Principal Component Analysis (PCA)

Agenda

1. Theory

   1. What is PCA?
   2. Derivation of the idea
   3. Eigenvalues and Eigenvectors
   4. Spectral theorem

2. Practice

   1. PCA with sklearn
   2. PCA by hand

Spin up the environment

Install docker on your environment following these instructions.

After having installed docker, build the image and start the container using docker-compose:

docker-compose up

And then just copy paste the http://127.0.0.1:8888 (with token) into your browser.

If you want to add additional packages you can do so in two ways:

• Add them permanently by adding it to the requirements.txt.
• Install them in the jupyter notebook by executing !pip install <YOUR PACKAGE> in a cell.