Principal Component Analysis (PCA)

Conceptual deep dive with step-by-step implementation in numpy and sklearn.

Andrea Yoss
Apr 12, 2020 · 9 min read

“Finding patterns is easy in any kind of data-rich environment… the key is in determining whether the patterns represent noise or signal.”

— Nate Silver

Introduction

A typical issue students run into when fitting a model is balancing the model’s bias with its variance, known as the bias-variance