## Solved – Mahalanobis distance via PCA when \$n<p\$

I have an \$ntimes p\$ matrix, where \$p\$ is the number of genes and \$n\$ is the number of patients. Anyone whose worked with such data knows that \$p\$ is always larger than \$n\$. Using feature selection I have gotten \$p\$ down to a more reasonable number, however \$p\$ is still greater than \$n\$. I … Read more

## Solved – PCA: Eigenvectors of opposite sign and not being able to compute eigenvectors with `solve` in R

I'm learning PCA in R language. I met two problems right now that I don't understand. I am performing a PCA analysis in R on a 318×17 dataset using some custom code. I take eigen function in R to find eigenvalues and eigenvectors. But my 1st and 3rd eigenvectors are of the opposite sign to … Read more

## Solved – PCA: Eigenvectors of opposite sign and not being able to compute eigenvectors with `solve` in R

I'm learning PCA in R language. I met two problems right now that I don't understand. I am performing a PCA analysis in R on a 318×17 dataset using some custom code. I take eigen function in R to find eigenvalues and eigenvectors. But my 1st and 3rd eigenvectors are of the opposite sign to … Read more

This question already has an answer here: How to reverse PCA and reconstruct original variables from several principal components? (1 answer) Closed 5 years ago. I am very new to PCA and I was trying, just as excercize, to reconstruct original dataset from loadings. Let's suppose I have a matrix A corresponding to the original … Read more

This question already has an answer here: How to reverse PCA and reconstruct original variables from several principal components? (1 answer) Closed 5 years ago. I am very new to PCA and I was trying, just as excercize, to reconstruct original dataset from loadings. Let's suppose I have a matrix A corresponding to the original … Read more

## Solved – Fundamental difference between PCA and FA

According to this, the fundamental difference between PCA and FA can be illustrated via the following image: So, the direction of arrows changes. According to this answer and a few others: Loadings are coefficients in linear combination predicting a variable by the (standardized) components. Also, according to this, loadings are: correlation between a component and … Read more

## Solved – Fundamental difference between PCA and FA

According to this, the fundamental difference between PCA and FA can be illustrated via the following image: So, the direction of arrows changes. According to this answer and a few others: Loadings are coefficients in linear combination predicting a variable by the (standardized) components. Also, according to this, loadings are: correlation between a component and … Read more

## Solved – How to export and use results of PCA from R

My ultimate goal is to run a cluster analysis on a data set with > 1 million records. The input variables for the cluster analysis will be the results of a Principal Component Analysis, as well as other variables not included in the PCA, for a total of maybe 10 variables input into the clustering … Read more

## Solved – How to export and use results of PCA from R

My ultimate goal is to run a cluster analysis on a data set with > 1 million records. The input variables for the cluster analysis will be the results of a Principal Component Analysis, as well as other variables not included in the PCA, for a total of maybe 10 variables input into the clustering … Read more

## Solved – Beginner references to understand probabilistic principal component analysis (PPCA)

I am totally new to machine learning. I started studying PCA from Jonathan Shlens, 2005, A Tutorial on Principal Component Analysis. The paper provides some concrete examples, and background mathematics so anyone can take the paper and understand PCA thoroughly. This paper is simply amazing. I am interested in understanding probabilistic model used for getting … Read more