Usporedite metode

	Analiza glavnih komponent	Hijerarhijsko grupiranje	Regresija Lasso
Područje	Strojno učenje	Strojno učenje	Strojno učenje
Obitelj	Machine learning	Machine learning	Machine learning
Godina nastanka	2002	1963	1996
Tvorac	Jolliffe, I.T. (textbook); Pearson & Hotelling (origins)	Ward, J. H.	Tibshirani, R.
Vrsta	Unsupervised dimensionality reduction	Unsupervised clustering (agglomerative)	Regularized linear regression (L1 penalty)
Temeljni izvor	Jolliffe, I.T. (2002). Principal Component Analysis (2nd ed.). Springer.	Ward, J. H. (1963). Hierarchical Grouping to Optimize an Objective Function. Journal of the American Statistical Association, 58(301), 236–244.	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.
Drugi nazivi	Temel Bileşenler Analizi (PCA), PCA, principal components analysis, Karhunen-Loève transform	Hiyerarşik Kümeleme, hiyerarşik kümeleme, agglomerative clustering, hierarchical agglomerative clustering	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
Srodne	3	4	4
Sažetak	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.	Hierarchical clustering is an unsupervised method that groups observations into nested clusters and draws the result as a dendrogram, so the number of clusters need not be fixed in advance. Its agglomerative form rests on the objective-function grouping criterion introduced by Joe Ward in 1963.	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.