An Easy to Understand Procedure of Principle Component Analysis (PCA) – Data Science 101

Principal Component Analysis (PCA) is a statistical technique used for dimensionality reduction and visualization of large data sets. The general steps for performing PCA are:

– Data Preprocessing: Clean and prepare the data for analysis.

– Mean Centering: Subtract the mean from each data feature to center the data.

– Covariance Matrix Calculation: Compute the covariance matrix of the centered data.

– Eigenvalue Decomposition: Decompose the covariance matrix into eigenvalues and eigenvectors.

– Selecting Principal Components: Choose the top k eigenvectors with the highest eigenvalues to form a new feature space of k dimensions.

– Projection: Transform the original data into the new k-dimensional feature space by matrix multiplication.

– Visualization: Plot the transformed data in a 2D or 3D scatter plot to visualize the relationships among the data.

PCA is often used as a preprocessing step for machine learning algorithms, and it can help improve the performance of these algorithms by reducing noise and increasing interpretability.