Scale First, Then Fit PCA
Why standardization matters here.
PCA Cares About Scale
PCA chases the largest variance, but variance depends on units. A feature in big numbers can dominate just because of its scale.
A Unit Trap
Imagine salary in dollars beside age in years. Salary varies in thousands, so PCA would treat it as far more important, unfairly.
All lessons in this course
- The Curse of Too Many Features
- How PCA Finds Components
- Scale First, Then Fit PCA
- Choose Components With Scree Plots