Principal Component Analysis (PCA):
1: Introduction
- Title: Principal Component Analysis (PCA)
- Subtitle: A Dimensionality Reduction Technique
- Image: a simple diagram showing high-dimensional data being reduced to
lower dimension
2: What is PCA?
- Definition: PCA is a statistical technique used to reduce the dimensionality
of high-dimensional data.
- Goal: To identify patterns and correlations in the data and represent it in a
lower-dimensional space.
3: How Does PCA Work?
- Step 1: Standardize the data by subtracting the mean and dividing by the
standard deviation.
- Step 2: Calculate the covariance matrix of the standardized data.
- Step 3: Calculate the eigenvectors and eigenvalues of the covariance
matrix.
- Step 4: Select the top k eigenvectors corresponding to the largest
eigenvalues.
- Step 5: Project the original data onto the selected eigenvectors to obtain
the lower-dimensional representation.
4: Key Concepts
- Eigenvectors: directions of maximum variance in the data
- Eigenvalues: amount of variance explained by each eigenvector
- Principal Components: new axes formed by the eigenvectors
5: Advantages of PCA
- Reduces dimensionality while retaining most of the information
- Helps to identify patterns and correlations in the data
- Improves visualization and interpretation of high-dimensional data
6: Disadvantages of PCA
- Assumes linearity and normality of the data
- Can be sensitive to outliers and noisy data
- May not perform well with high-dimensional data having complex
relationships
Slide 7: Applications of PCA
- Image compression
- Data visualization
- Anomaly detection
- Feature extraction
- Regression and classification
8: Example
- Image: a scatter plot of high-dimensional data (e.g. Iris dataset)
- Image: a scatter plot of the same data after applying PCA (reduced to 2D)
9: Conclusion
- PCA is a powerful technique for dimensionality reduction and feature
extraction.
- It has many applications in data science, machine learning, and statistics.
- However, it requires careful consideration of the data and the assumptions
underlying the technique.