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Principal Component Analysis (PCA) is a dimensionality reduction technique. It is described in covariance matrix.
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(2017). Principal Component Analysis. In: Sammut, C., Webb, G.I. (eds) Encyclopedia of Machine Learning and Data Mining. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-7687-1_665
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DOI: https://doi.org/10.1007/978-1-4899-7687-1_665
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