Principal Component Analysis (PCA) clearly explained (2015)

NOTE: On April 2, 2018 I updated this video with a new video that goes, step-by-step, through PCA and how it is performed. Check it out! For a complete index of all the StatQuest videos, check out: If you&like to support StatQuest, please consider... Buying The StatQuest Illustrated Guide to Machine Learning!!! ...or... ...a cool StatQuest t-shirt or sweatshirt: ...buying one or two of my songs (or go large and get a whole album!) ...or just donating to StatQuest! Lastly, if you want to keep up with me as I research and create new StatQuests, follow me on twitter: 0:00 Awesome song and introduction 1:45 An introduction to dimensions 6:29 Why we can omit dimensions 8:53 Principal components in terms of variance and covariance!!! 12:47 Transforming samples with loading scores 17:49 Review of main ideas 19:11 Scree plots for diagnostics 19:39 Loadings and Eignvectors #PCA