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    Principal Component Analysis: Group-7, Section-B

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    Milan Sachdeva
    Principal component analysis (PCA) is a statistical technique that uses an orthogonal transformation to convert a set of possibly correlated variables into a set of linearly uncorrelated variables called principal components. It identifies patterns in data and expresses the data in such a way as to highlight their similarities and differences. The number of principal components is less than or equal to the number of original variables. PCA involves calculating the covariance matrix of the variables and decomposing it to obtain eigenvectors that define the principal components.

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    Principal Component Analysis: Group-7, Section-B

    Uploaded by

    Milan Sachdeva
    228 views6 pages
    Principal component analysis (PCA) is a statistical technique that uses an orthogonal transformation to convert a set of possibly correlated variables into a set of linearly uncorrelated variables called principal components. It identifies patterns in data and expresses the data in such a way as to highlight their similarities and differences. The number of principal components is less than or equal to the number of original variables. PCA involves calculating the covariance matrix of the variables and decomposing it to obtain eigenvectors that define the principal components.

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    PCA Group7

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    Principal component analysis (PCA) is a statistical technique that uses an orthogonal transformation to convert a set of possibly correlated variables into a set of linearly uncorrelated variables called principal components. It identifies patterns in data and expresses the data in such a way as to highlight their similarities and differences. The number of principal components is less than or equal to the number of original variables. PCA involves calculating the covariance matrix of the variables and decomposing it to obtain eigenvectors that define the principal components.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    228 views6 pages

    Principal Component Analysis: Group-7, Section-B

    Uploaded by

    Milan Sachdeva
    Principal component analysis (PCA) is a statistical technique that uses an orthogonal transformation to convert a set of possibly correlated variables into a set of linearly uncorrelated variables called principal components. It identifies patterns in data and expresses the data in such a way as to highlight their similarities and differences. The number of principal components is less than or equal to the number of original variables. PCA involves calculating the covariance matrix of the variables and decomposing it to obtain eigenvectors that define the principal components.

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    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
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    Principal Component Analysis


    Group-7, Section-B
    +
    Introduction
    Statistical procedure that uses orthogonal transformation to
    convert a set of observations of possibly correlated variables
    into a set of values of linearly uncorrelated variables called
    principal components
    No. of principal components is less than or equal to the no. of
    original variables
    +
    Illustration

    +
    Steps for PCA
    Covariance
    Matrix
    Variance between i
    th
    and
    j
    th
    element of dataset
    Eigen Value
    Decomposition
    Vector of M eigen values
    MXM matrix of eigen vectors
    Selection of
    main
    componenents
    Select variables
    that contribute most
    to eigen vector
    +
    PCA vs Factor Analysis
    PCA is data clustering technique where the new variables are
    all orthogonal
    In Factor Analysis, one predicts underlying factors which can
    be estimated from observed data
    When to use PCA?
    When there is sufficient correlation among the original variables to
    warrant component representation
    KMO measure > 0.5
    Bartletts Sphericity test to check whether data is dependent /
    independent
    +
    Limitations of PCA
    Directions with largest variance are assumed to be of most
    interest
    Only orthogonal transformations of original variables is
    considered
    Based only on mean and covariance matrix of the data
    Excludes some distributions which are not characterized by this
    Only applicable when variables are correlated
    Not Scale Invariant

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