09 Principal Component Analysis 1

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Principal Component

Analysis (PCA) 1
Lili Ayu Wulandhari Ph.D.
Introduction of PCA

• PCA is a way of identifying patterns in data, and expressing

the data in such a way as to highlight their similarities and

differences. Since patterns in data can be hard to find in data

of high dimension, where the luxury of graphical

representation is not available, PCA is a powerful tool for

analyzing data. The other main advantage of PCA is that once

you have found these patterns in the data, and you compress

the data, ie. by reducing the number of dimensions, without

much loss of information (Smith 2002)


Introduction of PCA

• In PCA, correlated data is linearly combined to form new variables


(PCs) that are uncorrelated and ordered according to the portion of
the total variance in the data accounted for by the PCs. The first few
components retain the variation in all original variables. In
dimensionality reduction, an additional step is used to select the
required number of PCs and use these uncorrelated variables in the
model instead of the original correlated inputs (Chandraratne et al.
2003) (Samarasinghe 2007). Thus data is compressed so that only
the essential information is retained in the new variables. In this
process of dimensionality reduction, the portion of variance
accounted for by each PC is examined.

• In order to find essential information, PCA uses two main method


with mathematic based, namely Covariance matrix, Eigenvalue and
PCA Method
PCA Method
PCA Method
PCA Method
References
• Chandraratne, M.R., Samarasinghe, S., Kulasiri, D., Frampton,
C., and Bickerstaffe, R. Determination of lamb grades using
texture analysis and neural networks. 3rd IASTED
International Conference on Visualization, Imaging and
Image Processing (VIIP 2003), M.H. Hamza (ed.), Acta Press,
Calgary, Canada, p. 396, 2003
• Sandhya Samarasinghe. Neural networks for applied
sciences and engineering: from fundamentals to complex
pattern recognition. CRC Press, 2006.
• Smith, Lindsay I. 2002. “A Tutorial on Principal Components
Analysis.” Cornell University, USA 51(52): 65.
• https://www.mathworks.com/help/stats/principal-
component-analysis-pca.html

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