Dimensionality Reduction and Classification through PCA and LDA

Information explosion has occurred in most of the sciences and researches due to advances in data collection and storage capacity in last few decades. Advance datasets with large number of observations present new challenges in data, mining, analysis and classification. Traditional statistical method breaks down partly because of the increase in the number of variables associated with each observation which is known as high dimensional data. Much of the data is highly redundant which can be ignored to extract features of dataset. The process of mapping of high dimensional data to lower dimensional space in such a way to discard uninformative variance from the dataset or finding subspace in which data can be easily detected is known as Dimensionality Reduction.