Glossary · Phase 2 · Math, when you need it
PCA
A way to boil many columns of data down to the few directions where the data varies most.
Learn it properly
SVD and PCA · Compress data to its most important directions. About 30 minutes.
Other terms from the same lesson
- principal component: One of the hidden directions PCA finds: a recipe that mixes the original columns. The first one captures the most spread in the data.
- singular value: A number from SVD that says how much the matrix stretches along one direction. Bigger means that direction matters more.