The Main Direction

Principal component analysis

An interactive lesson with 6 steps, about 5 minutes: you predict, drag and solve, with instant feedback on every answer. It runs in your browser and needs JavaScript.

What you’ll learn

• PCA finds the directions of greatest variance in data.
• The components are perpendicular; their variances add to the total.
• Keeping a few components compresses data with little loss.

Steps

1. Too many measurements
2. Find the spread
3. Shortest spread
4. Variance explained
5. Eigenfaces
6. Units again