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A Tutorial on Principal Component Analysis (arxiv.org)
3 points by nafizh on Sep 20, 2018 | hide | past | pdf | discuss on HN

In plain words: Principal component analysis shrinks many measurements down to a few directions that capture most of the spread in the data, making big datasets easier to see and use. This tutorial builds the math behind it from simple intuitions, showing when and why to apply it.

Abstract

Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. This manuscript focuses on building a solid intuition for how and why principal component analysis works. This manuscript crystallizes this knowledge by deriving from simple intuitions, the mathematics behind PCA. This tutorial does not shy away from explaining the ideas informally, nor does it shy away from the mathematics. The hope is that by addressing both aspects, readers of all levels will be able to gain a better understanding of PCA as well as the when, the how and the why of applying this technique.

Jonathon Shlens
arXiv:1404.1100 · cs.LG, stat.ML · submitted Apr 3, 2014
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Also discussed: Dec 2023 (2 points, 0 comments) · Oct 2015 (2 points, 0 comments)