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1、1主成分分析2Principal Component AnalysisExplain the variance-covariance structure of a set of variables through a few linear combinations of these variablesObjectivesData reductionInterpretationDoes not need normality assumption in general3Principal Components4Result（主成分解）（主成分解）5Result（总方差不变）（总方差不变）6Prop
2、ortion of Total Variance due to the kth Principal Component7Concept of Principal Components8Sample Principal Components9Sample Principal Components10Example:Pained Turtles11Example12Example:Turtle Data13Example:Scree Plot14Example 15几何解释16几何解释17几何解释18几何解释19几何解释20几何解释21几何解释22几何解释23样本主成分24Example:Pained Turtles25Example 26Example:Scree Plot27Example样本主成分的近似平面解释28