Does high redundancy mean high correlation

pca
dimensionreduction

#1

Hello,

While doing PCA if two records come out to be highly redundant we use a single linear equation to represent the records.Does this redundancy correspond to correlation.??


#2

Yes, the picture shows high redundancy for © which is same as the pearson correlation.
To understand why it is done, look as the correlation matrix and the corresponding principal components.
In the first plot, we can find the components perfectly. In the second due to the high correlation between the X2 and X3, two of the components are very much similar.

Let me know if you have further doubts.


#3

Is there any relationship between correlation and symmetric uncertainty?