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Understanding Principal Component Analysis

Principal Component Analysis (PCA) is a statistical technique for reducing the number of input variables in a dataset while preserving variance. The process involves standardizing data, calculating the covariance matrix, computing and sorting eigenvalues and eigenvectors, selecting top components, and transforming the data into a lower-dimensional space. This technique is essential for simplifying datasets while retaining key information.

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8 views1 page

Understanding Principal Component Analysis

Principal Component Analysis (PCA) is a statistical technique for reducing the number of input variables in a dataset while preserving variance. The process involves standardizing data, calculating the covariance matrix, computing and sorting eigenvalues and eigenvectors, selecting top components, and transforming the data into a lower-dimensional space. This technique is essential for simplifying datasets while retaining key information.

Uploaded by

thestockroomog
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

PrincipalComponent Analysis (PCA):

PCAis astatistical technique used to reduce the


number of input variables in adataset while
retaining as much variance (information) as
possible.

Steps of PCA:

1. Standardize the data - Scale features so


they have mean = 0and standard deviation=
1.

2. Calculate the Covariance Matrix


Understand how features vary with respect
to each other.

3. Compute Eigenvalues and Eigenvectors -


These identify the principal components
(directions of maximum variance).
4. Sort Eigenvectors - Rank them by their
corresponding eigenvalues in descending
order.

5. Select top K components - Choose the top


K eigenvectors that capture most of the
variance.

6. Transform the data - Project the original


data ontothe selected principalcomp
to obtain a lower-dimensional dataset.

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