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The Ultimate Comparison Between PCA and t-SNE Algorithm
Comparing both algorithms on six parameters.
In earlier newsletter issues, we discussed PCA and t-SNE individually.
Yet, a formal comparison between the two approaches is still left to be covered.
Let’s do it today.
The visual below neatly summarizes the major differences between the two algorithms:
First and foremost, let’s understand their purpose:
While many interpret PCA as a data visualization algorithm, it is primarily a dimensionality reduction algorithm.
t-SNE, however, is a data visualization algorithm. We use it to project high-dimensional data to low dimensions (primarily 2D).
PCA is a deterministic algorithm. Thus, if we run the algorithm twice on the same dataset, we will ALWAYS get the same result.
t-SNE, however, is a stochastic algorithm. Thus, rerunning the algorithm can lead to entirely different results. Can you explain why? Share your answers :)
As far as uniqueness and interpretation of results is concerned:
PCA always has a unique solution for the projection of data points. Simply put, PCA is just a rotation of axes such that the new features we get are uncorrelated.
t-SNE, as discussed above, can provide entirely different results, and its interpretation is subjective in nature.
Next, how do they project data?
PCA is a linear dimensionality reduction approach. Thus, it is not well-suited if we have a non-linear dataset (which is often true), as shown below:
t-SNE is a non-linear approach. It can handle non-linear datasets.
During dimensionality reduction:
PCA only aims to retain the global variance of the data. Thus, local relationships (such as clusters) are often lost after projection, as shown below:
t-SNE preserves local relationships. Thus, data points in a cluster in the high-dimensional space are much more likely to lie together in the low-dimensional space.
In t-SNE, we do not explicitly specify global structure preservation. But it typically does create well-separated clusters.
Nonetheless, it is important to note that the distance between two clusters in low-dimensional space is NEVER an indicator of cluster separation in high-dimensional space.
If you are interested in learning more about their motivation, mathematics, custom implementations, limitations, etc., feel free to read these two in-depth articles:
👉 Over to you: What other differences between t-SNE and PCA did I miss?
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