Implement principal feature analysis
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MaximLippeveld commented
Principal feature analysis is a method for selecting the features which describe most variance in a dataset. It is based on PCA.
Blog post explaining PFA: https://biapol.github.io/blog/ryan_savill/principal_feature_analysis/
PFA paper: http://venom.cs.utsa.edu/dmz/techrep/2007/CS-TR-2007-011.pdf