What is Principal component analysis (PCA)?
A dimensionality-reduction method that represents data with many variables using fewer variables while losing as little information as possible. It takes the direction of greatest variance in the data as the first principal component, the direction of greatest variance orthogonal to it as the second, and so on, and represents the data with only the leading components. Mathematically this amounts to finding the eigenvectors of the data's covariance matrix. It is used for visualizing data, removing noise and preprocessing before training.
Japanese name: 主成分分析(PCA)
Principal component analysis (PCA) appears in 1 practice question across 1 topic, including Machine Learning Basics.
Field: Machine Learning Basics