PCA vs Autoencoder

Role of Dimensionality Reduction in ML

We often come into the curse of dimensionality issues in machine learning projects, when the amount of data records is not a significant component of the number of features. This often causes issues since it necessitates training a large number of parameters with a limited data set, which may easily lead to overfitting and poor generalization. High dimensionality also entails lengthy training periods. To solve these challenges, dimensionality reduction methods are often utilized. Despite its location in high-dimensional space, feature space often possesses a low-dimensional structure....

Principal Component Analysis (PCA)

PCA simply projects the data into another space by learning a linear transformation with projection vectors specified by the data’s variance. Dimensionality reduction may be achieved by limiting the dimensionality to a small number of components that account for the majority of the variation in the data set....

Autoencoders

Autoencoders are neural networks that stack numerous non-linear transformations to reduce input into a low-dimensional latent space (layers). They use an encoder-decoder system. The encoder converts the input into latent space, while the decoder reconstructs it. For accurate input reconstruction, they are trained through backpropagation. Autoencoders may be used to reduce dimensionality when the latent space has fewer dimensions than the input. Because they can rebuild the input, these low-dimensional latent variables should store the most relevant properties, according to intuition....

PCA vs Autoencoder

Although PCA is fundamentally a linear transformation, auto-encoders may describe complicated non-linear processes. Because PCA features are projections onto the orthogonal basis, they are completely linearly uncorrelated. However, since autoencoded features are only trained for correct reconstruction, they may have correlations. PCA is quicker and less expensive to compute than autoencoders. PCA is quite similar to a single layered autoencoder with a linear activation function. Because of the large number of parameters, the autoencoder is prone to overfitting. (However, regularization and proper planning might help to prevent this)....

How to select the models?

Aside from processing computational resources, the choice of approach is influenced by the features of the feature space itself. If the features have a non-linear connection, the autoencoder may compress the data more efficiently into a low-dimensional latent space by utilizing its capacity to represent complicated non-linear processes....