AUC for logistic regression on the raw features and on 5 principal components, rounded to 4 places.
your answer
stuck? the lesson behind it
Dimensionality reduction
PCA costs us 0.07 AUC — because it has never seen the target