Lecture # 9 Principle Component Analysis
Lecture # 9 Principle Component Analysis
ANALYSIS
Introduction to Data Science
WHAT IS PRINCIPLE COMPONENT
ANALYSIS
Principal Component Analysis (PCA) is a
statistical technique used for dimensionality
reduction while preserving as much variance
as possible. It transforms a set of possibly
correlated variables into a smaller number of
uncorrelated variables called principal
components. The first principal component
accounts for the largest possible variance in
the data set, and each succeeding component,
in turn, has the highest variance possible
under the constraint that it is orthogonal to the
preceding components.
WHEN TO USE PCA?
PCA is typically used in situations where:
Reducing Dimensionality: When the number of input