The document provides an overview of principal component analysis (PCA), including:
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- The steps of PCA involve standardizing data, calculating the covariance matrix, and determining principal components through eigendecomposition of the covariance matrix.
- PCA reduces dimensionality while preserving as much information as possible, helping with issues like data storage, algorithm speed, and visualization. However, it does not directly interpret the original features.
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2. TABLE OF CONTENTS
INTRODUCTION
WHAT IS PCA
PRINCIPLE COMPONENTS IN PCA
STEPS OF PCA
APPLICATIONS
CONCLUSION
3. INTRODUCTION
PCA is a dimensionality reduction technique that has four main
parts: feature covariance, eigen decomposition, principal
component transformation, and choosing components in terms of
explained variance. PCA works by considering the variance of each
attribute because the high attribute shows the good split between
the classes, and hence it reduces the dimensionality.
Some real-world applications of PCA are image processing,
movie recommendation system, optimizing the power
allocation in various communication channels.
4. WHAT IS PCA ?
To understand PCA, we have to know its purpose. To understand the
purpose, we have to know the Curse of Dimensionality i .e As the
number of features or dimensions grows, the amount of data we need
to generalize accurately grows exponentially.
There are two options to reduce dimensionality:
Feature elimination: we remove some features directly.
Feature extraction: we keep the important fraction of all the features.
We apply PCA to achieve this. Note that PCA is not the only method
that does the feature extraction.
5. SOME COMMON TERMS USED IN PCA
ALGORITHM:
Dimensionality: It is the number of
features or variables present in the
given dataset. More easily, it is the
number of columns present in the
dataset.
Correlation: It signifies that how strongly
two variables are related to each other.
Such as if one changes, the other
variable also gets changed. The
correlation value ranges from -1 to +1.
Here, -1 occurs if variables are
inversely proportional to each other, and
+1 indicates that variables are directly
proportional to each other.
6. Continuation….
Orthogonal: It defines that variables are
not correlated to each other, and hence
the correlation between the pair of
variables is zero.
Eigenvectors: If there is a square
matrix M, and a non-zero vector v is
given. Then v will be eigenvector if Av
is the scalar multiple of v.
Covariance Matrix: A matrix containing
the covariance between the pair of
variables is called the Covariance
Matrix.
7. Principal Components in PCA
As described above, the transformed new features or the output of PCA are the Principal Components.
The number of these PCs are either equal to or less than the original features present in the dataset.
Some properties of these principal components are given below:
• The principal component must be the linear combination of the original features.
• These components are orthogonal, i.e., the correlation between a pair of variables is zero.
• The importance of each component decreases when going to 1 to n, it means the 1 PC has the most
importance, and n PC will have the least importance
8. STEPS OF PCA
Getting the dataset
Firstly, we need to take the input dataset and divide it into two subparts X and Y, where X is the training set, and
Y is the validation set.
Representing data into a structure
Now we will represent our dataset into a structure. Such as we will represent the two-dimensional matrix of
independent variable X. Here each row corresponds to the data items, and the column corresponds to the
Features. The number of columns is the dimensions of the dataset.
Standardizing the data
In this step, we will standardize our dataset. Such as in a particular column, the features with high variance are
more important compared to the features with lower variance.
If the importance of features is independent of the variance of the feature, then we will divide each data item in a
column with the standard deviation of the column. Here we will name the matrix as Z.
Calculating the Covariance of Z
To calculate the covariance of Z, we will take the matrix Z, and will transpose it. After transpose, we will multiply it
by Z. The output matrix will be the Covariance matrix of Z.
9. Calculating the Eigen Values and Eigen Vectors
Now we need to calculate the eigenvalues and eigenvectors for the resultant covariance matrix Z. Eigenvectors
or the covariance matrix are the directions of the axes with high information. And the coefficients of these
eigenvectors are defined as the eigenvalues.
Sorting the Eigen Vectors
In this step, we will take all the eigenvalues and will sort them in decreasing order, which means from largest to
smallest. And simultaneously sort the eigenvectors accordingly in matrix P of eigenvalues. The resultant matrix
will be named as P*.
Calculating the new features Or Principal Components
Here we will calculate the new features. To do this, we will multiply the P* matrix to the Z. In the resultant matrix
Z*, each observation is the linear combination of original features. Each column of the Z* matrix is independent
of each other.
Remove less or unimportant features from the new dataset.
The new feature set has occurred, so we will decide here what to keep and what to remove. It means, we will
only keep the relevant or important features in the new dataset, and unimportant features will be removed out
10. Pros
• PCA reduces the dimensionality without losing information from any features.
• Reduce storage space needed to store data.
• Speed up the learning algorithm (with lower dimension).
• Address the multicollinearity issue (all principal components are orthogonal to each other).
• Help visualize data with high dimensionality (after reducing the dimension to 2 or 3).
Cons
• Using PCA prevents interpretation of the original features, as well as their impact because eigenvectors
are not meaningful.
• You may face some difficulties in calculating the covariances and covariance matrices
11. Applications of Principal Component
Analysis
• PCA is mainly used as the dimensionality reduction technique in various AI applications such as
computer vision, image compression, etc.
• It can also be used for finding hidden patterns if data has high dimensions. Some fields where PCA is
used are Finance, data mining, Psychology, etc
• PCA in machine learning is used to visualize multidimensional data.
• In healthcare data to explore the factors that are assumed to be very important in increasing the risk of
any chronic disease.
• PCA helps to resize an image.