Principal Component Analysis (PCA)

This is a collection of links for Principal Component Analysis (PCA) that I have found useful. I plan to update this post in the future.

PCA Must Read:

This answer by amoeba at the stats forum at StackExchange is not only the best PCA explanation I've seen it is the best answer I have ever seen on any forum about anything. It has different levels of explanation from complete laymen to mathematician.

https://stats.stackexchange.com/a/140579/39873

Keep in mind that PCA does not always work! Video


PCA Articles:

• PCA at WikiPedia
• Principal Component Analysis 4 Dummies: Eigenvectors, Eigenvalues and Dimension Reduction
• Principal Components Analysis - Georgia Tech - Machine Learning Video
• Three Tips for Principal Component Analysis

PCA Code:

• Scikit Learn
• Principal Component Analysis at Python Data Science Handbook
• How to Calculate the Principal Component Analysis from Scratch in Python

PCA Useful Forum Discussions:

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• PCA on correlation or covariance?
• “Normalizing” variables for SVD / PCA