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Interpreting a PCA Scatterplot: First and Second Principal Components
The attached image illustrates what PCA accomplishes on a two-dimensional scatterplot. The first principal component is chosen so that it captures the largest possible amount of variation in the data; here it runs from the bottom-left to the top-right of the plot, aligning with the direction of greatest spread. The second principal component is then set in a direction orthogonal to the first that captures the next most variation, explaining the spread not accounted for by the first component.
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Related
Helpful video explaining dimensionality reduction/PCA
Deciding How Many Principal Components to Use
What are Principal Components?
Concept of Interesting
The Proportion of Variance Explained
Steps Involved in the PCA
Probabilistic PCA
Global vs. Local Structure Preservation in Dimension Reduction
Interpreting a PCA Scatterplot: First and Second Principal Components