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This article is relatively popular here (considering the topic). Two previous discussions about it:

From 2015: https://news.ycombinator.com/item?id=9040266.

From 2017: https://news.ycombinator.com/item?id=14405665.

A more recent approach to visualizing high-dimensional data is the t-SNE algorithm, which I normally use together with PCA when exploring big data sets. If you're interested in the differences between both methods, here's a really good answer: https://stats.stackexchange.com/a/249520.



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