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Mar 31, 2019 at 18:46 comment added Pedro Henrique Monforte PCA has a closed solution, the main axis will always be de direction of maximum variance. It is not a greedy algorithm (but it can be implemented as one)
Mar 31, 2019 at 16:26 comment added Mathieu Bouville PCA does not guarantee maximum variance either, since it is a greedy algorithm it only approximates the maximum.
Mar 23, 2019 at 21:46 comment added Pedro Henrique Monforte LDA can be used as dimensionality reduction. The original algorithm derives only one projection but you can use it to get lower ranking discriminative direction for more acurate modelling
Mar 23, 2019 at 21:45 comment added nbro What does LDA have to do with question?
Mar 23, 2019 at 21:29 history answered Pedro Henrique Monforte CC BY-SA 4.0