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PCA Solved Example

The document provides a step-by-step example of Principal Component Analysis (PCA) using a small dataset with two features. It includes data standardization, calculation of the covariance matrix, and determination of eigenvalues and eigenvectors, ultimately selecting a principal component for data projection. The final PCA-transformed data is presented as a one-dimensional array.

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Mandeep Panchal
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39 views

PCA Solved Example

The document provides a step-by-step example of Principal Component Analysis (PCA) using a small dataset with two features. It includes data standardization, calculation of the covariance matrix, and determination of eigenvalues and eigenvectors, ultimately selecting a principal component for data projection. The final PCA-transformed data is presented as a one-dimensional array.

Uploaded by

Mandeep Panchal
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
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Principal Component Analysis (PCA) - Solved Example

Given Dataset:

| Observation | Feature 1 | Feature 2 |

|-------------|-----------|-----------|

|1 | 2.5 | 2.4 |

|2 | 0.5 | 0.7 |

|3 | 2.2 | 2.9 |

Step 1: Create the Data Matrix

X = [[2.5, 2.4], [0.5, 0.7], [2.2, 2.9]]

Step 2: Standardize the Data (Centering)

Means: Feature 1 = 1.733, Feature 2 = 2.0

X_centered = [[0.767, 0.4], [-1.233, -1.3], [0.467, 0.9]]

Step 3: Covariance Matrix

C = [[1, 0.937], [0.937, 1]]

Step 4: Eigenvalues and Eigenvectors (Given)

Eigenvalues: 1.937 and 0.063

Eigenvectors: [0.707, 0.707] and [-0.707, 0.707]

Step 5: Select Principal Component

Chosen PC1 = [0.707, 0.707]

Step 6: Project Data


Z = X_centered * PC1

Z1 = 0.825

Z2 = -1.791

Z3 = 0.966

Final PCA-transformed 1D Data:

Z = [0.825, -1.791, 0.966]

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