Algorithms 1—Principal Component Analysis
摘要
This chapter focuses on principal component analysis (PCA). We have covered how to implement PCA with NumPy and how to use the PCA class from scikit-learn in Chap. 4. This chapter further shows how SymPy can help us understand the mathematical theory behind PCA. At the end of this chapter, we shall apply PCA on a randomly sampled dataset to demonstrate the importance of normalising data before undertaking PCA.