Principal Component Analysis (PCA)

Announcement: New Book by Luis Serrano! Grokking Machine Learning. 40% discount code: serranoyt A conceptual description of principal component analysis, including: - variance and covariance - eigenvectors and eigenvalues - applications As usual, very little formulas, lots and lots of pictures! 0:00 Introduction 0:46 Taking a picture 1:13 Dimensionality Reduction 2:02 Housing Data 5:09 Mean 7:46 Variance? 12:47 Covariance matrix 13:58 Linear Transformations 18:12 Eigenstuff 19:16 Eigenvalues 19:53 Eigenvectors 20:51 Principal Component Analysis (PCA) 26:05 Thank you!