PCA

Principal Component Analysis is an unsupervised learning algorithm that is used for the dimensionality reduction in machine learning. It is a statistical process that converts the observations of correlated features into a set of linearly uncorrelated features with the help of orthogonal transformation. These new transformed features are called the Principal Components. It is one of the popular tools that is used for exploratory data analysis and predictive modeling. It is a technique to draw strong patterns from the given dataset by reducing the variances.

PCA generally tries to find the lower-dimensional surface to project the high-dimensional data.

PCA works by considering the variance of each attribute because the high attribute shows the good split between the classes, and hence it reduces the dimensionality. Some real-world applications of PCA are image processing, movie recommendation system, optimizing the power allocation in various communication channels. It is a feature extraction technique, so it contains the important variables and drops the least important variable.

• Variance and Covariance
• Eigenvalues and Eigen factors

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