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How differently is linear regression than PCA? I understand the procedure and methods are completely different, but isn't linear regression also going to give t
by hobbyist 12y ago
How differently is linear regression than PCA? I understand the procedure and methods are completely different, but isn't linear regression also going to give the same solution on these data sets?
- vicapow 12y agoPCA minimizes the error along the PC axis. Here's a nice article that goes into more detail: http://www.r-bloggers.com/principal-component-analysis-pca-vs-ordinary-least-squares-ols-a-visual-explanation/ http://www.r-bloggers.com/principal-component-analysis-pca-v...
- marcosdumay 12y agoPCA results in a space, while linear regression results in a function within the same space as the original data.
- im3w1l 12y agoTo begin with they solve different problems: Linear regression has a notion of input and output. You want to model how the output depends on the input. PCA does not. You have a pointcloud and want to find a compressed representation of it.