Supervised Principal Component Analysis using Neural Autoencoders
Motivation and Background Principal Component Analysis (PCA) is a widely-used method for dimensionality reduction, capturing maximum variance in data through orthogonal linear transformations. However, standard PCA ignores label information, potentially overlooking directions critical for predictive tasks. By incorporating label information into PCA, supervised PCA can extract dimensions directly related to the target variable, enhancing predictive performance and interpretability. Objectives The primary objective of this project is to develop a supervised neural network autoencoder (NN-AE) that integrates label information into PCA by learning orthogonal basis functions informed by supervised targets. This methodology aims to enhance interpretability and predictive accuracy relative to traditional PCA. ...