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Do you really understand Principal Component Analysis?

medium.com

20 points by aptrishu 8 years ago · 7 comments

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catnaroek 8 years ago

An “explanation” of principal component analysis that somehow manages not to mention the geometric meaning of the covariance matrix and its eigenvectors? Sad.

Also, please learn to use LaTeX correctly. Don't use the same font for English text and formulas.

  • aptrishuOP 8 years ago

    Hi, the main focus of the post was not to totally focus on geometrical interpretation but rather on why we use eigenvectors and all. I could have made it simpler, had I chosen to represent all of them geometrically. Thanks for your review, I could have done better.

    • catnaroek 8 years ago

      Presumably your target audience cares about the application of PCA, rather than the mathematical technique for its own sake. Thus, you need to answer the question “What does it do for me?” before the question “How does it work?” I believe that the answers to these two questions are, respectively, the geometric interpretation of a PCA, and the algorithm for computing a SVD decomposition. But I could be wrong! If you think I'm wrong, please tell me how.

  • newen 8 years ago

    Nothing about how it relates to the multivariate Gaussian distribution either.

    • aptrishuOP 8 years ago

      Everything can't be covered in a single blog post. As it is mentioned in the post, it will be a series of posts. Thanks for your review. :)

  • aptrishuOP 8 years ago

    Also, medium doesn't support latex. I could have resized the exported images properly but it was too much of a trouble doing that for every image.

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