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A Tutorial on Principal Component Analysis

A Tutorial on Principal Component Analysis

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(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 ...

  2014

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