A Tutorial on Principal Component Analysis

Understand

Principal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but (sometimes) poorly understood.

• The goal of this paper is to dispel the magic behind this black box.
• This manuscript focuses on building a solid intuition for how and why principal component analysis works.
• This manuscript crystallizes this knowledge by deriving from simple intuitions, the mathematics behind PCA.