Feature Selection Using Principal Component Analysis

TLDR: The analysis clearly shows that PCA has the potential to perform feature selection and is able to select a number of important individuals from all the feature components and the devised algorithm is not only subject to the nature of PCA but also computationally efficient.

Abstract: Principal component analysis (PCA) has been widely applied in the area of computer science. It is well-known that PCA is a popular transform method and the transform result is not directly related to a sole feature component of the original sample. However, in this paper, we try to apply principal components analysis (PCA) to feature selection. The proposed method well addresses the feature selection issue, from a viewpoint of numerical analysis. The analysis clearly shows that PCA has the potential to perform feature selection and is able to select a number of important individuals from all the feature components. Our method assumes that different feature components of original samples have different effects on feature extraction result and exploits the eigenvectors of the covariance matrix of PCA to evaluate the significance of each feature component of the original sample. When evaluating the significance of the feature components, the proposed method takes a number of eigenvectors into account. Then it uses a reasonable scheme to perform feature selection. The devised algorithm is not only subject to the nature of PCA but also computationally efficient. The experimental results on face recognition show that when the proposed method is able to greatly reduce the dimensionality of the original samples, it also does not bring the decrease in the recognition accuracy.