Re: PCA




sangdonlee@xxxxxxxxxxx wrote:
What Greg meant is that the first PC accounts the largest amount of
variance in the data, which is X-axis in the graph below, for example
(use the fixed courier font to see). However for classification
purpose, the second PC (Y-axis) is the better discriminator.

Greg wrote:
Don't forget that, in general, dominant PCA variable subset
selection may be inappropriate for classification.

Sangdon Lee

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#########|#########
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<-----------+---------->
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--------------------------SNIP

My example was 3-D. Therefore your diagram is, with scaling,
valid for projections into both the x-z and y-z planes. Dominant
PCA chooses x and y and rejects z when what you are looking
for is just the opposite.

Or, are you just presenting a simpler 2-D example?

Hope this helps.

Greg

.



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