1. 用来降维
2. 用来筛选特征
精华文章链接:https://zhuanlan.zhihu.com/p/57156916
https://blog.csdn.net/porly/article/details/8020696
https://blog.csdn.net/zouxy09/article/details/24972869
https://blog.csdn.net/qifeidemumu/article/details/88734118
https://blog.csdn.net/sinat_29957455/article/details/79574851
https://blog.csdn.net/xiaoweidz9/article/details/79895489
https://blog.csdn.net/sinat_29957455/article/details/79574851