Matt Brems (he/him)
1 min readMay 2, 2017

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While sparse PCA does help to make our transformed features more interpretable by regularizing the coefficients than if we were working with standard PCA, I think we’re still faced with combinations of features that aren’t as interpretable as if we were working with the original features themselves. For example, a one-unit increase in a newly-transformed feature is still difficult to interpret in terms of our original variables.

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Matt Brems (he/him)
Matt Brems (he/him)

Written by Matt Brems (he/him)

Chair, Executive Board @ Statistics Without Borders. Distinguished Faculty @ General Assembly. Co-Founder @ BetaVector.

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