Question-7
PCA
Consider the dataset made up of blue data-points in \(\displaystyle \mathbb{R}^{2}\) as given below. Four lines are drawn passing through the center of this dataset.
Which of the following are directions associated with the principal components (PCs) that result from performing PCA?
Answer
Solution
The direction of maximum variance is \(\displaystyle ( 2)\). This is the first PC. \(\displaystyle ( 4)\) is orthogonal to it and is the second PC.