Difference between revisions of "Principal Component Analysis (PCA)"

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* [[T-Distributed Stochastic Neighbor Embedding (t-SNE)]]  ..non-linear
 
* [[T-Distributed Stochastic Neighbor Embedding (t-SNE)]]  ..non-linear
 
* [http://machinelearningmastery.com/calculate-principal-component-analysis-scratch-python/ How to Calculate Principal Component Analysis (PCA) from Scratch in Python | Jason Brownlee - Machine Learning Mastery]  
 
* [http://machinelearningmastery.com/calculate-principal-component-analysis-scratch-python/ How to Calculate Principal Component Analysis (PCA) from Scratch in Python | Jason Brownlee - Machine Learning Mastery]  
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* [http://towardsdatascience.com/data-science-concepts-explained-to-a-five-year-old-ad440c7b3cbd Data Science Concepts Explained to a Five-year-old | Megan Dibble - Toward Data Science]
 
* [[Causation vs. Correlation]] - Multivariate Additive Noise Model (MANM)
 
* [[Causation vs. Correlation]] - Multivariate Additive Noise Model (MANM)
 
** [http://www.cs.helsinki.fi/u/ahyvarin/whatisica.shtml Independent Component Analysis (ICA) | University of Helsinki]
 
** [http://www.cs.helsinki.fi/u/ahyvarin/whatisica.shtml Independent Component Analysis (ICA) | University of Helsinki]
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** [http://archive.org/details/arxiv-1104.2808/page/n15 Greedy DAG Search (GDS) | Alain Hauser and Peter Biihlmann]  
 
** [http://archive.org/details/arxiv-1104.2808/page/n15 Greedy DAG Search (GDS) | Alain Hauser and Peter Biihlmann]  
 
** [http://auai.org/uai2017/proceedings/papers/250.pdf Feature-to-Feature Regression for a Two-Step Conditional Independence Test | Q. Zhang, S. Filippi, S. Flaxman, and D. Sejdinovic]
 
** [http://auai.org/uai2017/proceedings/papers/250.pdf Feature-to-Feature Regression for a Two-Step Conditional Independence Test | Q. Zhang, S. Filippi, S. Flaxman, and D. Sejdinovic]
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* [http://pathmind.com/wiki/eigenvector A Beginner's Guide to Eigenvectors, Eigenvalues, PCA, Covariance and Entropy Learning | Chris Nicholson - A.I. Wiki pathmind]
  
 
a data reduction technique that allows to simplify multidimensional data sets to 2 or 3 dimensions for plotting purposes and visual variance analysis.
 
a data reduction technique that allows to simplify multidimensional data sets to 2 or 3 dimensions for plotting purposes and visual variance analysis.

Revision as of 17:01, 26 April 2020

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a data reduction technique that allows to simplify multidimensional data sets to 2 or 3 dimensions for plotting purposes and visual variance analysis.

  1. Center (and standardize) data
  2. First principal component axis
    1. Across centroid of data cloud
    2. Distance of each point to that line is minimized, so that it crosses the maximum variation of the data cloud
  3. Second principal component axis
    1. Orthogonal to first principal component
    2. Along maximum variation in the data
  4. First PCA axis becomes x-axis and second PCA axis y-axis
  5. Continue process until the necessary number of principal components is obtained


principal-component-analysis-basics-scatter-plot-data-mining-1.png


NumXL