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A Tutorial on Principal Component Analysis

A Tutorial on Principal Component AnalysisJonathon Shlens Google ResearchMountain View, CA 94043(Dated: April 7, 2014 ; Version ) Principal Component Analysis (PCA) is a mainstay of modern data Analysis - a black box that is widely usedbut (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. Thismanuscript focuses on building a solid intuition for how and why Principal Component Analysis works. Thismanuscript crystallizes this knowledge by deriving from simple intuitions, the mathematics behind PCA.

(Dated: April 7, 2014; Version 3.02) Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood. The goal of this paper is to dispel the magic behind this black box. This manuscript focuses on building a solid intuition for how and why principal component analysis ...

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