Principal Component Analysis

Data Science with Sam

Link:https://www.youtube.com/watch?v=Z6feSjobcBU&ab_channel=DataScienceWithSam

Article: https://sections.soa.org/publication/?m=59905&i=662070&view=articleBrowser&article_id=3687343

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Excerpt:

In simple words, PCA is a method of extracting important variables (in the form of components) from a large set of variables available in a data set. PCA is a type of unsupervised linear transformation where we take a dataset with too many variables and untangle the original variables into a smaller set of variables, which we called “principal components.” It is especially useful when dealing with three or higher dimensional data. It enables the analysts to explain the variability of that dataset using fewer variables.

Author(s): Soumava Dey

Publication Date: 14 Nov 2021

Publication Site: Youtube and SOA