Principal Component Analysis Flashcards
1
Q
What is the first PC?
A
Has variance greatest among all linear combinations
2
Q
What is the second PC?
A
Maximal portion of remaining variance subject to being uncorrelated with PC1
3
Q
What is the relative importance of a PC?
A
λj / (λ1 + … + λp)
4
Q
Are principal components invariant to changes of scale?
A
No
5
Q
Learn how to analyse PC
A
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