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Principal Component Analysis

Principal Component Analysis

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RANJIT PANIGRAHI
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12 views

Principal Component Analysis

Principal Component Analysis

Uploaded by

RANJIT PANIGRAHI
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Principal Component Analysis (PCA) is a dimensionality reduction technique used

to simplify large datasets while preserving as much information as possible. It


transforms the data by identifying directions, called principal components, along
which the variance in the data is maximized. PCA is particularly useful when
dealing with high-dimensional data, as it can reduce the number of features
(dimensions) without losing much information, making the data easier to
visualize and analyze.
Key Steps in PCA
1. Standardize the Data: Since PCA is sensitive to the scale of data, it's
essential to standardize features so each has a mean of 0 and variance of
1.
2. Compute the Covariance Matrix: Calculate the covariance matrix to
understand how variables vary with each other.
3. Calculate Eigenvalues and Eigenvectors: The eigenvalues indicate the
amount of variance explained by each principal component, and
eigenvectors define the direction of each principal component.
4. Select Principal Components: Sort the eigenvalues in descending order
and choose the top k eigenvalues and their corresponding eigenvectors.
These eigenvectors form the principal components, which define the
directions of maximum variance.
5. Project the Data: Transform the original data into the new subspace
defined by the principal components, reducing its dimensionality while
retaining the most important variance.
Applications of PCA
 Data Visualization: Reduce high-dimensional data to 2 or 3 dimensions
for visualization.
 Noise Reduction: Remove low-variance components (interpreted as
noise) to improve data quality.
 Feature Extraction: Create a more compact set of features for machine
learning tasks.
PCA is commonly used in fields like image processing, genetics, and finance,
where datasets have many correlated features, and reducing dimensions helps
simplify analysis and model performance.

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