What are the standard non-deep learning based supervised dimensionality reduction techniques ? The ones I know of are Linear Discriminant Analysis. Is there a Supervised version of PCA ?
better to go with Fisher Discriminant analysis (FDA). If you wanna apply PCA in a supervised way then apply independently to each class.
Hi, you can find an article on Supervised PCA here https://www.sciencedirect.com/science/article/pii/S0031320310005819
and a python implementation of supervised PCA here
https://github.com/kumarnikhil936/Supervised-PCA-Python
Thank you Arshdeep Singh & Patrick Timmons
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