PCA

Question 1

PCA Steps

Answer 1

1) Calculate center of data (across all dimensions)
2) Make the center of the data the origin
3) Fit a line to the data that passes through origin (first principle component)
4) Perpindicular line to PC1 is PC2; Line perpindicular to PC1 and PC2 is PC3 etc
5) Rotate plot so PC1 is horizontal (if graphing)

Question 2

Loading Scores

Answer 2

Proportion of each of the variables effect on a particular principal component

Question 3

PCA in 1 sentence

Answer 3

A linear combination representation of features to reduce the number of dimensions that a feature space

Question 4

Scree Plot

Answer 4

Graphical representation of the percentage of variation each PC accounts for.

Formula: SS(distances of PCx)/(n-1)