Principal Component Analysis, is one of the most useful data analysis and machine learning methods out there. It can be used to identify patterns in highly complex datasets and it can tell you what variables in your data are the most important. Lastly, it can tell you how accurate your new understanding of the data actually is.
In this video, I go one step at a time through PCA, and the method used to solve it, Singular Value Decomposition. I take it nice and slowly so that the simplicity of the method is revealed and clearly explained.
There is a minor error at 1:47: Points 5 and 6 are not in the right location
If you are interested in doing PCA in R see: https://youtu.be/0Jp4gsfOLMs
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