Scribd Logo
Upload

Welcome to Scribd!

  • 91 views

    Principal Component Analysis - Intro - Towards Data Science

    Uploaded by

    Alan Picard
    PCA is a technique used to reduce the number of variables in a dataset while retaining most of the information. It works by transforming the data into a new set of variables called principal components, which account for most of the variance in the data. The principal components are linear combinations of the original variables and are extracted by analyzing the covariance matrix of the variables. Keeping only the components that explain most of the variance can reduce the dimensionality of the data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Principal Component Analysis - Intro - Towards Data Science

    Uploaded by

    Alan Picard
    91 views4 pages
    PCA is a technique used to reduce the number of variables in a dataset while retaining most of the information. It works by transforming the data into a new set of variables called principal components, which account for most of the variance in the data. The principal components are linear combinations of the original variables and are extracted by analyzing the covariance matrix of the variables. Keeping only the components that explain most of the variance can reduce the dimensionality of the data.

    Original Description:

    Principal Component Analysis

    Original Title

    Principal Component Analysis- Intro - Towards Data Science

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    PCA is a technique used to reduce the number of variables in a dataset while retaining most of the information. It works by transforming the data into a new set of variables called principal components, which account for most of the variance in the data. The principal components are linear combinations of the original variables and are extracted by analyzing the covariance matrix of the variables. Keeping only the components that explain most of the variance can reduce the dimensionality of the data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    91 views4 pages

    Principal Component Analysis - Intro - Towards Data Science

    Uploaded by

    Alan Picard
    PCA is a technique used to reduce the number of variables in a dataset while retaining most of the information. It works by transforming the data into a new set of variables called principal components, which account for most of the variance in the data. The principal components are linear combinations of the original variables and are extracted by analyzing the covariance matrix of the variables. Keeping only the components that explain most of the variance can reduce the dimensionality of the data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 4

    9/7/2019 Principal Component Analysis- Intro - Towards Data Science

    Principal Component Analysis- Intro


    Variable Reduction Technique
    Anuja Nagpal Follow
    Nov 21, 2017 · 3 min read

    Too many variables? Should you be using all possible variables to generate model?

    In order to handle “curse of dimensionality” and avoid issues like over-fitting in high
    dimensional space, methods like Principal Component analysis is used.
    https://towardsdatascience.com/principal-component-analysis-intro-61f236064b38 1/4
    9/7/2019 Principal Component Analysis- Intro - Towards Data Science

    PCA is a method used to reduce number of variables in your data by extracting


    important one from a large pool. It reduces the dimension of your data with the aim of
    retaining as much information as possible. In other words, this method combines highly
    correlated variables together to form a smaller number of an artificial set of variables
    which is called “principal components” that account for most variance in the data.

    Let’s dive in to understand how to PCA is implemented behind the scene.

    Start by normalizing the predictors by subtracting the mean from each data point. It is
    important to normalize the predictor as original predictors can be on the different scale
    and can contribute significantly towards variance. The result will look like table 2 with a
    mean of zero.

    Normalized Data

    Next, calculate the covariance matrix for the data which would measure how two
    predictors move together. It is measured between two predictors but if you have 3-
    dimensional data (x, x1, x2), then measure the covariance between x x1, x x2, x1 x2. For
    reference covariance formula is:
    https://towardsdatascience.com/principal-component-analysis-intro-61f236064b38 2/4
    9/7/2019 Principal Component Analysis- Intro - Towards Data Science

    In our case covariance matrix would look like this:

    Covariance Matrix

    Now, calculate Eigen values and Eigen vector of the above matrix. This helps in finding
    underlying patterns in the data. In our case it would be approximately:

    Eigen Value and Vector

    We are almost there :). Perform reorientation. To convert the data into new axes
    multiply original data with eigenvectors, which suggests the direction of new axes. Note,
    that you can choose to leave out smaller eigen vector or use both. Also, decide how many
    set of features to keep based on which set accounts for 95% or more variance.

    Finally, the scores calculated from above step can be plotted and and fed into the
    predictive model. Plots gives us the sense of how close/highly correlated two variables

    https://towardsdatascience.com/principal-component-analysis-intro-61f236064b38 3/4
    9/7/2019 Principal Component Analysis- Intro - Towards Data Science

    are. Instead of using original data to plot X and Y axis which doesn’t tell us much how
    points are related to each other, we plot transformed data (using eigen vectors) that find
    patterns and shows the relationships between points.

    End Note: It is easy to confuse PCA with Factor Analysis but there is a conceptual
    difference between these two methods. I will be going into details of Factor Analysis and
    how it is different from PCA in my next post.. stay tuned.

    Data Science Dimensionality Reduction Machine Learning Analytics

    About Help Legal

    https://towardsdatascience.com/principal-component-analysis-intro-61f236064b38 4/4

    You might also like