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

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** [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]
 
* [http://pathmind.com/wiki/eigenvector A Beginner's Guide to Eigenvectors, Eigenvalues, PCA, Covariance and Entropy Learning | Chris Nicholson - A.I. Wiki pathmind]
 
* [http://pathmind.com/wiki/eigenvector A Beginner's Guide to Eigenvectors, Eigenvalues, PCA, Covariance and Entropy Learning | Chris Nicholson - A.I. Wiki pathmind]
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* [http://alexhwilliams.info/itsneuronalblog/2016/03/27/pca/#some-things-you-maybe-didnt-know-about-pca Everything you did and didn't know about PCA | Alex Williams - Its Neutonal]
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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.
 
a data reduction technique that allows to simplify multidimensional data sets to 2 or 3 dimensions for plotting purposes and visual variance analysis.
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# Center (and standardize) data
 
# Center (and standardize) data

Revision as of 08:36, 3 September 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


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