PCA is Just Eigenvectors of the Covariance Matrix
3:43
YouTubeDataMListic
PCA is Just Eigenvectors of the Covariance Matrix
Stretch a cloud of points along one direction more than the others, and you've already drawn the first principal component. PCA is the algorithm that finds that direction automatically — and the "best" direction turns out to be the one that maximizes the variance of the projection. This video builds PCA from scratch, geometrically. We sweep a ...
91 views3 weeks ago
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