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Dimensionality Reduction
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PCA
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279.
Explained Variance Ratio
medium
The explained variance ratio of the first principal component is 0.72. What does this mean?
A
72% of the features are highly correlated with the first principal component
B
72% of the information in the dataset can be recovered by inverting the PCA transformation
C
72% of the total variance in the dataset is captured by the first principal component
D
The first principal component correctly reconstructs 72% of all samples without error
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