3 ms·
One trick I like to do in PCA is to sweep each of the variables, one at a time, in the low-d subspace and then project back up. Looking at these sweeps in the
by a-dub 8y ago
One trick I like to do in PCA is to sweep each of the variables, one at a time, in the low-d subspace and then project back up. Looking at these sweeps in the original space gives some hand-wavey "intuition" for what each low-d variable is capturing.