Principal Component Analysis (PCA) and Factor Analysis

所在平台: Udemy

课程主页: https://www.udemy.com/course/principal-component-analysis-pca-and-factor-analysis/

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课程名称:主成分分析(PCA)与因子分析 课程概述:本课程深入浅出地讲解了机器学习中的重要概念——主成分分析和因子分析。课程不仅涵盖了理论知识,还演示了如何利用SAS和R进行实际操作。此外,课程提供了完整的PDF格式讲义、数据集和代码文件供学员下载。 课程内容简介: - 主成分分析的直观理解:2D案例,讨论数据在不同维度下的方差,了解主成分的定义,以及主成分的正式定义。 - 主成分的性质:通过3D图像理解PCA的定义,总结PCA的关键概念,揭示首个特征值大于第二个特征值,第二个大于第三个特征值的原因。 - 数据处理:讲解如何处理有序变量和数值变量,以便进行PCA。 - 使用SAS进行PCA:理解相关矩阵、特征值表、碎石图,判断应保留多少主成分,以及主成分是如何衍生出来的。 - 使用R进行PCA:介绍R环境的PCA操作。 - 因子分析简介:比较因子分析与PCA的异同。 - 使用R与SAS进行因子分析,并讲解利用PCA进行变量选择的理论,通过示范帮助理解该过程。 本课程适合希望深入掌握PCA与因子分析技术的学员,无论是理论学习还是实际操作,都将获得全面的支持和指导。

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The course explains one of the important aspect of machine learning - Principal component analysis and factor analysis in a very easy to understand manner. It explains theory as well as demonstrates how to use SAS and R for the purpose. The course provides entire course content available to download in PDF format, data set and code files. The detail course content is as follows. Intuitive Understanding of PCA 2D Casewhat is the variance in the data in different dimensions?what is principal component?Formal definition of PCsUnderstand the formal definition of PCA Properties of Principal ComponentsUnderstanding principal component analysis (PCA) definition using a 3D image Properties of Principal ComponentsSummarize PCA conceptsUnderstand why first eigen value is bigger than second, second is bigger than third and so onData Treatment for conducting PCA How to treat ordinal variables?How to treat numeric variables? Conduct PCA using SAS: UnderstandCorrelation MatrixEigen value tableScree plotHow many pricipal components one should keep?How is principal components getting derived? Conduct PCA using R Introduction to Factor AnalysisIntroduction to factor analysisFactor analysis vs PCA side by side Factor Analysis Using RFactor Analysis Using SASTheory for using PCA for Variable SelectionDemo of using PCA for Variable Selection

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