Principal Component Analysis (PCA)

Principal component analysis (PCA) is a workhorse algorithm in statistics, where dominant correlation patterns are extracted from high-dimensional data. Book PDF: http://databookuw.com/databook.pdf Book Website: http://databookuw.com These lectures follow Chapter 1 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz Amazon: https://www.amazon.com/Data-Driven-Science-Engineering-Learning-Dynamical/dp/1108422098/ Brunton Website: eigensteve.com This video was produced at the University of Washington