Principal Component Analysis (PCA)

Sun, 14 Dec 2025 13:30:06 +0000

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A conceptual description of principal component analysis, including:
- variance and covariance
- eigenvectors and eigenvalues
- applications
As usual, very little formulas, lots and lots of pictures!

0:00 Introduction
0:46 Taking a picture
1:13 Dimensionality Reduction
2:02 Housing Data
5:09 Mean
7:46 Variance?
12:47 Covariance matrix
13:58 Linear Transformations
18:12 Eigenstuff
19:16 Eigenvalues
19:53 Eigenvectors
20:51 Principal Component Analysis (PCA)
26:05 Thank you!