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Principal component analysis (PCA) is a linear dimensionality reduction technique. It reduces a multivariate dataset to a smaller set of constructed variables preserving as much information (as much variance) as possible. These variables, called principal components, are linear combinations of the input variables.

4 votes
0 answers
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Productionize (applied) PCA to detect outlier etc. long term with new data?

I was wondering how one could use PCA in e.g. a dashboard for non Subject Matter Expert. For example, you are quite certain that 2 PCs are sufficient based on the current data. …
Clemens Haerder's user avatar
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PCA explained variance and clustering

PCA does only make sense when correlations exist. It is a variance-maximizing orthogonal projection. …
Clemens Haerder's user avatar