is there any way to use PCA for feature selection?! I know what is pca and it is used for dimension reduction. if you can say no or give me some sources if answer is yes, I would be greatly appreciate it
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$\begingroup$ You can see how each featuer loads onto the prinicpal components $\endgroup$– Demetri PananosJul 18, 2019 at 14:57
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$\begingroup$ Why would you expect it can be used for feature selection? $\endgroup$– Tim ♦Jul 18, 2019 at 16:08
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$\begingroup$ @DemetriPananos please, could you explain more? $\endgroup$– user9272398Jul 18, 2019 at 16:12
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$\begingroup$ See juliasilge.com/blog/stack-overflow-pca $\endgroup$– Demetri PananosJul 18, 2019 at 16:17
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$\begingroup$ A closely related concept in the case you want to apply PCA in regression framework is Partial Least Squares regression: en.wikipedia.org/wiki/Partial_least_squares_regression $\endgroup$– Akylas StratigakosOct 12, 2020 at 8:24