Data Analysis 6: Principal Component Analysis (PCA) - Computerphile

Подписаться 2,4 млн

Просмотров 157 тыс.

50% 1

PCA - Principle Component Analysis - finally explained in an accessible way, thanks to Dr Mike Pound. This is part 6 of the Data Analysis Learning Playlist: • Data Analysis with Dr ...
This Learning Playlist was designed by Dr Mercedes Torres-Torres & Dr Michael Pound of the University of Nottingham Computer Science Department. Find out more about Computer Science at Nottingham here: bit.ly/2IqwtNg
This series was made possible by sponsorship from by Google.
The music dataset can be found here: github.com/mdeff/fma
/ computerphile
/ computer_phile
This video was filmed and edited by Sean Riley.
Computer Science at the University of Nottingham: bit.ly/nottscomputer
Computerphile is a sister project to Brady Haran's Numberphile. More at www.bradyharan.com

Опубликовано:

8 июл 2019

Ссылка:

Скачать:

Готовим ссылку...

Добавить в:

Мой плейлист

Посмотреть позже

Комментарии : 120

@Computerphile 5 лет назад

Check out the full Data Analysis Learning Playlist: ru-vid.com/group/PLzH6n4zXuckpfMu_4Ff8E7Z1behQks5ba

@7177YT 4 года назад

awesome, thank you!!

@injeel_ahmed 3 года назад

FINALLY!!! I watched like 20 videos before this to understand PCA ( intuition ) and no one could explain it like you. THANKS A LOT MAN.

@dmarsub 2 года назад

It is data reduction if you only plot PC1 and PC2 as a 2 dimensional graph. Which is very common.

@skydrow4523 5 лет назад

Thank you Dr. Mike. I showed this to my neighbors and they told me it totally changed their life. My village also greatly appreciated PCA.

@sebastianx21 2 года назад

Did you show it to your parents as well? Do they still love you?

@dexterdev Год назад

Did PCA transformed your village?

@AwesomeCrackDealer 5 лет назад

Holy shit this pca explanation was just what i needed all this time

@zerokelvin3626 5 лет назад

Same for me

@nicholaselliott2484 3 месяца назад

Yep, it boggles the mind how formalism can completely obscure intuition. I guess the formal stuff works for the academic types

@heyandy889 4 года назад

pretty dope. here I was laboring away in 223 dimensions. now I can put food on the table for my family with the time saved by removing 100 dimensions. thank u dr mike pound and computerphile

@adamtarnawski 5 лет назад

Dr Mike provided the best explanation of PCA to non-experts which I have ever seen. I very enjoyable and insightful video overall.

@nomen385 2 года назад

Yea. Everything he explains feels that way

@mrcoomber9085 5 лет назад

He's such a great presenter. Thank you for such wonderful videos.

@OmarMohammed-fy2he 3 года назад

Dude, you're better at explaining this than our uni professor :""D please keep doing what you're doing. Thank you.

@andrei642 2 года назад

Well Omar, he is too a University Professor...

@OmarMohammed-fy2he 2 года назад

@@andrei642 I didn't know that at the time. I googled him and he turned out to be quite the expert. Regardless, He has a simple way of explaining things. not many others do.

@manuarteteco6153 4 года назад

Best PCA explanation I found so far, and I searched for days. Thanks man!

@nitika9769 5 месяцев назад

I finally get it!! It's people like you that keep me motivated for my work !

@Zilfalon 2 года назад

Thank you Dr. Pound, finally someone who can explain pca in easy words. Really helpful in my thesis - and by a strange accident I ended up writing both my thesis about pca. First time in my Bachelors I used it for data reduction, this time I use it to categorize data.

@harpercfc_ Год назад

I gotta say I enjoy this video so much and kinda started to under stand what PCA is and what it is used for. Totally a new and different angle to look at this concept. Thank you again Dr. Mike.

@Flourish38 5 лет назад

This video was EXACTLY what I needed right now. Thank you so much!!!

@adityapatel3535 3 года назад

this is brilliantly explained. one can only simplify if one truly understands it. thanks

@kanewilliams1653 3 месяца назад

Why even have lectures? This fella explained why we "maximize the variance" so clearly in the first 5 minutes.. Lecturers should just make us watch this video in class... great stuff!

@jsraadt 4 года назад

I recommend doing a parallel analysis before extracting principal components. This will tell you how many PCs explain more variance than can be explained at random.

@HitAndMissLab 21 день назад

Thank you for this brilliant video. In a less then a half an hour I developed intuition that it would take me a month to do from a book.

@ErickMarkevich 3 года назад

I really struggled to grasp the concept of PCA before, but thanks to your video it is now clear to me. Thank you

@brandonbracho5898 3 года назад

best explanation for PCA I could find, thank you!

@gzuzchuy505 Год назад

What a simple way to explain PCA! Thank you so much for the video.

@__Wanderer 4 года назад

Dr. Mike your explanations are brilliant.

@man.h 3 года назад

the best explanation I have seen so far. thank you so much!

@Eternity4Evil 2 года назад

Best explanation I've come upon as of yet. Thanks!

@sander_bouwhuis 4 года назад

Outstanding explanation. Thank you, thank you, thank you!

@GoatzAreEpic 5 лет назад

Beautiful explanation with the minimization of error

@muzzamilnadeem3104 3 года назад

Great video. The understanding is very relevant to a lot of feature selection etc in data sciences

@sepidet6970 4 года назад

FInally I learnt what is PCA is and what is does, thank you very much.

@tellefsolberg5698 4 года назад

Fricking loved that it was applied in R!

@9785633425657 4 месяца назад

Thank you for explaining this! Very good quality of the video

@summy291987 4 года назад

Best explanation came upon so far!!

@tlniec 2 года назад

Upon first hearing the phrase "principal component analysis", I thought it sounded very analogous to finding principal stress axes in a body under load. As Dr. Pound gave a more detailed explanation later, I realized that is exactly what it is - just expanded to take place in n-dimensional space instead of 3D space. May be a helpful way to visualize for any mechanical engineers out there.

@simaykazc1508 3 года назад

It is very pleasant to listen to you. Thanks!

@ec92009y 2 года назад

Congratulations again for a great video. Thank you!

@shivammishra2524 5 лет назад

Great Video. I guess I would never forget PCA

@ejkitchen 3 года назад

Great explanation. THANK YOU!

@paull923 2 года назад

ridiculously understandable explained! thank you very much!

@demonblood8841 2 года назад

I'm late to the party but this playlist is gold. Thanks guys :)

@kirar2004 9 месяцев назад

A very nice explanation! Thanks!

@7177YT 4 года назад

Extra points for using R! Very much approved! Lovely! (:

@asgharbeigi9718 Год назад

Dr. Mike, you are a genius.

@TheHamzawasi 2 года назад

Thanks Dr. Mike, really helpful!

@omerahmaad 4 года назад

Probably the best explaination

@frobeniusfg 4 года назад

Dutch angle is highly appropriate in this topic) Well done, cameraman :)

@juanluisbaldelomar1617 3 года назад

You saved me! Excellent video!!!

@VG-bi9sw 3 года назад

Very nice explanation. I almost never subscribe but you got me. Thank you.

@frankietank8019 4 года назад

Brilliant, thanks!

@djstr0b3 6 месяцев назад

Excellent video

@BjarkeHellden 4 года назад

Great explanation

@699ashi 3 года назад

I am just happy to see him using R for this example

@annprong5052 2 года назад

Great video. I also enjoyed the throwback stripey dot-matrix printer paper :)

@trafalgarlaw9919 3 года назад

Thank you for the explanation.

@melikaelwadany4524 Год назад

Thank you for this video.

@pradeepchakravarthi7638 3 года назад

You nailed it dude.

@samalkayedktaishat9927 3 года назад

thank you this made life easier .......i love your accent

@tapanbasak1453 Год назад

Genius explanation

@4.0.4 4 года назад

This is great content. It genuinely makes me want to pick RStudio and try to learn data analysis.

@proprius 3 года назад

brilliant, thanks!

@josephvanname3377 Год назад

I made a dimensionality reduction algorithm that orthonormally projects data from a high dimensional space to a low dimensional subspace which is a bit different than principal component analysis.

@RAINE____ 4 года назад

Thanks for this

@rijzone 3 года назад

I seriously watch these videos for fun

@pavanagarwal6753 5 лет назад

I wonder how mike learned so much if computerphile could give me the book from where we can extend the horizon??

@8eck 3 года назад

So the idea behind it, is a finding a right angle to look at all data, where we can see clearly all data and distances between them. Looks more like support vector machine or SVM, where we increase dimensionality to fit the line on some other dimension.

@TAP7a 3 года назад

Careful when scaling if you’re producing a model which will make predictions on unseen data - the mean that you will be subtracting and the standard deviation that you’re dividing by better be the same between the training set, the test set and the production sets!

@erw103 4 года назад

As I shall mention in my blog, There is a Method to Dr Mike's Madness. Brilliant!

@alexandros27. 3 года назад

I agree with most of what is being taught in this video . Using a new basis to maximize variance or minimize the projection error is why PCA is used . What I can't agree with however is the lecturer telling that PCA is used to cluster data . I don't think this is necessarily true . PCA clusters those features which are highly correlated together . It doesn't cluster the data points when they are represented using the new basis vectors . I hope I am not wrong

@jagaya3662 2 года назад

PCA clusters features by creating new axis, which can help to identify correlations for feature-engeneering. However you can still do actual clustering among the new axis and that wouldn't be affected by PCA at all, because data still has the exact same hyperdimensional relative positions, just the axis are shifted.

@astropgn 5 лет назад

What if you take these new axis (PC1, PC2, PC3...) and do a PCA again? Will they spread even more, or will they give the same exact result?

@f4614n 5 лет назад

You'd get the exact same result, as with the constraints given in PCA, the solution is unique.

@ryadbelhakem1944 4 года назад

The solution is not unique, since pca was already applied the new axis are non correlated, therefore applying pca could at best perform a rotation of axis, replacing ax by -ax.

@kimiaebrahimi5346 3 года назад

amaziiiing

@m22d52 2 года назад

5:25 Why you have not constructed a center of data? Project points to both X and Y axis, calculate both averages and then draw perpendiculars where these averages will intersect which will be a center of dataset

@0000000854 3 года назад

summary: (1) draw line to maximize spread (2) minimize square error accumulation (3)project data to axis which maximize dataset variance

@PLAYERSLAYER_22 3 года назад

hence, “axial reprojection”

@0000000854 3 года назад

@@PLAYERSLAYER_22 thanks

@hasan0770816268 5 лет назад

Well that escalated quickly!

@Rockyzach88 Год назад

Good stuff. Is the "weighted sum" the frobenius norm or related? I'm following a book and I'm trying to compare how it is teaching this to how it is explained in other forms of media like youtube videos.

@pablobiedma 4 года назад

Great video Peter Parker

@passingthetorch5831 5 лет назад

SVD when? Mike might also consider mentioning SVD approximation for convolutions, neural networks, etc.

@f4614n 5 лет назад

If you are using PCA, in all likelihood you were applying SVD at some point (maybe without realizing it).

@leksa8845 2 года назад

i fall in love:D

@nomen385 2 года назад

"A new principal component is gonna come out orthogonal to the ones before, until you run out of dimensions and you can't do it anymore." - poetry

@isabellabihy8631 5 лет назад

If I remember multivariate statistics correctly, the name "factor analysis" comes to mind. Indeed, I like PCA better.

@RamakrishnaSalagrama1 4 года назад

Could not find the dataset. Could you please give a dropbox or drive link.

@fakhermokadem11 5 лет назад

Why does minimizing the error means maximizing the variance?

@Kasenkow 5 лет назад

I think you're minimizing the error when you're fitting a line (which will be the new axis) to existing data points from two previous dimensions. Thus, this error is (as it was mentioned in the video) the summed squared differences between each actual data point and the line that you're trying to fit.

@Hexanitrobenzene 4 года назад

Judging by his sketch, PCA tries to maximize variance along PC1 axis, while at the same time minimizing error along all the axes orthogonal to PC1, then does the same for PC2 and so on.

@willd0g 4 года назад

Recall his fists; the line of best fit would pierce these two data points and introduce the axis that can directionally pivot the data to reveal greater variance (spread) as observed by the space between his hands as he turned them along that newly introduced axis

@whyzed603 4 года назад

Why minimum distance of data points from the principal axis ensure the maximum length of the axis? Can someone explain or maybe I got something wrong?

@ControlTheGuh 3 года назад

That maximizes the variance=r2? Bc it seems like p1 was tvhere to minimize the variiance between the linne and the points no?

@framm703 3 месяца назад

Cool 😎

@tear728 4 года назад

What about Exploratory Factor Analysis?

@TeamRomeroJacobs 4 года назад

Hey quick question for anyone out there. I'm failing to see if there's a difference between the principal component 1 and the linear regression. It seems to me they are the same thing. It is my understanding that Btw sorry bad english, not a native speaker.

@ryadbelhakem1944 4 года назад

Really not the same but clearly there is a link between both, one could transform pca optimization problem into a special regression using frobenus norm and basic algebra. Performing pca you look for non correlated axis, this is simply not the case for regression.

@Centhihi 3 года назад

And what is the benefit of doing PCA? Are we training our neural networker quicker or why would I do this? I still have to collect all the variables, so what is the point?

@sdeitym 3 года назад

5:34 why when we rotate the axis data also split out as 2 clusters?

@timowesterdijk5840 3 года назад

It is partly a coincidence, but not really. PCA1 gives you the axis that spreads out and separates your data the most (greatest variance). Because your data (from two dimensions) is now separated into one dimension, you can see if there are data points that correlate with eachother.

@user-wr4yl7tx3w Год назад

But how do we make use of principle components afterwards, despite the fact that we can’t interpret the components since they no longer represent the original variables? Without interpretability, can PC still be useful? What can PC still tell us?

@amineaboutalib Год назад

they do represent the original variables, what you have to do is to go through the weights and try to make sense of what kind of hidden variable the PC is representing

@pranayyanarp4118 5 лет назад

What.does ' foggin all ' mean?...at 8.47 time in video

@jfagerstrom 5 лет назад

He's saying 'orthogonal', meaning the second principal component is going to be at a 90 degree angle to the first one. Orthogonal is used since it describes this relationship without ambiguity for higher than 2 dimensions as well. It simply means that the two axes are completely uncorrelated.

@pranayyanarp4118 5 лет назад

@@jfagerstrom u mean he is pronouncing orthogonal as' foggin all" ?... It's in subtitles also

@jfagerstrom 5 лет назад

@@pranayyanarp4118 it's just his accent. The person who wrote the subtitles probably heard it the same way you did. He is for sure saying orthogonal though, it's the only thing that makes sense

@pranayyanarp4118 5 лет назад

@@jfagerstrom thanx man