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Aug 19, 2020 at 3:59 comment added gunes In small datasets, instead of using a single test set, cross validation should be used. I think you should use it as well because the step after PCA will contain only 10-15 positive cases in a single test set.
Aug 18, 2020 at 20:07 comment added NatNag "The test set should be separate from the beginning, i.e. you shouldn't use it even for selecting number of PCs." Is a single test set sufficient for a reliable estimation of the procedure? I am not sure if it is relevant, by my data contain only 66 positive cases.
Aug 18, 2020 at 18:30 history answered gunes CC BY-SA 4.0