Porovnat metody

	Analýza hlavních komponent	Faktorová analýza	Regrese Lasso
Obor	Strojové učení	Statistika ve výzkumu	Strojové učení
Rodina	Machine learning	Process / pipeline	Machine learning
Rok vzniku	2002	1931	1996
Tvůrce	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)	Louis Leon Thurstone	Tibshirani, R.
Typ	Unsupervised dimensionality reduction	Method	Regularized linear regression (L1 penalty)
Původní zdroj	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.	Thurstone, L. L. (1947). Multiple Factor Analysis. University of Chicago Press.	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.
Další názvy	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform	EFA, CFA, latent variable modeling	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
Příbuzné	3	3	4
Shrnutí	Principal Component Analysis (PCA) is an unsupervised dimensionality-reduction method — given its modern textbook treatment by Ian Jolliffe (2002) — that compresses high-dimensional data into fewer dimensions while preserving the maximum possible variance. It re-expresses correlated variables as a small set of uncorrelated principal components ordered by how much of the data's variation each one captures.	Factor analysis is a statistical technique for identifying latent (unobserved) dimensions underlying observed variables, developed by Louis Leon Thurstone in the 1930s and formalized by Jöreskog (1969). Exploratory factor analysis (EFA) discovers unknown factor structure from data; confirmatory factor analysis (CFA) tests hypothesized relationships between observed and latent variables. Essential in psychometrics (test development), organizational research (measuring constructs like leadership style), and biomedicine (identifying disease subtypes), factor analysis reduces dimensionality while revealing conceptual organization in multivariate data.	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.