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How many principal components should I choose for PCA?



2019 Community Moderator ElectionHow do I use principal component analysis in supervised machine learning classification problems?Using Principal Component Analysis (PCA) for feature reduction (HOG-PCA)Principal component analysis and feature reductionsHow to use principal component analysis (PCA) to speed up detection?Correspondence between PCA principal components and the original variablesPrincipal Component Analysis in Python intrinsic dimension map to feature names?Using PCA on test set which has dimensionality less than number of principal componentsFinding original features' effect to the principal components used as inputs in Kernel PCAPCA analysis considering N-less relevant componentsHow to select components instead of projecting them?










1















I have a dataframe with few categorical and numerical features. To that I've concatenated my BoW(CountVectorizer) of text column which resulted in more than 56,000 features. So I'm considering to do PCA for reducing number of features.



I think choosing correct number of principal components is crucial here but I'm confused on how many n_components to consider here?










share|improve this question



















  • 1





    Great question!

    – theantomc
    Mar 9 at 10:43















1















I have a dataframe with few categorical and numerical features. To that I've concatenated my BoW(CountVectorizer) of text column which resulted in more than 56,000 features. So I'm considering to do PCA for reducing number of features.



I think choosing correct number of principal components is crucial here but I'm confused on how many n_components to consider here?










share|improve this question



















  • 1





    Great question!

    – theantomc
    Mar 9 at 10:43













1












1








1








I have a dataframe with few categorical and numerical features. To that I've concatenated my BoW(CountVectorizer) of text column which resulted in more than 56,000 features. So I'm considering to do PCA for reducing number of features.



I think choosing correct number of principal components is crucial here but I'm confused on how many n_components to consider here?










share|improve this question
















I have a dataframe with few categorical and numerical features. To that I've concatenated my BoW(CountVectorizer) of text column which resulted in more than 56,000 features. So I'm considering to do PCA for reducing number of features.



I think choosing correct number of principal components is crucial here but I'm confused on how many n_components to consider here?







machine-learning nlp pca svd






share|improve this question















share|improve this question













share|improve this question




share|improve this question








edited Mar 7 at 12:41







user214

















asked Mar 7 at 12:30









user214user214

461115




461115







  • 1





    Great question!

    – theantomc
    Mar 9 at 10:43












  • 1





    Great question!

    – theantomc
    Mar 9 at 10:43







1




1





Great question!

– theantomc
Mar 9 at 10:43





Great question!

– theantomc
Mar 9 at 10:43












1 Answer
1






active

oldest

votes


















3














You can plot a graph with the top k components and the variance of the k components.Choose k based on the variance contained in those components.95% or above would be ideal.






share|improve this answer























  • Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

    – user214
    Mar 7 at 13:18












  • It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

    – Yoshitha Penaganti
    Mar 8 at 6:06












  • can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

    – user214
    Mar 8 at 9:07






  • 1





    It seems like you have to take number of components atleast 500.

    – Yoshitha Penaganti
    Mar 8 at 11:23











  • I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

    – user214
    Mar 8 at 11:33










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1 Answer
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1 Answer
1






active

oldest

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active

oldest

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active

oldest

votes









3














You can plot a graph with the top k components and the variance of the k components.Choose k based on the variance contained in those components.95% or above would be ideal.






share|improve this answer























  • Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

    – user214
    Mar 7 at 13:18












  • It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

    – Yoshitha Penaganti
    Mar 8 at 6:06












  • can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

    – user214
    Mar 8 at 9:07






  • 1





    It seems like you have to take number of components atleast 500.

    – Yoshitha Penaganti
    Mar 8 at 11:23











  • I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

    – user214
    Mar 8 at 11:33















3














You can plot a graph with the top k components and the variance of the k components.Choose k based on the variance contained in those components.95% or above would be ideal.






share|improve this answer























  • Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

    – user214
    Mar 7 at 13:18












  • It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

    – Yoshitha Penaganti
    Mar 8 at 6:06












  • can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

    – user214
    Mar 8 at 9:07






  • 1





    It seems like you have to take number of components atleast 500.

    – Yoshitha Penaganti
    Mar 8 at 11:23











  • I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

    – user214
    Mar 8 at 11:33













3












3








3







You can plot a graph with the top k components and the variance of the k components.Choose k based on the variance contained in those components.95% or above would be ideal.






share|improve this answer













You can plot a graph with the top k components and the variance of the k components.Choose k based on the variance contained in those components.95% or above would be ideal.







share|improve this answer












share|improve this answer



share|improve this answer










answered Mar 7 at 12:45









Yoshitha PenagantiYoshitha Penaganti

24814




24814












  • Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

    – user214
    Mar 7 at 13:18












  • It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

    – Yoshitha Penaganti
    Mar 8 at 6:06












  • can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

    – user214
    Mar 8 at 9:07






  • 1





    It seems like you have to take number of components atleast 500.

    – Yoshitha Penaganti
    Mar 8 at 11:23











  • I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

    – user214
    Mar 8 at 11:33

















  • Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

    – user214
    Mar 7 at 13:18












  • It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

    – Yoshitha Penaganti
    Mar 8 at 6:06












  • can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

    – user214
    Mar 8 at 9:07






  • 1





    It seems like you have to take number of components atleast 500.

    – Yoshitha Penaganti
    Mar 8 at 11:23











  • I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

    – user214
    Mar 8 at 11:33
















Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

– user214
Mar 7 at 13:18






Yoshitha, I'm doing a two class classification task and I'm training my model using KNN. The time complexity of KNN is really high for high dimensional data. For 95% variance I may have to choose more number of components thereby increasing dimensions. Is it mandatory to select 95% for every scenario ?

– user214
Mar 7 at 13:18














It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

– Yoshitha Penaganti
Mar 8 at 6:06






It is not needed that you have 95%. Check the graph and you can select the k based on the steep of the curve. If there is sudden drop in the variance somewhere, choose k just before the sudden drop. On top of it, visualise the data and make sure that you capture enough information from data with the k components.

– Yoshitha Penaganti
Mar 8 at 6:06














can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

– user214
Mar 8 at 9:07





can you check my variance plot. This is the image. What do you suggest here? How many components should I choose?

– user214
Mar 8 at 9:07




1




1





It seems like you have to take number of components atleast 500.

– Yoshitha Penaganti
Mar 8 at 11:23





It seems like you have to take number of components atleast 500.

– Yoshitha Penaganti
Mar 8 at 11:23













I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

– user214
Mar 8 at 11:33





I was also thinking the same. After 500 components increase in variance is less. I'll experiment and see. Thank you :)

– user214
Mar 8 at 11:33



















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