
a into our favorite mod…atures or using Principal Component Analysis (PCA) before feeding the data into our favorite model. Even though PCA is amazing in most scenarios, it still is a linear model, which might not be powerful enough to apply to some datasets.
Consider we have set a threshold variance of 0.8, and if have ten components with a variance as follows 0.3, 0.25, 0.15, 0.1, 0.08, 0.08, 0.07, 0.07. then we can notice 0.3 is a component with maximum variance and is called as First Principal Component. Now since the threshold is kept at 0.8, we can add up components untill it reaches a variance of 0.8.