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Answers for “为什么 PCA 算法在继续之前要从数据中减去均值?”

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The PCA algorithm subtracts the mean from the data to centralize it, meaning that the mean of all points should be zero. This step prepares the data for the variance-based step that follows, making the formula for the scatter matrix simpler.

Conditions: The data must first be represented as a matrix X.; The subtraction is by the mean X‾\overline{X}.; After this step, the video uses X‾=0\overline{X} = 0 in the scatter-matrix discussion.

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In the PCA setup shown here, the data matrix X is organized such that its rows are data points and its columns are features. Each row is treated as a D-dimensional vector.

Conditions: Rows correspond to data points.; Columns correspond to features.; Each row lies in RD\mathbb{R}^D.

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The video uses an ellipse to explain principal components because it provides an intuitive geometric model for the data cloud. The main axes of the ellipse are identified as the directions PCA wants to find, which are called principal components.

Conditions: The data are approximated by an ellipse.; The ellipse is described verbally as 'basically a two-dimensional Gaussian.'