Dimensionality Reduction is the process of reducing the dimensions of the dataset.
Multivariate data, even though are useful in getting an overall understanding of the underlying phenomena,
do not permit easy interpretability. Moreover, variables in such data often are correlated with each other
.For these reasons, it might be imperative to reduce the dimensions of the data.
Various models have been developed for such dimensionality reduction. Of these, MDS and PCA has been
demonstrated in the current implementation.
References
Bishop, C. M. (2006). Pattern Recognition and Machine Learning. (M. Jordan, J. Kleinberg, & B. Scholkopf, Eds.)
(1st ed.). Springer-Verlag New York.
Cox, T. F., & Cox, M. A. A. (2000). Multidimensional scaling (Second ed.). Chapman & Hall/CRC.