What is Principal Component Analysis (PCA)? PCA Explained
Principal Component Analysis (PCA) is a dimensionality reduction technique used to identify patterns and structures in high-dimensional data. It is commonly used in various fields such as data analysis, machine learning, and image processing. PCA aims to transform the original data into a new set of variables called principal components, which are linear combinations of the original variables.
The main objective of PCA is to capture the maximum amount of variance in the data using a smaller number of principal components. It achieves this by finding a new coordinate system where the first principal component explains the maximum variance, the second principal component explains the second highest variance orthogonal to the first component, and so on. Each subsequent principal component captures as much remaining variance as possible.
The steps involved in PCA are as follows:
Standardization: If the variables in the dataset have different scales, it is common practice to standardize them by subtracting the mean and dividing by the standard deviation. This ensures that variables with larger scales do not dominate the analysis.
Covariance Matrix Calculation: The covariance matrix is computed to capture the relationships between the variables. It quantifies the degree of linear dependency between pairs of variables.
Eigendecomposition: The covariance matrix is then subjected to eigendecomposition, which results in a set of eigenvalues and eigenvectors. The eigenvalues represent the amount of variance explained by each corresponding eigenvector (principal component).
Principal Component Selection: The eigenvectors (principal components) are ranked based on their corresponding eigenvalues. The principal components with the highest eigenvalues capture the most variance in the data. The number of principal components selected depends on the desired level of dimensionality reduction.
Data Transformation: The original data is projected onto the selected principal components to obtain the reduced-dimensional representation. This transformation involves multiplying the standardized data by the matrix of eigenvectors, resulting in a new dataset with fewer dimensions.
PCA offers several benefits and applications:
Dimensionality Reduction: PCA helps reduce the number of variables in the dataset while retaining the most relevant information. It is especially useful when working with high-dimensional data, as it allows for visualization, analysis, and modeling in a reduced-dimensional space.
Feature Extraction: PCA can be used to extract important features or patterns from the data. The principal components often represent meaningful combinations of the original variables, enabling the identification of underlying structures in the data.
Data Visualization: PCA provides a way to visualize high-dimensional data by projecting it onto a lower-dimensional space. By representing the data using the most important principal components, it becomes easier to visualize clusters, patterns, and relationships.
Noise Reduction: PCA can help remove noise or irrelevant variations in the data by discarding the principal components with low eigenvalues. This enhances the signal-to-noise ratio and improves subsequent analysis or modeling tasks.
It’s worth noting that PCA assumes linear relationships between variables and may not be suitable for datasets with complex nonlinear relationships. In such cases, nonlinear dimensionality reduction techniques like t-SNE or manifold learning algorithms may be more appropriate.
Overall, PCA is a powerful technique for understanding and analyzing high-dimensional data by extracting the most important information and reducing its dimensionality.
Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.
Any cookies that may not be particularly necessary for the website to function and is used specifically to collect user personal data via analytics, ads, other embedded contents are termed as non-necessary cookies. It is mandatory to procure user consent prior to running these cookies on your website.