StatQuest: Principal Component Analysis (PCA), Step-by-Step

Title:

Description:

Principal Component Analysis, is one of the most useful data analysis and machine learning methods out there. It can be used to identify patterns in highly complex datasets and it can tell you what variables in your data are the most important. Lastly, it can tell you how accurate your new understanding of the data actually is.

In this video, I go one step at a time through PCA, and the method used to solve it, Singular Value Decomposition. I take it nice and slowly so that the simplicity of the method is revealed and clearly explained.

⭐ NOTE: When I code, I use Kite, a free AI-powered coding assistant that will help you code faster and smarter. The Kite plugin integrates with all the top editors and IDEs to give you smart completions and documentation while you’re typing. I love it! https://www.kite.com/get-kite/?utm_medium=referral&utm_source=youtube&utm_campaign=statquest&utm_content=description-only

There is a minor error at 1:47: Points 5 and 6 are not in the right location

If you are interested in doing PCA in R see: https://youtu.be/0Jp4gsfOLMs

If you are interested in learning more about how to determine the number of principal components, see: https://youtu.be/oRvgq966yZg

For a complete index of all the StatQuest videos, check out:
https://statquest.org/video-index/

If you'd like to support StatQuest, please consider...
Patreon: https://www.patreon.com/statquest
...or...
YouTube Membership: https://www.youtube.com/channel/UCtYLUTtgS3k1Fg4y5tAhLbw/join

...a cool StatQuest t-shirt or sweatshirt (USA/Europe): https://teespring.com/stores/statquest
(everywhere):
https://www.redbubble.com/people/starmer/works/40421224-statquest-double-bam?asc=u&p=t-shirt

...buying one or two of my songs (or go large and get a whole album!)
https://joshuastarmer.bandcamp.com/

...or just donating to StatQuest!
https://www.paypal.me/statquest

Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter:
https://twitter.com/joshuastarmer

0:00 Awesome song and introduction
0:30 Conceptual motivation for PCA
3:23 PCA worked out for 2-Dimensional data
5:03 Finding PC1
12:08 Singular vector/value, Eigenvector/value and loading scores defined
12:56 Finding PC2
14:14 Drawing the PCA graph
15:03 Calculating percent variation for each PC and scree plot
16:30 PCA worked out for 3-Dimensional data

#statquest #PCA #ML

YouTube url:	https://www.youtube.com/watch?v=FgakZw6K1QQ
Created:	9. 6. 2021 16:17:58

CaptionsMaker.com

StatQuest: Principal Component Analysis (PCA), Step-by-Step