/    /  Machine Learning – Interview Questions Part 3

1. What are the differences between PCA and LDA?

Both LDA and PCA are linear transformation techniques: LDA is a supervised whereas PCA is unsupervised and ignores class labels.

In contrast to PCA, LDA attempts to find a feature subspace that maximizes class separability. LDA makes assumptions about normally distributed classes and equal class covariances.

2. WHAT DO YOU MEAN BY PRINCIPAL COORDINATE ANALYSIS?

Principal Coordinates Analysis (PCoA,) is a method to explore and to visualize similarities or dissimilarities of data. It starts with a similarity matrix or dissimilarity matrix and assigns for each item a location in a low-dimensional space. PCOA tries to find the main axes through a matrix. It is a kind of eigen analysis and calculates a series of eigenvalues and eigenvectors.

Each eigenvalue has an eigenvector, and there are as many eigenvectors and eigenvalues as there are rows in the initial matrix. By using PCoA we can visualize individual and/or group differences. Individual differences can be used to show outliers.