Order Reduction

One way of dealing with overfitting is by reducing the order of the transformed data $\textbf{\~X}_k$ through PCA or a similar technique [11,12,13], in which the data $\textbf{\~X}_k \in \mathbb{R}^{N \times m_1'}$ are to be transformed to $\textbf{\=X}_k \in \mathbb{R}^{N \times m_k''}$ with $m_k'' < N$ by considering its $m_k''$ principal components.