The syllabus for learning Principal Component Analysis (PCA) typically includes:
Introduction to Multivariate Data Analysis:
Understanding the need for dimensionality reduction.
Overview of multivariate datasets. Review of Linear Algebra:
Eigenvalues and eigenvectors.
Matrix operations and properties. Statistical Concepts:
Covariance and correlation.
Variance and standard deviation. Basic Concepts of PCA:
Motivation behind PCA.
Covariance matrix and correlation matrix. PCA Algorithm:
Step-by-step explanation of PCA algorithm.
Calculation of principal components. Interpretation of Principal Components:
Understanding the significance of principal components.
Contribution of variables to principal components. Choosing the Number of Principal Components:
Explained variance and cumulative explained variance.
Elbow method and scree plot. Implementation in Programming Language (e.g., Python or R):
Hands-on coding exercises for PCA.
Applications of PCA:
Real-world examples and use cases.
Image compression, feature extraction, and data visualization. Advanced Topics (Optional):
Kernel PCA. Incremental PCA. Robust PCA. Case Studies and Projects:
Applying PCA to real datasets.
Interpreting results and drawing insights. Practical Considerations:
Dealing with missing data.
Handling outliers. Throughout the learning process, practical implementation, hands-on exercises, and projects are crucial for reinforcing the concepts and gaining a deeper understanding of PCA.