simple examples of what PCA does with 2D set of points: ellipsoid like set of points: upper graph is original set of points red vectors are PCA components scaled by explained variance buttom graph is transformed set of points so…

simple examples of what PCA does with 2D set of points: ellipsoid like set of points: upper graph is original set of points red vectors are PCA components scaled by explained variance buttom graph is transformed set of points so…