Linear change of basis: PCA is a linear transformation from a Euclidean basis (defined by the original predictors) to an abstract orthonormal basis.annotate ( txt, ( quant_df_pca, quant_df_pca ), color = colors, size = 12 ) ax. plot ( 0, 0, color = cs, label = 'EU' ) # plotting text with color for i, txt in enumerate ( cars_df_scaled ): country = country_list ax. ![]() plot ( 0, 0, color = cs, label = 'US' ) ax. plot ( 0, 0, color = cs, label = 'Japan' ) ax. $Z_1$, $Z_2$,$\dots$, $Z_m$, where $m \leq p$ and where each $Z_i$ is a linear combination of the original $p$ predictors, $X_1, \dots~ X_p$, thus:įor some fixed coefficients $c_ # dummy plots to show up in the legend ax. ![]() No! Because we totally lose the information kept by the $X_j$ predictorsĬonsidering a new system of coordinates, namely a new set of predictors, denoted by We can use LASSO: which will drop some of the predictors by forcing $\beta_j=0$. Consider that the data are described by a Linear Regression Model:
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