Principal Component Analysis (PCA)

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A conceptual description of principal component analysis, including:
- variance and covariance
- eigenvectors and eigenvalues
- applications
As usual, very little formulas, lots and lots of pictures!

0:00 Introduction
0:46 Taking a picture
1:13 Dimensionality Reduction
2:02 Housing Data
5:09 Mean
7:46 Variance?
12:47 Covariance matrix
13:58 Linear Transformations
18:12 Eigenstuff
19:16 Eigenvalues
19:53 Eigenvectors
20:51 Principal Component Analysis (PCA)
26:05 Thank you!

[rutger]

I haven't seen any clearer explanation of PCA on the internet than this one. Many thanks!

[AdamTibi]

Judging by how much you simplified the lesson without sacrificing the actual concept, I trust you have spent good time preparing for your lesson and animation. Thank you very much

[varsharathnam]

I haven't seen a better explanation for PCA. Love it! And I always had trouble to conceptually understand covariance. I knew it was related to direction but always found it difficult to conceptualize. Thank you for your explanation.

[Ghost-ipbx]

My goodness, the video was like a movie. All things in correct order to understand PCA. So well explained. Thank you so much, keep up the great work!

[manan]

I have confusion even after watching videos of 2+ hours...


26 minutes solved all doubts.


I like the way how you put all the concepts together.
Thanks.

[ArvindDevaraj]

we may be aware of terms like mean, variance, covariance, linear-transforms, eigenvectors and eigenvalues, PCA. This video puts together all the relationships in an amazing way

[alekseihaidukevich]

That arguably might be the best tutorial I've ever watched on YouTube. Thanks.

[srishtikumar]

This was AMAZING!!! You reconciled so many disparate concepts I had learned in college...I understand how it fits together now. Very down-to-earth explanation, and amazing animations!

[AndresGonzalez-hnmz]

Great explanation Luis! It took me a whole class and a conversation after with an instructor to get PCA, and still your video cleared up so much uncertainty/misconceptions I had on the subject.

[scikick]

You are the tutor we all need but don't deserve.

[Pidgey]

This is the clearest explanation of PCA I've ever seen. As a wannabe analytical chemist, this is pure gold because it gives you hints about the true meaning of PCA without excessively digging into statistics and pure mathematics which just blows your mind.
Congrats for the amazing explanation and the effort to make this video!

[pauldmanuel]

This is one of the best tutorials which I have ever seen. Being a teacher, I appreciate the way how difficult concepts are explained in a simple way. It is must-to-read video for all students who want to understand PCA.

[haoyiwang]

This is the best PCA video ever seen, it's quite easy to follow and understand deeply.Thanks!

[davibelo]

far better PCA explanation on youtube, I saw a lot of videos, but only learned with this one.

[skoppisetti]

I watched many videos on PCA over the last year and by far this is the best. Thank you.

[rVnikov]

Well Luis, that's the best and most intuitive PCA tutorial I've seen so far.

Bravo!

[caronkanareck]

wow! this was VERY worthwhile. thank you! so many lights switched on

[vivek]

Most comprehensive explanation, thank you so much. Tomorrow, I have interview for big tech company and now after watching whole video, I feel confident to answer questions on PCA. \m/

[sandhyaranidash]

This is the best explanation of PCA, individual components broken down, emphasis on visualization instead of just the method and then all the components put together for the big picture. I cant thank you enough for the fantastic teaching style that clicks with me.

[yalslaus]

You have a very intuitive way of teaching things that's hard to infer when reading or watching lectures from other teachers.