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

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

Пікірлер: 119

  • @Computerphile
    @Computerphile5 жыл бұрын

    Check out the full Data Analysis Learning Playlist: kzread.info/head/PLzH6n4zXuckpfMu_4Ff8E7Z1behQks5ba

  • @7177YT

    @7177YT

    4 жыл бұрын

    awesome, thank you!!

  • @injeel_ahmed

    @injeel_ahmed

    3 жыл бұрын

    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

    @dmarsub

    3 жыл бұрын

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

  • @AwesomeCrackDealer
    @AwesomeCrackDealer5 жыл бұрын

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

  • @zerokelvin3626

    @zerokelvin3626

    5 жыл бұрын

    Same for me

  • @nicholaselliott2484

    @nicholaselliott2484

    4 ай бұрын

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

  • @skydrow4523
    @skydrow45235 жыл бұрын

    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

    @sebastianx21

    2 жыл бұрын

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

  • @dexterdev

    @dexterdev

    Жыл бұрын

    Did PCA transformed your village?

  • @adamtarnawski
    @adamtarnawski5 жыл бұрын

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

  • @nomen385

    @nomen385

    2 жыл бұрын

    Yea. Everything he explains feels that way

  • @heyandy889
    @heyandy8894 жыл бұрын

    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

  • @mrcoomber9085
    @mrcoomber90855 жыл бұрын

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

  • @manuarteteco6153
    @manuarteteco61534 жыл бұрын

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

  • @harpercfc_
    @harpercfc_ Жыл бұрын

    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.

  • @Zilfalon
    @Zilfalon2 жыл бұрын

    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.

  • @nitika9769
    @nitika97696 ай бұрын

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

  • @OmarMohammed-fy2he
    @OmarMohammed-fy2he3 жыл бұрын

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

  • @andrei642

    @andrei642

    2 жыл бұрын

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

  • @OmarMohammed-fy2he

    @OmarMohammed-fy2he

    2 жыл бұрын

    @@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.

  • @Flourish38
    @Flourish385 жыл бұрын

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

  • @adityapatel3535
    @adityapatel35353 жыл бұрын

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

  • @jsraadt
    @jsraadt4 жыл бұрын

    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.

  • @brandonbracho5898
    @brandonbracho58983 жыл бұрын

    best explanation for PCA I could find, thank you!

  • @ErickMarkevich
    @ErickMarkevich3 жыл бұрын

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

  • @__Wanderer
    @__Wanderer4 жыл бұрын

    Dr. Mike your explanations are brilliant.

  • @gzuzchuy505
    @gzuzchuy5052 жыл бұрын

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

  • @man.h
    @man.h3 жыл бұрын

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

  • @sander_bouwhuis
    @sander_bouwhuis4 жыл бұрын

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

  • @Eternity4Evil
    @Eternity4Evil2 жыл бұрын

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

  • @HitAndMissLab
    @HitAndMissLabАй бұрын

    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.

  • @9785633425657
    @97856334256575 ай бұрын

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

  • @GoatzAreEpic
    @GoatzAreEpic5 жыл бұрын

    Beautiful explanation with the minimization of error

  • @muzzamilnadeem3104
    @muzzamilnadeem31043 жыл бұрын

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

  • @tellefsolberg5698
    @tellefsolberg56984 жыл бұрын

    Fricking loved that it was applied in R!

  • @simaykazc1508
    @simaykazc15083 жыл бұрын

    It is very pleasant to listen to you. Thanks!

  • @ec92009y
    @ec92009y2 жыл бұрын

    Congratulations again for a great video. Thank you!

  • @summy291987
    @summy2919874 жыл бұрын

    Best explanation came upon so far!!

  • @sepidet6970
    @sepidet69704 жыл бұрын

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

  • @ejkitchen
    @ejkitchen3 жыл бұрын

    Great explanation. THANK YOU!

  • @paull923
    @paull9232 жыл бұрын

    ridiculously understandable explained! thank you very much!

  • @kanewilliams1653
    @kanewilliams16534 ай бұрын

    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!

  • @shivammishra2524
    @shivammishra25245 жыл бұрын

    Great Video. I guess I would never forget PCA

  • @TheHamzawasi
    @TheHamzawasi2 жыл бұрын

    Thanks Dr. Mike, really helpful!

  • @asgharbeigi9718
    @asgharbeigi9718 Жыл бұрын

    Dr. Mike, you are a genius.

  • @omerahmaad
    @omerahmaad4 жыл бұрын

    Probably the best explaination

  • @kirar2004
    @kirar200410 ай бұрын

    A very nice explanation! Thanks!

  • @demonblood8841
    @demonblood88412 жыл бұрын

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

  • @7177YT
    @7177YT4 жыл бұрын

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

  • @djstr0b3
    @djstr0b37 ай бұрын

    Excellent video

  • @melikaelwadany4524
    @melikaelwadany4524 Жыл бұрын

    Thank you for this video.

  • @tlniec
    @tlniec2 жыл бұрын

    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.

  • @juanluisbaldelomar1617
    @juanluisbaldelomar16173 жыл бұрын

    You saved me! Excellent video!!!

  • @VG-bi9sw
    @VG-bi9sw3 жыл бұрын

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

  • @tapanbasak1453
    @tapanbasak1453 Жыл бұрын

    Genius explanation

  • @trafalgarlaw9919
    @trafalgarlaw99193 жыл бұрын

    Thank you for the explanation.

  • @699ashi
    @699ashi3 жыл бұрын

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

  • @frankietank8019
    @frankietank80194 жыл бұрын

    Brilliant, thanks!

  • @annprong5052
    @annprong50522 жыл бұрын

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

  • @BjarkeHellden
    @BjarkeHellden5 жыл бұрын

    Great explanation

  • @pradeepchakravarthi7638
    @pradeepchakravarthi76383 жыл бұрын

    You nailed it dude.

  • @frobeniusfg
    @frobeniusfg4 жыл бұрын

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

  • @samalkayedktaishat9927
    @samalkayedktaishat99273 жыл бұрын

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

  • @proprius
    @proprius3 жыл бұрын

    brilliant, thanks!

  • @4.0.4
    @4.0.45 жыл бұрын

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

  • @RAINE____
    @RAINE____4 жыл бұрын

    Thanks for this

  • @rijzone
    @rijzone4 жыл бұрын

    I seriously watch these videos for fun

  • @erw103
    @erw1034 жыл бұрын

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

  • @astropgn
    @astropgn5 жыл бұрын

    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

    @f4614n

    5 жыл бұрын

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

  • @ryadbelhakem1944

    @ryadbelhakem1944

    4 жыл бұрын

    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.

  • @TAP7a
    @TAP7a3 жыл бұрын

    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!

  • @kimiaebrahimi5346
    @kimiaebrahimi53463 жыл бұрын

    amaziiiing

  • @pavanagarwal6753
    @pavanagarwal67535 жыл бұрын

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

  • @Rockyzach88
    @Rockyzach88 Жыл бұрын

    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.

  • @8eck
    @8eck3 жыл бұрын

    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.

  • @pablobiedma
    @pablobiedma4 жыл бұрын

    Great video Peter Parker

  • @hasan0770816268
    @hasan07708162685 жыл бұрын

    Well that escalated quickly!

  • @leksa8845
    @leksa88452 жыл бұрын

    i fall in love:D

  • @RamakrishnaSalagrama1
    @RamakrishnaSalagrama14 жыл бұрын

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

  • @passingthetorch5831
    @passingthetorch58315 жыл бұрын

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

  • @f4614n

    @f4614n

    5 жыл бұрын

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

  • @whyzed603
    @whyzed6034 жыл бұрын

    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?

  • @tear728
    @tear7285 жыл бұрын

    What about Exploratory Factor Analysis?

  • @alexandros27.
    @alexandros27.3 жыл бұрын

    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

    @jagaya3662

    2 жыл бұрын

    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.

  • @m22d52
    @m22d522 жыл бұрын

    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

  • @ControlTheGuh
    @ControlTheGuh3 жыл бұрын

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

  • @sdeitym
    @sdeitym3 жыл бұрын

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

  • @timowesterdijk5840

    @timowesterdijk5840

    3 жыл бұрын

    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.

  • @framm703
    @framm7034 ай бұрын

    Cool 😎

  • @0000000854
    @00000008543 жыл бұрын

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

  • @PLAYERSLAYER_22

    @PLAYERSLAYER_22

    3 жыл бұрын

    hence, “axial reprojection”

  • @0000000854

    @0000000854

    3 жыл бұрын

    @@PLAYERSLAYER_22 thanks

  • @TeamRomeroJacobs
    @TeamRomeroJacobs4 жыл бұрын

    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

    @ryadbelhakem1944

    4 жыл бұрын

    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.

  • @isabellabihy8631
    @isabellabihy86315 жыл бұрын

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

  • @fakhermokadem11
    @fakhermokadem115 жыл бұрын

    Why does minimizing the error means maximizing the variance?

  • @Kasenkow

    @Kasenkow

    5 жыл бұрын

    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

    @Hexanitrobenzene

    5 жыл бұрын

    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

    @willd0g

    4 жыл бұрын

    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

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w Жыл бұрын

    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

    @amineaboutalib

    Жыл бұрын

    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

  • @Centhihi
    @Centhihi3 жыл бұрын

    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?

  • @pranayyanarp4118
    @pranayyanarp41185 жыл бұрын

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

  • @jfagerstrom

    @jfagerstrom

    5 жыл бұрын

    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

    @pranayyanarp4118

    5 жыл бұрын

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

  • @jfagerstrom

    @jfagerstrom

    5 жыл бұрын

    @@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

    @pranayyanarp4118

    5 жыл бұрын

    @@jfagerstrom thanx man

  • @nomen385
    @nomen3852 жыл бұрын

    "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

  • @willw4096
    @willw409611 ай бұрын

    11:58

  • @asifkhaliq9086
    @asifkhaliq90864 жыл бұрын

    Dr. Mike can you teach me privately please. . .

  • @charlieangkor8649
    @charlieangkor86493 жыл бұрын

    "sponsorship from by Google" - was this piece of English generated by Google's AI?

  • @Hamromerochannel
    @Hamromerochannel Жыл бұрын

    @ 9:45 starts r

  • @donfeto7636
    @donfeto7636 Жыл бұрын

    don't watch the video if you know nothing about pca , come back after you know what is it from StatQuest or other channels

  • @pexfmezccle
    @pexfmezccle4 жыл бұрын

    “Orffogonal”

  • @brunomartel4639
    @brunomartel46393 жыл бұрын

    auto-generated subs pleaseeee!!!!!

  • @DEVSHARMA-zp8xv
    @DEVSHARMA-zp8xv4 жыл бұрын

    It was nice but could have been better and longer if maths were included..