A principal component analysis step-by-step

Posted to Statistics  |  Tags:  |  Nathan Yau

Sebastian Raschka offers a step-by-step tutorial for a principal component analysis in Python.

The main purposes of a principal component analysis are the analysis of data to identify patterns and finding patterns to reduce the dimensions of the dataset with minimal loss of information.

Here, our desired outcome of the principal component analysis is to project a feature space (our dataset consisting of n x d-dimensional samples) onto a smaller subspace that represents our data “well”. A possible application would be a pattern classification task, where we want to reduce the computational costs and the error of parameter estimation by reducing the number of dimensions of our feature space by extracting a subspace that describes our data “best”.

That is, imagine you have a dataset with a lot of variables, some of them important and some of them not so much. A PCA helps you identify which is which, so the source doesn’t seem so unwieldy or to reduce overhead.

Favorites

Divorce Rates for Different Groups

We know when people usually get married. We know who never marries. Finally, it’s time to look at the other side: divorce and remarriage.

19 Maps That Will Blow Your Mind and Change the Way You See the World. Top All-time. You Won’t Believe Your Eyes. Watch.

Many lists of maps promise to change the way you see the world, but this one actually does.

How You Will Die

So far we’ve seen when you will die and how other people tend to die. Now let’s put the two together to see how and when you will die, given your sex, race, and age.

One Dataset, Visualized 25 Ways

“Let the data speak” they say. But what happens when the data rambles on and on?