Welcome to our exploration into Interpreting Principal Component Analysis (PCA) Results and its Application in Machine Learning. Today, we will first generate a synthetic dataset that has features inherently influenced by various factors built in. Next, we will computationally implement PCA and explore variable interactions. We will then compare the performance between models trained using the original features and the principal components derived from PCA. Let's dive right in!
Incorporating PCA-reduced data into Machine Learning models can significantly enhance our model's efficiency and lessen the issue of overfitting. PCA aids in reducing dimensionality without losing much information. This feature becomes increasingly useful when we deal with real-life datasets which have numerous attributes or features.
Our first step is the creation of a synthetic dataset, which consists of several numeric features that naturally influence each other. The purpose of including these dependencies is to later determine if PCA can detect these implicit relationships among the features.
Now, let's put our data into a Pandas data frame:
