Dimensionality Reduction

Dimensionality reductionis the process of finding a suitable lower- dimensional space in which to represent the original data. One possible method for dimensionality reduction would be to just select subsets of the variables for processing and analyze them in groups. However, in some cases, that would mean throwing out a lot of useful information. An alternative would be to create new variables that are functions (e.g., linear combinations) of the original variables.