Transforming a dataset into one with fewer columns is more complicated than it might seem, explains Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step machine learning tutorial.

Principal Component Analysis from Scratch Using Singular Value Decomposition with C# Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on a classical ML technique ...

The purpose of principal component analysis is to derive a small number of independent linear combinations (principal components) of a set of variables that retain as much of the information in the ...

A very important technique in unsupervised machine learning as well as dimensionality reduction is Principal Component Analysis (PCA). But PCA is difficult to understand without the fundamental ...

The following example analyzes socioeconomic data provided by Harman (1976). The five variables represent total population, median school years, total employment, miscellaneous professional services, ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 26, No. 4 (Dec., 1964), pp. 329-358 (30 pages) The paper provides various interpretations of principal components in the analysis ...

Several measurement techniques used in the life sciences gather data for many more variables per sample than the typical number of samples assayed. For instance, DNA microarrays and mass spectrometers ...