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Statistical Learning > Principal Component Analysis > Flashcards

Principal Component Analysis Flashcards

1
Q

What is the first PC?

A

Has variance greatest among all linear combinations

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2
Q

What is the second PC?

A

Maximal portion of remaining variance subject to being uncorrelated with PC1

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3
Q

What is the relative importance of a PC?

A

λj / (λ1 + … + λp)

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4
Q

Are principal components invariant to changes of scale?

A

No

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5
Q

Learn how to analyse PC

A

-

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Statistical Learning (7 decks)

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