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Curse of Dimensionality

Curse of Dimensionality

Curse of Dimensionality:

The curse of dimensionality is the affliction caused by adding variables to multivariate data models. As variables are added, the data space becomes increasingly sparse, and classification and prediction models fail because the available data are insufficient to provide a useful model across so many variables. An important consideration is the fact that the difficulties posed by adding a variable increase exponentially with the addition of each variable. One way to think of this intuitively is to consider the location of an object on a chessboard. It has two 2 dimensions and 64 squares or choices. If you expand the chessboard to a cube, you increase the dimensions by 50% - from 2 dimensions to 3 dimensions. However, the location options increase by 800%, to 512 (8 x 8 x 8). The problem is particularly acute in Big Data applications, including genomics, where, for example, an analysis might have to deal with values for thousands of different genes.

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Principal Components and Factor Analysis
In this course, you will learn how to make decisions in building a factor analysis model – including what model to use, the number of factors to retain, and the rotation method to use.
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