If you want to do dimension reduction and only have X, use PCA.
If you want to do dimension reduction and also have a "y", consider PLS or CCA (canonical correlation analysis).
Some background: https://www.cs.cmu.edu/~tom/10701_sp11/slides/CCA_tutorial.p...
If you want to do dimension reduction and only have X, use PCA.
If you want to do dimension reduction and also have a "y", consider PLS or CCA (canonical correlation analysis).
Some background: https://www.cs.cmu.edu/~tom/10701_sp11/slides/CCA_tutorial.p...