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PCA With An Example

Principal Component Analysis (PCA) is a technique used to reduce the dimensionality of data by transforming variables into a new set of uncorrelated principal components. The first principal component accounts for most of the variation in the original data, while subsequent components capture remaining variation. PCA involves calculating the covariance matrix of the data, then computing its eigenvectors and eigenvalues to identify the principal components. The data is then projected onto these principal components to derive a lower dimensional representation.

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B.Shyamala Gowri Asst.Prof-CSE Dept
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379 views7 pages

PCA With An Example

Principal Component Analysis (PCA) is a technique used to reduce the dimensionality of data by transforming variables into a new set of uncorrelated principal components. The first principal component accounts for most of the variation in the original data, while subsequent components capture remaining variation. PCA involves calculating the covariance matrix of the data, then computing its eigenvectors and eigenvalues to identify the principal components. The data is then projected onto these principal components to derive a lower dimensional representation.

Uploaded by

B.Shyamala Gowri Asst.Prof-CSE Dept
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 DOCX, PDF, TXT or read online on Scribd
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Principal Component Analysis

 Principal Component Analysis is a well-known dimension reduction technique.


 It transforms the variables into a new set of variables called as principal components.
 These principal components are linear combination of original variables and are orthogonal.
 The first principal component accounts for most of the possible variation of original data.
 The second principal component does its best to capture the variance in the data.
 There can be only two principal components for a two-dimensional data set.

PCA Algorithm-
The steps involved in PCA Algorithm are as follows-
Step-01: Get dataset.
Step-02: Compute the Mean value for the variables.
Step-03: Calculate the covariance matrix
Step-3.1: .Find the ordered pair
Step-3.2: .Compute covariance for all ordered pair
Step-04: Calculate the Eigen Value and Eigen Vector of the covariance matrix.
Step-05: Normalize Eigen Vector
Step-06: Deriving the new data set.
Example:

Consider the two dimensional patterns

Feature Example 1 Example 2 Example 3 Example 4

X 4 8 13 7

Y 11 4 5 14

Compute the principal component using PCA Algorithm.


Solution-
Step-01: Get dataset

Feature Example 1 Example 2 Example 3 Example 4


X 4 8 13 7

Y 11 4 5 14

Number of features, n=2

Number of samples, N=4

Step-02: Compute the Mean value for the variables.

Step-03: Calculate the covariance matrix


Step-3.1: Find the ordered pair
(X,X),(Y,Y),(X,Y),(Y,X)

Step-3.2: Compute covariance for all ordered pair


Cov(x, y) = Cov(y, x) -11

Covariance Matrix
Step-04: Calculate the Eigen Value and Eigen Vector of the covariance matrix.
Eigen Value:

Eigen Vector of 1
Where t=1

U1= 11

U2 = 14 - 1

Eigen Vector u1 of 1=
1=

Step-05: Normalize Eigen Vector

e1 =

e1=

Step-06: Deriving the new data set.


First PCA Example1 Example 2 Example 3 Example 4

P11 P12 P13 P14


P11=eT1

P11= [0.5574 – 0.8303]

P11 = -4.3.52

P12=3.7361

P13=5.6928

P14=-5.1238

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