Principal Component Analysis
Principal Component Analysis (PCA) is a statistical technique that is used to reduce the number of variables in a dataset while retaining as much of the original data’s structure and information as possible. By reducing the number of variables in a dataset, the researcher can better understand the underlying relationships between the data points and gain a deeper insight into the data’s behavior and meaning.
In data science, PCA is a popular dimensionality reduction technique that is widely used to compress large data sets into smaller ones. PCA works by constructing linear combinations of the original variables that explain the most, or largest amount, of the variability in the data. This process transforms the variables into uncorrelated orthogonal components, or principal components, that capture the most variance in the original data set.
For example, imagine a data set composed of three different variables: height, weight and age. Each variable has its own unique set of values, and the data set looks like this:
Height Weight Age
165 60 27
168 80 30
176 85 32
Using PCA, the researcher can reduce the three variables into two principal components that explain the most of the variability in the data set. In this case, the two principal components are “Height-Weight” and “Weight-Age”, as these two components explain the most of the combined variability in the data set.
After the data has been reduced to two components, the researcher can then quickly visualize the data in a much more concise form. The two components are plotted on a scatter plot, with one component displayed on the x-axis and the second component displayed on the y-axis. This scatter plot gives the researcher a much better picture of the underlying relationships between the different variables in the data set.
PCA is most often used in machine learning and statistics, where it can be used to reduce the number of features needed to explain a data set and reduce overfitting of the model. PCA has also been used in computer vision to reduce the amount of time it takes to identify components in images.
Additionally, PCA can be used to reduce the number of dimensions used when creating dendrograms and hierarchical clusters in biology. In this application, PCA is used to reduce the number of variables while still retaining most of the underlying structure and information contained in the data set.
PCA is also useful to identify outliers in a data set. By plotting the data in a two-dimensional scatter plot, the researcher can identify points that are clearly farther away from the center of the graph than the rest. These points typically represent outliers that can be flagged for further investigation.
Overall, Principal Component Analysis is a powerful tool to reduce the size of data sets while still retaining most of the underlying structure and information contained within the data set. Its applications are wide-ranging, from machine learning to biology and from computer vision to identifying outliers. In data science and other fields, it is an indispensable tool for gaining a more nuanced understanding of data sets.