Sebastian Raschka • 4/13/2014

Implementing a Principal Component Analysis (PCA)

This article provides a comprehensive, step-by-step guide to implementing Principal Component Analysis (PCA) from scratch. It explains the mathematics behind PCA, compares it with Multiple Discriminant Analysis (MDA), demonstrates the process with 3D sample data, and shows how to validate results using Python libraries like matplotlib.mlab and scikit-learn.

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#Machine Learning #dimensionality reduction #pca