December 08, 2019
Illustration of PCA projections of point clouds
PCA will find the “best” line according to two different criteria of what is the “best”. First, the variation of values along this line should be maximal. The “spread” / “variance” of the red dots changes while the line rotates. When it reaches maximum? If we reconstruct the original two characteristics (position of a blue dot) from the new one (position of a red dot), the reconstruction error will be given by the length of the connecting red line.
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