Switch to Bing in English
Open links in new tab
  1. Principal Component Analysis (PCA) is a dimensionality reduction method that transforms a large set of variables into a smaller set of uncorrelated variables called principal components. These components capture the most variance in the data, making it easier to analyze and visualize complex datasets2.

    1. Standardization: PCA begins by standardizing the dataset to ensure that each variable contributes equally to the analysis. This is crucial when variables are measured on different scales.
    2. Covariance Matrix: The next step involves calculating the covariance matrix to understand how the variables relate to one another. This matrix helps identify the directions (principal components) in which the data varies the most.
    3. Eigenvalues and Eigenvectors: PCA computes the eigenvalues and eigenvectors of the covariance matrix. The eigenvectors represent the directions of the principal components, while the eigenvalues indicate the amount of variance captured by each component.
    4. Selecting Principal Components: The principal components are ranked based on their eigenvalues. Typically, only the top components that explain the most variance are retained for further analysis, reducing the dataset's complexity while maintaining essential information3.

    PCA is widely used in various fields, including:

    • Image Compression: Reducing the size of image files while retaining essential features.
    • Finance: Identifying patterns in financial data for risk assessment and portfolio management.
    • Healthcare: Analyzing patient data to uncover trends and improve treatment outcomes [^^6^^].

    PCA is a valuable tool for data scientists and analysts, enabling them to simplify complex datasets while preserving critical information. By understanding and applying PCA, you can enhance your data analysis and machine learning projects, making them more efficient and insightful.For a more detailed exploration of PCA, consider checking out resources likeandfor step-by-step tutorials and examples.

    geeksforgeeks.org
    Principal Component Analysis (PCA)

    PCA uses linear algebra to transform data into new features called principal components. It finds these by calculating eigenvectors (directions) and eigenvalues (importance) from the covariance matrix.

    GeeksForGeeks
    Principal component analysis - Wikipedia

    Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preproces…

    Wikipedia
    Lecture Notes on Principal Component Analysis

    The task of principal component analysis (PCA) is to reduce the dimensionality of some high-dimensional data points by linearly projecting them onto a lower-dime…

    Computer Graphics at Stanford University
  1. Principal Component Analysis (PCA) is a dimensionality reduction technique that transforms a dataset into a new coordinate system where the axes (principal components) are orthogonal and ordered by the variance they capture. Below is a step-by-step mathematical walkthrough of PCA:

    Step 1: Standardize the Dataset

    To ensure all features contribute equally, standardize the dataset by subtracting the mean and dividing by the standard deviation for each feature. For a feature ( x_1 ), the standardized value is: [ x_{1new} = x_1 - \text{mean}(x_1) ]

    Step 2: Compute the Covariance Matrix

    The covariance matrix captures the relationships between features. For a dataset ( X ) with ( n ) samples and ( m ) features: [ C = \frac{1}{n-1} X \cdot X^T ] Here, ( X^T ) is the transpose of ( X ).

    Step 3: Perform Eigenvalue Decomposition

    Feedback
  2. Principal component analysis - Wikipedia

    Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data …

  3. The task of principal component analysis (PCA) is to reduce the dimensionality of some high-dimensional data points by linearly projecting them onto a lower-dimensional space in such a way …

  4. The Principal Component Analysis (PCA) is data processing method that belongs to the class of dimension reduction and data embedding techniques. Fundamentally it is a least-squares fitting …

  5. Understanding the Mathematics behind Principal Component ...

    • See More

    Sep 18, 2023 · In this post, we learned the fundamentals of working with principal component analysis (PCA), including the mathematics behind it. Despite being widely used and strongly supported, it has …

  6. People also ask
  7. We will see how and why PCA is intimately related to the mathematical technique of singular value decomposition (SVD). This understanding will lead us to a prescription for how to apply PCA in the …

  8. The Math Behind Principal Component Analysis (PCA)

    Aug 24, 2024 · Principal Component Analysis (PCA) is a foundational technique in data analysis and machine learning, used to reduce the dimensionality of …

  9. The Math Behind PCA • LearnPCA - GitHub Pages

    In reality, carrying out PCA on real data sets in a robust manner requires rather complex algorithms, well beyond the scope of these documents. If you want a brief taste, the Wikipedia article and this …

  10. Mathematics for Machine Learning: PCA - Coursera

    Principal Component Analysis (PCA) is one of the most important dimensionality reduction algorithms in machine learning. In this course, we lay the mathematical …

By using this site you agree to the use of cookies for analytics, personalized content, and ads.Learn more about third party cookies|Microsoft Privacy Policy