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  • PCA Slides Thursdy

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    Gabriel Mel
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    1. The document discusses dimensionality reduction techniques like principal component analysis (PCA) for compressing data by discarding dimensions along shorter directions as determined by the covariance matrix and its eigenvectors/eigenvalues. 2. It introduces important concepts for PCA like correlations, elongation, redundancy and dimensionality, and explains how to visualize the optimal number of dimensions to retain using a scree plot of eigenvalues. 3. The document also outlines how to perform PCA using Python and concludes with an upcoming group activity.

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    Lecture on PCA

    Original Title

    PCA_slides_Thursdy

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    1. The document discusses dimensionality reduction techniques like principal component analysis (PCA) for compressing data by discarding dimensions along shorter directions as determined by the covariance matrix and its eigenvectors/eigenvalues. 2. It introduces important concepts for PCA like correlations, elongation, redundancy and dimensionality, and explains how to visualize the optimal number of dimensions to retain using a scree plot of eigenvalues. 3. The document also outlines how to perform PCA using Python and concludes with an upcoming group activity.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    6 views6 pages

    PCA Slides Thursdy

    Uploaded by

    Gabriel Mel
    1. The document discusses dimensionality reduction techniques like principal component analysis (PCA) for compressing data by discarding dimensions along shorter directions as determined by the covariance matrix and its eigenvectors/eigenvalues. 2. It introduces important concepts for PCA like correlations, elongation, redundancy and dimensionality, and explains how to visualize the optimal number of dimensions to retain using a scree plot of eigenvalues. 3. The document also outlines how to perform PCA using Python and concludes with an upcoming group activity.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 6

    Today

    1. Quick review
    2. Important concepts: correlations, elongation, dimensionality, ...
    3. Scree plots
    4. PCA with python
    5. Group work
    2 =

    Xix,
    Overview of last time
    • Idea: compress by discarding short directions

    • Express length using covariance matrix


    Length (p) pCq
    =

    • Solving for longest directions leads to


    eigenvectors/eigenvalues Cp xp
    =

    • For best k-dim reduction, take top k


    eigenvectors

    • Compress or approximate
    Elongation, correlations, redundancy, dimensionality, etc.

    Shape
    date
    the is
    alongated
    ->

    -
    I "is correlated

    redundant
    -
    -
    "is

    low-dim
    -
    appex
    Scree plots
    ↳ Plotof2 eigenvalves (as) in
    descending order

    ijnction
    I
    PCA in python
    Group work

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