In this post, we’re going to learn the foundations of a very famous and interesting dimensionality reduction technique known as principal component analysis (PCA).
Specifically, we’re going to learn what principal components are, how data is concentrated within them, and learn about their orthogonality properties that make extraction of important data easier.
In other words, Principal component analysis (PCA) is a procedure for reducing the dimensionality of the variable space by representing it with a few orthogonal (uncorrelated) variables that capture most of its variability.
Continue reading Understanding the Mathematics behind Principal Component Analysis