PCA reduces data set dimensions while trying to keep most variations in data set.
PCA can be used as a dimension reducing technique in discrimination, however it tries to keep the most discrimination power rather than keep most variations as more variation does not necessarily mean the separation of different group of data is maximum. So Chang (1983) in his paper "On using principal components before separating a mixture of two multivariate normal distributions" suggest using Mahalanobis distance in some way to measure it. His paper can be found here: http://www.jstor.org/discover/10.2307/2347949?uid=3738032&uid=2129&uid=2&uid=70&uid=4&sid=21100901419681
Does itthe method work well when therethe data size are very imbalanced data setdifferent (consider two groups only), Say sample sizes have ratio 1:99? If If it does not work well, how to handle the problem?
I have read literature about rebalancing data set for PCA, but there are no theoretical and mathematical explanation for how rebalance data can help increase the performance of PCA. Is there any literature for the mathematical explanation part?