Principal Component Analysis

Principal Component Analysis (PCA) is one of most useful tools in the field of pattern recognition. Let’s say you are making a list of people and collecting information about their physical attributes. Some of the more common attributes include height, weight, chest, waist and biceps. If you store 5 attributes per person, it is equivalent to storing a 5-dimensional feature vector. If you generalize it for ‘n’ different attributes, you are constructing an n-dimensional feature vector. Now you may want to analyze this data and cluster people into different categories based on these attributes. PCA comes into picture when have a set of datapoints which are multidimensional feature vectors and the dimensionality is high. If you want to analyze the patterns in our earlier example, it’s quite simple because it’s just a 5-dimensional feature vector. In real-life systems, the dimensionality is really high (often in hundreds or thousands) and it becomes very complex and time-consuming to analyze such data. What should we do now?   Continue reading