2.PCA Final

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2.PCA Final

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PCA

 Principal Component Analysis is a well-known dimension reduction

technique.
 It transforms the variables into a new set of variables called as
principal components.
 These principal components are linear combination of original
variables and are orthogonal.
 The first principal component accounts for most of the possible
variation of original data.
 The second principal component does its best to capture the variance
in the data.
 There can be only two principal components for a two-dimensional
data set.
 Step-01: Get data.
 Step-02: Compute the mean vector (µ).
 Step-03: Subtract mean from the given data.
 Step-04: Calculate the covariance matrix.
 Step-05: Calculate the eigen vectors and eigen values of the
covariance matrix.
 Step-06: Choosing components and forming a feature vector.
 Step-07: Deriving the new data set.
Equation to find the eigen vector-
MX = λX
where-
M = Covariance Matrix
X = Eigen vector
λ = Eigen value

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2.PCA Final

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2.PCA Final

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PCA

 Principal Component Analysis is a well-known dimension reduction

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