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Interview: 'when should you use PCA vs autoencoder for dim reduction?'

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Answer

  • PCA: (1) linear structure, (2) < 200 features, (3) want interpretability (loadings), (4) fast + closed form, (5) baseline.
  • Autoencoder: (1) non-linear structure (images, sequences), (2) very high dim (thousands+), (3) enough data to train, (4) willing to accept less interpretability, (5) transformable to new points, (6) regularizable (denoising, sparsity).
  • Rule: start with PCA — if downstream metric plateaus, try autoencoder to catch non-linear info.
Check yourself — multiple choice
  • Random
  • PCA: linear / small features / interpretable / fast baseline; AE: non-linear / high-dim / lots of data / less interpretable but flexible; start with PCA, escalate if needed
  • Only PCA
  • Same thing

PCA vs AE: PCA linear/small/interpretable baseline; AE non-linear/high-dim/flexible.

#interview#dimensionality-reduction

Practise Unsupervised Learning

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