Dispel the magic behind Principal component analysis (PCA)

Principal Compnent Analysis_PCA

Currently reading the Book How to create a mind by Ray Kurzweil. As I was reading, the author description of how the neocortex is doing the incredible job of crunching the immense amount of sensory data and presenting us the world that we see.

The mechanism reflects application of PCA!! It’s the natural PCA that our brain is doing from the day we are born.

Incredible! This led to me to revisit some old papers that I had read for understanding PCA four year ago.

There’s this particular paper that does a great job at explaining it. If you are looking to understand PCA, don’t skip this paper!!

Principal component analysis (PCA) is a mainstay of modern data analysis – a black box that is widely used but poorly understood. The goal of this paper is to dispel the magic behind this black box. This tutorial focuses on building a solid intuition for how and why principal component analysis works; furthermore, it crystallizes this knowledge by deriving from first principals,the mathematics behind PCA . This tutorial does not shy away from explaining the ideas informally, nor does it shy away from the mathematics.The hope is that by addressing both aspects, readers of all levels will be able to gain a better understanding of the power of PCA as well as the when, the how and the why of applying this technique.

You might also want to see this excellent video titled  A layman’s introduction to principal component analysis and this Introduction to PCA with video