FeatureEngg PCA

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FeatureEngg PCA

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Principal Component Analysis(PCA)

PCA Optimization Problem

PCA Optimization Problem
PCA Optimization Problem
Covariance matrix
Covariance matrix

• X=

• Convert each column/feature of X by subtracting

its corresponding mean and we call it as X.

• X=
Covariance matrix
• XT=

• XTX =

• Cov(X) = XTX, where X is mean subtracted

matrix from original X data
Interpreting PCA

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FeatureEngg PCA

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FeatureEngg PCA

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Principal Component Analysis(PCA)

PCA Optimization Problem

• Convert each column/feature of X by subtracting

• Cov(X) = XTX, where X is mean subtracted

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